Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
|
12 Months Ended |
Dec. 31, 2017 |
Dec. 31, 2016 |
Dec. 31, 2015 |
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Beginning of Period Notional Amount |
$ (18,802,500,000)
|
$ (21,998,381,000)
|
|
| Additions |
(38,158,845,000)
|
(29,516,394,000)
|
|
| Settlement, Termination, Expiration or Exercise |
25,734,467,000
|
32,712,275,000
|
|
| End of Period Notional Amount |
(31,226,878,000)
|
(18,802,500,000)
|
$ (21,998,381,000)
|
| Average Notional Amount |
19,953,655,000
|
21,641,836,000
|
|
| Realized Gain (Loss), net |
31,149,000
|
(12,364,000)
|
|
| Inverse Interest-Only Securities [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Beginning of Period Notional Amount |
(740,844,023)
|
|
|
| Additions |
0
|
0
|
|
| Settlement, Termination, Expiration or Exercise |
152,598,413
|
191,192,651
|
|
| End of Period Notional Amount |
(588,245,610)
|
(740,844,023)
|
|
| Realized Gain (Loss), net |
(40,000)
|
0
|
|
| Interest Rate Swap [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Additions |
(36,642,245,000)
|
(25,103,456,000)
|
|
| Settlement, Termination, Expiration or Exercise |
28,531,183,000
|
19,001,199,000
|
|
| Realized Gain (Loss), net |
54,476,000
|
16,032,000
|
|
| Credit Default Swap [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Additions |
|
(10,000,000)
|
|
| Settlement, Termination, Expiration or Exercise |
|
135,000,000
|
|
| Realized Gain (Loss), net |
|
1,022,000
|
|
| Interest Rate Swaption [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Additions |
(4,306,000,000)
|
(1,668,000,000)
|
|
| Settlement, Termination, Expiration or Exercise |
1,865,000,000
|
6,643,000,000
|
|
| Realized Gain (Loss), net |
8,694,000
|
(98,016,000)
|
|
| Forward Contracts [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Additions |
(7,249,400,000)
|
(10,173,000,000)
|
|
| Settlement, Termination, Expiration or Exercise |
8,165,400,000
|
8,387,000,000
|
|
| Realized Gain (Loss), net |
(51,810,000)
|
57,616,000
|
|
| Options Held [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Additions |
(4,460,000,000)
|
(11,260,000,000)
|
|
| Settlement, Termination, Expiration or Exercise |
3,324,000,000
|
12,396,000,000
|
|
| Realized Gain (Loss), net |
20,010,000
|
22,288,000
|
|
| Total Return Swap [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Beginning of Period Notional Amount |
(90,593,000)
|
|
|
| Additions |
0
|
(99,911,325)
|
|
| Settlement, Termination, Expiration or Exercise |
27,085,341
|
898,736,671
|
|
| End of Period Notional Amount |
(63,507,000)
|
(90,593,000)
|
|
| Realized Gain (Loss), net |
(181,000)
|
(13,374,000)
|
|
| Loan Purchase Commitments [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Additions |
|
(1,548,027,172)
|
|
| Settlement, Termination, Expiration or Exercise |
|
1,834,147,680
|
|
| Realized Gain (Loss), net |
|
2,068,000
|
|
| Net Long Position [Member] | Inverse Interest-Only Securities [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Beginning of Period Notional Amount |
(740,844,021)
|
(932,036,672)
|
|
| End of Period Notional Amount |
(588,246,000)
|
(740,844,021)
|
(932,036,672)
|
| Average Notional Amount |
662,273,249
|
836,707,204
|
|
| Net Long Position [Member] | Interest Rate Swap [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Beginning of Period Notional Amount |
(20,371,063,000)
|
(14,268,806,000)
|
|
| End of Period Notional Amount |
(28,482,125,000)
|
(20,371,063,000)
|
(14,268,806,000)
|
| Average Notional Amount |
19,447,067,044
|
15,506,763,268
|
16,091,714,468
|
| Net Long Position [Member] | Credit Default Swap [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Beginning of Period Notional Amount |
0
|
(125,000,000)
|
|
| End of Period Notional Amount |
|
0
|
(125,000,000)
|
| Average Notional Amount |
|
71,256,830
|
|
| Net Long Position [Member] | Interest Rate Swaption [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Beginning of Period Notional Amount |
(225,000,000)
|
(5,200,000,000)
|
|
| End of Period Notional Amount |
(2,666,000,000)
|
(225,000,000)
|
(5,200,000,000)
|
| Average Notional Amount |
1,014,578,082
|
2,449,267,760
|
|
| Net Long Position [Member] | Forward Contracts [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Beginning of Period Notional Amount |
|
(297,000,000)
|
|
| End of Period Notional Amount |
|
|
(297,000,000)
|
| Net Long Position [Member] | Options Held [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Beginning of Period Notional Amount |
|
0
|
|
| End of Period Notional Amount |
0
|
|
0
|
| Average Notional Amount |
|
2,569,117,486
|
|
| Net Long Position [Member] | Total Return Swap [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Beginning of Period Notional Amount |
(90,592,667)
|
(889,418,013)
|
|
| End of Period Notional Amount |
(63,507,000)
|
(90,592,667)
|
(889,418,013)
|
| Average Notional Amount |
74,182,692
|
471,027,684
|
|
| Net Long Position [Member] | Loan Purchase Commitments [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Beginning of Period Notional Amount |
0
|
(286,120,508)
|
|
| End of Period Notional Amount |
|
0
|
$ (286,120,508)
|
| Average Notional Amount |
|
269,561,928
|
|
| Net Short Positions [Member] | Forward Contracts [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Beginning of Period Notional Amount |
(1,489,000,000)
|
|
|
| End of Period Notional Amount |
(573,000,000)
|
(1,489,000,000)
|
|
| Average Notional Amount |
1,256,423,562
|
531,866,120
|
|
| Net Short Positions [Member] | Options Held [Member] |
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
| Beginning of Period Notional Amount |
(1,136,000,000)
|
|
|
| End of Period Notional Amount |
|
$ (1,136,000,000)
|
|
| Average Notional Amount |
$ 11,978,082
|
|
|