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Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives $ (19,131) $ (6,337) $ (133,318) $ (174,217)
Forward Contracts [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (16,891) (522) (45,671) 26,369
Options Held [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (3,405) (6,226) (22,467) (51,259)
Interest Rate Swaption [Member] | Gain (Loss) on Interest Rate Swap and Swaption Agreements [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (12,349) (24,394) (62,080) (18,397)
Total Return Swap [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (134) (6,550) (821) (41,541)
Credit Default Swap, Selling Protection [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives 0 (18) 0 364
Inverse Interest-Only Securities [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives 1,506 1,288 2,631 22,003
Loan Purchase Commitments [Member] | Gain (Loss) on Residential Mortgage Loans Held-for-Sale [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives 0 107 0 2,455
Short [Member] | Interest Rate Swap [Member] | Gain (Loss) on Interest Rate Swap and Swaption Agreements [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (5,280) (18,381) 22,813 131,465
Long [Member] | Interest Rate Swap [Member] | Gain (Loss) on Interest Rate Swap and Swaption Agreements [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives $ 17,422 $ 48,359 $ (27,723) $ (245,676)