Annual report pursuant to Section 13 and 15(d)

Fair Value, Measurement Inputs, Disclosure (Details)

v3.6.0.2
Fair Value, Measurement Inputs, Disclosure (Details) - USD ($)
$ in Thousands
Dec. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Available-for-sale Securities Categorized as Level 2 Assets 100.00%      
Assets Reported at Fair Value, Available-for-sale Securities 75.20%      
Mortgage Loans Held-for-sale Categorized as Level 2 Assets 2.30%      
Mortgage Loans Held-for-sale Categorized as Level 3 Assets 97.70%      
Mortgage Loans Held-for-investment Categorized as Level 2 Assets 100.00%      
Mortgage Servicing Rights Categorized as Level 3 Assets 100.00%      
Interest Rate Swaps, Swaptions and Credit Default Swaps Categorized as Level 2 Assets (Liabilities) 100.00%      
Inverse Interest-only Securities Categorized as Level 2 Assets 100.00%      
Agency To-be-Announced Securities Categorized as Level 1 Assets (Liabilities) 100.00%      
Derivative, Notional Amount $ 18,802,500 $ 21,998,381 $ 48,115,523  
Collateralized Borrowings in Securitization Trust Categorized as Level 2 Liabilities 100.00%      
Available-for-sale securities, at fair value $ 13,128,857 7,825,320    
Mortgage servicing rights, at fair value 693,815 493,688 452,006 $ 514,402
Loan Purchase Commitments [Member]        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Derivative, Notional Amount 0 286,120 $ 554,838  
Derivative Financial Instruments, Liabilities [Member]        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Derivative, Notional Amount 3,543,593 1,362,384    
Derivative, Fair Value, Net (12,501) (7,285)    
Derivative Financial Instruments, Liabilities [Member] | Loan Purchase Commitments [Member]        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Derivative, Notional Amount 0 187,384    
Derivative, Fair Value, Net 0 (427)    
Fair Value, Measurements, Recurring [Member]        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Available-for-sale securities, at fair value 13,128,857 7,825,320    
Residential mortgage loans held-for-sale 40,146 811,431    
Residential mortgage loans held-for-investment in securitization trust 3,271,317 3,173,727    
Mortgage servicing rights, at fair value 693,815 493,688    
Derivative assets 324,182 271,509    
Assets, Fair Value Disclosure 17,458,317 12,575,675    
Collateralized borrowings in securitization trust 3,037,196 2,000,110    
Derivative liabilities 12,501 7,285    
Liabilities, Fair Value Disclosure 3,049,697 2,007,395    
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Available-for-sale securities, at fair value 0 0    
Residential mortgage loans held-for-sale 0 0    
Residential mortgage loans held-for-investment in securitization trust 0 0    
Mortgage servicing rights, at fair value 0 0    
Derivative assets 4,294 1,074    
Assets, Fair Value Disclosure 4,294 1,074    
Collateralized borrowings in securitization trust 0 0    
Derivative liabilities 10,344 1,324    
Liabilities, Fair Value Disclosure 10,344 1,324    
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Available-for-sale securities, at fair value 13,128,857 7,825,320    
Residential mortgage loans held-for-sale 925 764,319    
Residential mortgage loans held-for-investment in securitization trust 3,271,317 3,173,727    
Mortgage servicing rights, at fair value 0 0    
Derivative assets 319,888 270,435    
Assets, Fair Value Disclosure 16,720,987 12,033,801    
Collateralized borrowings in securitization trust 3,037,196 2,000,110    
Derivative liabilities 2,157 5,961    
Liabilities, Fair Value Disclosure 3,039,353 2,006,071    
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]        
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]        
Available-for-sale securities, at fair value 0 0    
Residential mortgage loans held-for-sale 39,221 47,112    
Residential mortgage loans held-for-investment in securitization trust 0 0    
Mortgage servicing rights, at fair value 693,815 493,688    
Derivative assets 0 0    
Assets, Fair Value Disclosure 733,036 540,800    
Collateralized borrowings in securitization trust 0 0    
Derivative liabilities 0 0    
Liabilities, Fair Value Disclosure $ 0 $ 0