Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
|
3 Months Ended |
9 Months Ended |
Sep. 30, 2017 |
Sep. 30, 2016 |
Sep. 30, 2017 |
Sep. 30, 2016 |
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
$ (16,988,116,000)
|
$ (26,141,370,000)
|
$ (18,802,500,000)
|
$ (21,998,381,000)
|
| Additions |
15,562,549,000
|
(22,872,000)
|
23,266,958,000
|
31,254,394,000
|
| Settlement, Termination, Expiration or Exercise |
(8,437,344,000)
|
(4,055,594,000)
|
(17,956,137,000)
|
(31,189,871,000)
|
| End of Period Notional Amount |
(24,113,321,000)
|
(22,062,904,000)
|
(24,113,321,000)
|
(22,062,904,000)
|
| Average Notional Amount |
(18,317,731,000)
|
(20,642,679,000)
|
(17,799,927,000)
|
(22,701,140,000)
|
| Realized Gain (Loss), net |
13,890,000
|
(154,155,000)
|
31,376,000
|
(146,046,000)
|
| Inverse Interest-Only Securities [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
|
(740,844,023)
|
|
| Additions |
0
|
0
|
0
|
0
|
| Settlement, Termination, Expiration or Exercise |
(38,219,074)
|
(50,042,756)
|
(119,295,045)
|
(147,213,799)
|
| End of Period Notional Amount |
(621,548,978)
|
|
(621,548,978)
|
|
| Realized Gain (Loss), net |
(40,000)
|
0
|
(40,000)
|
0
|
| Interest Rate Swap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
9,878,549,000
|
4,451,430,000
|
23,408,358,000
|
16,553,456,000
|
| Settlement, Termination, Expiration or Exercise |
(4,626,391,000)
|
(1,203,000,000)
|
(23,762,544,000)
|
(13,876,832,000)
|
| Realized Gain (Loss), net |
36,171,000
|
(39,369,000)
|
47,691,000
|
(33,067,000)
|
| Credit Default Swap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
|
0
|
|
10,000,000
|
| Settlement, Termination, Expiration or Exercise |
|
0
|
|
(110,000,000)
|
| Realized Gain (Loss), net |
|
0
|
|
412,000
|
| Interest Rate Swaption [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
5,364,000,000
|
(1,537,000,000)
|
1,109,000,000
|
1,063,000,000
|
| Settlement, Termination, Expiration or Exercise |
(3,900,000,000)
|
7,000,000
|
1,480,000,000
|
(5,993,000,000)
|
| Realized Gain (Loss), net |
(3,264,000)
|
(55,692,000)
|
21,164,000
|
(86,481,000)
|
| Forward Contracts [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
(1,585,000,000)
|
(5,622,000,000)
|
(5,710,400,000)
|
(1,186,000,000)
|
| Settlement, Termination, Expiration or Exercise |
1,320,000,000
|
5,370,000,000
|
5,794,400,000
|
300,000,000
|
| Realized Gain (Loss), net |
(14,997,000)
|
(18,819,000)
|
(57,424,000)
|
12,932,000
|
| Options Held [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
1,905,000,000
|
2,269,000,000
|
4,460,000,000
|
13,166,000,000
|
| Settlement, Termination, Expiration or Exercise |
(1,190,000,000)
|
(6,697,000,000)
|
(1,324,000,000)
|
(8,697,000,000)
|
| Realized Gain (Loss), net |
(3,980,000)
|
(26,955,000)
|
20,166,000
|
(28,303,000)
|
| Total Return Swap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
|
(90,593,000)
|
|
| Additions |
0
|
99,911,325
|
0
|
99,911,325
|
| Settlement, Termination, Expiration or Exercise |
(2,734,012)
|
(591,699,771)
|
(24,697,460)
|
(893,081,281)
|
| End of Period Notional Amount |
(65,895,000)
|
|
(65,895,000)
|
|
| Realized Gain (Loss), net |
0
|
(13,897,000)
|
(181,000)
|
(13,374,000)
|
| Loan Purchase Commitments [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
|
315,787,375
|
|
1,548,027,172
|
| Settlement, Termination, Expiration or Exercise |
|
(890,851,336)
|
|
(1,772,744,188)
|
| Realized Gain (Loss), net |
|
577,000
|
|
1,835,000
|
| Net Long [Member] | Inverse Interest-Only Securities [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
(659,768,050)
|
(834,865,629)
|
(740,844,021)
|
(932,036,672)
|
| End of Period Notional Amount |
(621,549,000)
|
(784,823,000)
|
(621,549,000)
|
(784,823,000)
|
| Average Notional Amount |
(642,143,000)
|
(813,045,291)
|
(681,126,400)
|
(860,920,247)
|
| Net Long [Member] | Interest Rate Swap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
(14,764,719,000)
|
(13,697,000,000)
|
(20,371,063,000)
|
(14,268,806,000)
|
| End of Period Notional Amount |
(20,016,877,000)
|
(16,945,430,000)
|
(20,016,877,000)
|
(16,945,430,000)
|
| Average Notional Amount |
(16,710,893,652)
|
(14,497,912,978)
|
(17,617,836,293)
|
(14,751,923,277)
|
| Net Long [Member] | Credit Default Swap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
(25,000,000)
|
|
(125,000,000)
|
| End of Period Notional Amount |
|
(25,000,000)
|
|
(25,000,000)
|
| Average Notional Amount |
|
(25,000,000)
|
|
(87,883,212)
|
| Net Long [Member] | Interest Rate Swaption [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
(1,350,000,000)
|
(1,800,000,000)
|
(225,000,000)
|
(5,200,000,000)
|
| End of Period Notional Amount |
(2,814,000,000)
|
(270,000,000)
|
(2,814,000,000)
|
(270,000,000)
|
| Average Notional Amount |
(2,213,532,609)
|
(219,315,217)
|
(669,377,289)
|
(3,192,616,788)
|
| Net Long [Member] | Forward Contracts [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
|
|
(297,000,000)
|
| Net Long [Member] | Options Held [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
(1,285,000,000)
|
(8,897,000,000)
|
|
0
|
| End of Period Notional Amount |
(2,000,000,000)
|
(4,469,000,000)
|
(2,000,000,000)
|
(4,469,000,000)
|
| Average Notional Amount |
(54,402,174)
|
(5,607,728,261)
|
|
(3,091,678,832)
|
| Net Long [Member] | Total Return Swap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
(68,629,219)
|
(588,036,503)
|
(90,592,667)
|
(889,418,013)
|
| End of Period Notional Amount |
(65,895,000)
|
(96,248,000)
|
(65,895,000)
|
(96,248,000)
|
| Average Notional Amount |
(66,801,750)
|
(113,333,925)
|
(76,670,043)
|
(598,163,424)
|
| Net Long [Member] | Loan Purchase Commitments [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
(636,467,453)
|
|
(286,120,508)
|
| End of Period Notional Amount |
|
(61,403,000)
|
|
(61,403,000)
|
| Average Notional Amount |
|
(418,333,145)
|
|
(357,448,318)
|
| Net Short Positions [Member] | Forward Contracts [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
(1,140,000,000)
|
(337,000,000)
|
(1,489,000,000)
|
|
| End of Period Notional Amount |
(1,405,000,000)
|
(589,000,000)
|
(1,405,000,000)
|
(589,000,000)
|
| Average Notional Amount |
$ (1,370,043,478)
|
$ (1,051,989,130)
|
(1,231,793,407)
|
$ (239,492,701)
|
| Net Short Positions [Member] | Options Held [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
|
(1,136,000,000)
|
|
| Average Notional Amount |
|
|
$ (13,289,377)
|
|