Fair Value - Level III (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2017	Sep. 30, 2016	Sep. 30, 2017	Sep. 30, 2016
Total realized and unrealized gains (losses):
Included in earnings: OTTI			$ (109)
Included in earnings: Net accretion			11,669	$ 11,967
Level III
Changes in financial assets classified as Level III
Balance at the beginning of the period	$ 52,657,131	$ 77,221,472	64,941,714	74,836,009
Total realized and unrealized gains (losses):
Included in earnings: Change in fair value / gain on sale	(3,368,402)	(7,457,695)	(15,003,948)	(15,500,863)
Included in earnings: OTTI			(109)
Included in earnings: Net accretion	3,187	4,197	10,375	11,354
Included in OCI	3,975	6,105	10,728	8,656
Purchases / Originations	536,207	717,913	1,546,595	1,352,581
Sales	(517,350)	(665,635)	(998,962)	(1,142,237)
Issuances	(1,469)		(11,657)	(596)
Cash repayments / receipts	(44,919)	(14,865)	(118,465)	(36,854)
Transfers into Level III	(233,367)	(1)	(616,794)	(972,588)
Transfers out of Level III	67,272	40,959	231,012	187,683
Consolidations of VIEs	888,979	2,134,108	2,016,931	18,362,082
Deconsolidations of VIEs	(133,548)	(238,550)	(2,149,724)	(5,357,219)
Balance at the end of the period	49,857,696	71,748,008	49,857,696	71,748,008
Amount of total (losses) gains included in earnings attributable to assets still held at period end	(3,386,854)	(7,492,607)	(15,037,479)	(15,548,945)
VIE liabilities | Level III
Changes in financial assets classified as Level III
Balance at the beginning of the period	(2,164,593)	(3,540,652)	(2,585,369)	(2,552,448)
Total realized and unrealized gains (losses):
Included in earnings: Change in fair value / gain on sale	151,273	653,103	749,757	946,703
Issuances	(1,469)		(11,657)	(596)
Cash repayments / receipts	(4,910)	7,819	(40,946)	28,591
Transfers into Level III	(233,367)	(1)	(616,794)	(972,588)
Transfers out of Level III	67,272	40,959	231,012	187,683
Consolidations of VIEs	(75,585)	(109,913)	(75,585)	(593,818)
Deconsolidations of VIEs	1,596	37,188	89,799	44,976
Balance at the end of the period	(2,259,783)	(2,911,497)	(2,259,783)	(2,911,497)
Amount of total (losses) gains included in earnings attributable to assets still held at period end	151,273	653,103	749,757	946,703
Loans held-for-sale | Level III
Changes in financial assets classified as Level III
Balance at the beginning of the period	610,116	237,106	63,279	203,865
Total realized and unrealized gains (losses):
Included in earnings: Change in fair value / gain on sale	19,485	49,996	45,484	70,122
Purchases / Originations	524,409	709,045	1,527,364	1,197,801
Sales	(517,350)	(648,179)	(987,828)	(1,123,512)
Cash repayments / receipts	(28,036)	(478)	(39,675)	(786)
Balance at the end of the period	608,624	347,490	608,624	347,490
Amount of total (losses) gains included in earnings attributable to assets still held at period end	(2,597)	9,746	(2,621)	9,746
RMBS | Level III
Changes in financial assets classified as Level III
Balance at the beginning of the period	256,397	251,260	253,915	176,224
Total realized and unrealized gains (losses):
Included in earnings: OTTI			(109)
Included in earnings: Net accretion	3,187	4,197	10,375	11,354
Included in OCI	3,975	6,105	10,728	8,656
Purchases / Originations		8,868	7,433	97,204
Cash repayments / receipts	(10,307)	(9,917)	(29,090)	(32,925)
Balance at the end of the period	253,252	260,513	253,252	260,513
Amount of total (losses) gains included in earnings attributable to assets still held at period end	3,187	4,197	10,159	11,354
CMBS | Level III
Changes in financial assets classified as Level III
Balance at the beginning of the period	13,848	114,340	31,546	212,981
Total realized and unrealized gains (losses):
Included in earnings: Change in fair value / gain on sale	(673)	(2,993)	(4,359)	(677)
Purchases / Originations	11,798		11,798	57,576
Sales		(17,456)	(11,134)	(18,725)
Cash repayments / receipts	(1,666)	(12,289)	(8,754)	(31,734)
Consolidations of VIEs		(24,403)		(162,745)
Deconsolidations of VIEs	534	1,586	4,744	2,109
Balance at the end of the period	23,841	58,785	23,841	58,785
Amount of total (losses) gains included in earnings attributable to assets still held at period end	(230)	(1,852)	56	263
Domestic servicing rights | Level III
Changes in financial assets classified as Level III
Balance at the beginning of the period	38,648	83,301	55,082	119,698
Impact of ASU 2015-02 Adoption				(17,467)
Total realized and unrealized gains (losses):
Included in earnings: Change in fair value / gain on sale	(4,867)	(14,283)	(21,301)	(33,213)
Balance at the end of the period	33,781	69,018	33,781	69,018
Amount of total (losses) gains included in earnings attributable to assets still held at period end	(4,867)	(14,283)	(21,301)	(33,213)
VIE Assets | Level III
Changes in financial assets classified as Level III
Balance at the beginning of the period	53,902,715	80,076,117	67,123,261	76,675,689
Impact of ASU 2015-02 Adoption				17,467
Total realized and unrealized gains (losses):
Included in earnings: Change in fair value / gain on sale	(3,533,620)	(8,143,518)	(15,773,529)	(16,483,798)
Consolidations of VIEs	964,564	2,268,424	2,092,516	19,118,645
Deconsolidations of VIEs	(135,678)	(277,324)	(2,244,267)	(5,404,304)
Balance at the end of the period	51,197,981	73,923,699	51,197,981	73,923,699
Amount of total (losses) gains included in earnings attributable to assets still held at period end	$ (3,533,620)	$ (8,143,518)	$ (15,773,529)	$ (16,483,798)