Annual report pursuant to Section 13 and 15(d)

Schedule of Notional Amounts of Derivative Positions (Details)

v3.6.0.2
Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
Derivative [Line Items]      
Derivative, Notional Amount, Beginning Balance $ 21,998,381 $ 48,115,523  
Derivative, Notional Amount, Additions 29,516,394 41,004,147  
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 32,712,275 67,121,289  
Derivative, Notional Amount, Ending Balance 18,802,500 21,998,381 $ 48,115,523
Derivative, Average Notional Amount 21,641,836 29,925,251  
Gain (Loss) on Sale of Derivatives (12,364) (270,918)  
Inverse Interest-Only Securities [Member]      
Derivative [Line Items]      
Derivative, Notional Amount, Beginning Balance 932,037 1,168,226  
Derivative, Notional Amount, Additions 0 12,563  
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 191,193 248,752  
Derivative, Notional Amount, Ending Balance 740,844 932,037 1,168,226
Derivative, Average Notional Amount 836,707 1,050,906  
Gain (Loss) on Sale of Derivatives 0 64  
Interest Rate Swap [Member]      
Derivative [Line Items]      
Derivative, Notional Amount, Beginning Balance 14,268,806 18,584,000  
Derivative, Notional Amount, Additions 25,103,456 26,868,227  
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 19,001,199 31,183,421  
Derivative, Notional Amount, Ending Balance 20,371,063 14,268,806 18,584,000
Derivative, Average Notional Amount 15,506,763 16,091,714 23,329,504
Gain (Loss) on Sale of Derivatives 16,032 (126,870)  
Credit Default Swap [Member]      
Derivative [Line Items]      
Derivative, Notional Amount, Beginning Balance 125,000 125,000  
Derivative, Notional Amount, Additions 10,000 0  
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 135,000 0  
Derivative, Notional Amount, Ending Balance 0 125,000 125,000
Derivative, Average Notional Amount 71,257 125,000  
Gain (Loss) on Sale of Derivatives 1,022 0  
Interest Rate Swaption [Member]      
Derivative [Line Items]      
Derivative, Notional Amount, Beginning Balance 5,200,000 12,410,000  
Derivative, Notional Amount, Additions 1,668,000 8,550,000  
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 6,643,000 15,760,000  
Derivative, Notional Amount, Ending Balance 225,000 5,200,000 12,410,000
Derivative, Average Notional Amount 2,449,268 9,780,027  
Gain (Loss) on Sale of Derivatives (98,016) (99,273)  
Forward Contracts [Member]      
Derivative [Line Items]      
Derivative, Notional Amount, Beginning Balance 297,000 1,325,000  
Derivative, Notional Amount, Additions 10,173,000 7,266,000  
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 8,387,000 8,888,000  
Derivative, Notional Amount, Ending Balance 1,489,000 297,000 1,325,000
Derivative, Average Notional Amount 531,866 773,381  
Gain (Loss) on Sale of Derivatives 57,616 (46,835)  
Options Held [Member]      
Derivative [Line Items]      
Derivative, Notional Amount, Beginning Balance 0 2,000,000  
Derivative, Notional Amount, Additions 11,260,000 1,250,000  
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 12,396,000 3,250,000  
Derivative, Notional Amount, Ending Balance 1,136,000 0 2,000,000
Derivative, Average Notional Amount 2,569,117 120,548  
Gain (Loss) on Sale of Derivatives 22,288 6,331  
Treasury Lock [Member]      
Derivative [Line Items]      
Derivative, Notional Amount, Beginning Balance 0 0  
Derivative, Notional Amount, Additions   500,000  
Derivative, Notional Amount, Settlement Termination Expiration or Exercise   500,000  
Derivative, Notional Amount, Ending Balance   0 0
Derivative, Average Notional Amount   685  
Gain (Loss) on Sale of Derivatives   (837)  
Swap [Member]      
Derivative [Line Items]      
Derivative, Notional Amount, Beginning Balance 0 14,000,000  
Derivative, Notional Amount, Additions   6,000,000  
Derivative, Notional Amount, Settlement Termination Expiration or Exercise   20,000,000  
Derivative, Notional Amount, Ending Balance   0 14,000,000
Derivative, Average Notional Amount   2,257,534  
Gain (Loss) on Sale of Derivatives   7,694  
Total Return Swap [Member]      
Derivative [Line Items]      
Derivative, Notional Amount, Beginning Balance 889,418 598,459  
Derivative, Notional Amount, Additions 99,911 1,626,514  
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 898,736 1,335,555  
Derivative, Notional Amount, Ending Balance 90,593 889,418 598,459
Derivative, Average Notional Amount 471,028 950,206  
Gain (Loss) on Sale of Derivatives (13,374) (11,296)  
Loan Purchase Commitments [Member]      
Derivative [Line Items]      
Derivative, Notional Amount, Beginning Balance 286,120 554,838  
Derivative, Notional Amount, Additions 1,548,027 3,512,843  
Derivative, Notional Amount, Settlement Termination Expiration or Exercise 1,834,147 3,781,561  
Derivative, Notional Amount, Ending Balance 0 286,120 554,838
Derivative, Average Notional Amount 269,562 563,108  
Gain (Loss) on Sale of Derivatives 2,068 (21)  
Short US Treasury Securities [Member]      
Derivative [Line Items]      
Derivative, Notional Amount, Beginning Balance $ 0 0  
Derivative, Notional Amount, Additions   50,000  
Derivative, Notional Amount, Settlement Termination Expiration or Exercise   50,000  
Derivative, Notional Amount, Ending Balance   0 $ 0
Derivative, Average Notional Amount   0  
Gain (Loss) on Sale of Derivatives   $ 125