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Derivative Financial Instruments - Additional Information (Detail) (USD $)
3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended 3 Months Ended 6 Months Ended
Jun. 30, 2014
Dec. 31, 2013
Jun. 30, 2014
Cash Flow Hedging
Interest Rate Swaps
Jun. 30, 2013
Cash Flow Hedging
Interest Rate Swaps
Jun. 30, 2014
Cash Flow Hedging
Interest Rate Swaps
Jun. 30, 2013
Cash Flow Hedging
Interest Rate Swaps
Jun. 30, 2014
Unsecuritized Residential and Commercial Loans
Jun. 30, 2013
Unsecuritized Residential and Commercial Loans
Jun. 30, 2014
Unsecuritized Residential and Commercial Loans
Interest Rate Contract
Jun. 30, 2014
Unsecuritized Residential and Commercial Loans
Futures
Jun. 30, 2014
Unsecuritized Residential and Commercial Loans
TBAs
Jun. 30, 2014
Loan Purchase and Forward Sales Commitments
Jun. 30, 2014
Loan Purchase and Forward Sales Commitments
Jun. 30, 2014
Maximum
Jun. 30, 2013
Maximum
Jun. 30, 2014
Maximum
Jun. 30, 2013
Maximum
Jun. 30, 2014
Maximum
Interest Rate Swaps
Derivative [Line Items]                                    
Notional Amount $ 2,725,884,000 $ 1,488,922,000 $ 140,000,000   $ 140,000,000       $ 560,000,000 $ 126,000,000 $ 1,300,000,000              
Valuation adjustments on derivatives     (5,000,000) 14,000,000 (14,000,000) 21,000,000 25,000,000 51,000,000       4,000,000 4,000,000          
Net unrealized losses on interest rate agreements accounted for as cash flow hedges 30,000,000 16,000,000                                
Hedges decreased in value recorded as a component of interest expense                           100,000 100,000 99,000 157,000  
Accumulated other comprehensive loss that will be amortized into interest expense                                   $ (1,000,000)