Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
|
3 Months Ended |
6 Months Ended |
Jun. 30, 2018 |
Jun. 30, 2017 |
Jun. 30, 2018 |
Jun. 30, 2017 |
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
$ 18,429,288,000
|
$ 15,935,535,000
|
$ 31,226,878,000
|
$ 18,802,500,000
|
| Additions |
(12,731,752,000)
|
(4,347,586,000)
|
(46,426,632,000)
|
(7,704,409,000)
|
| Settlement, Termination, Expiration or Exercise |
(2,542,179,000)
|
(3,295,005,000)
|
(49,034,649,000)
|
(9,518,793,000)
|
| End of Period Notional Amount |
28,618,861,000
|
16,988,116,000
|
28,618,861,000
|
16,988,116,000
|
| Average Notional Amount |
24,263,348,000
|
19,548,102,000
|
22,037,434,000
|
18,693,638,000
|
| Realized Gain (Loss), net |
(34,137,000)
|
(75,908,000)
|
104,709,000
|
17,486,000
|
| Inverse Interest-Only Securities [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
|
588,245,610
|
|
| Additions |
0
|
0
|
0
|
0
|
| Settlement, Termination, Expiration or Exercise |
(29,886,685)
|
(39,057,690)
|
(59,190,021)
|
(81,075,971)
|
| End of Period Notional Amount |
529,055,590
|
|
529,055,590
|
|
| Realized Gain (Loss), net |
0
|
0
|
0
|
0
|
| Interest Rate Swap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
(7,740,752,000)
|
(4,476,986,000)
|
(25,349,632,000)
|
(13,529,809,000)
|
| Settlement, Termination, Expiration or Exercise |
(5,292,313,000)
|
(7,964,707,000)
|
(27,784,493,000)
|
(19,136,153,000)
|
| Realized Gain (Loss), net |
(35,568,000)
|
(39,626,000)
|
4,138,000
|
11,520,000
|
| Interest Rate Swaption [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
23,000,000
|
375,000,000
|
1,238,000,000
|
4,255,000,000
|
| Settlement, Termination, Expiration or Exercise |
5,460,000,000
|
5,605,000,000
|
(2,166,000,000)
|
5,380,000,000
|
| Realized Gain (Loss), net |
15,119,000
|
9,543,000
|
67,892,000
|
24,428,000
|
| Forward Contracts [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
(6,482,000,000)
|
1,039,400,000
|
(17,713,000,000)
|
4,125,400,000
|
| Settlement, Termination, Expiration or Exercise |
(3,878,000,000)
|
892,400,000
|
(14,091,000,000)
|
4,474,400,000
|
| Realized Gain (Loss), net |
6,222,000
|
(31,021,000)
|
(5,614,000)
|
(42,427,000)
|
| Options Held [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
1,468,000,000
|
(1,285,000,000)
|
(4,602,000,000)
|
(2,555,000,000)
|
| Settlement, Termination, Expiration or Exercise |
1,208,000,000
|
(1,770,000,000)
|
(4,922,000,000)
|
(134,000,000)
|
| Realized Gain (Loss), net |
(19,661,000)
|
(14,623,000)
|
38,542,000
|
24,146,000
|
| Total Return Swap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
|
63,507,000
|
|
| Additions |
0
|
0
|
0
|
0
|
| Settlement, Termination, Expiration or Exercise |
(9,980,419)
|
(18,639,644)
|
(11,966,541)
|
(21,963,448)
|
| End of Period Notional Amount |
51,541,000
|
|
51,541,000
|
|
| Realized Gain (Loss), net |
(249,000)
|
(181,000)
|
(249,000)
|
(181,000)
|
| Net Long Position [Member] | Inverse Interest-Only Securities [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
558,942,272
|
698,825,740
|
588,245,608
|
740,844,021
|
| End of Period Notional Amount |
529,056,000
|
659,768,000
|
529,056,000
|
659,768,000
|
| Average Notional Amount |
545,159,264
|
681,215,594
|
559,844,307
|
700,941,167
|
| Net Long Position [Member] | Interest Rate Swap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
23,598,825,000
|
18,252,440,000
|
28,482,125,000
|
20,371,063,000
|
| End of Period Notional Amount |
26,047,264,000
|
14,764,719,000
|
26,047,264,000
|
14,764,719,000
|
| Average Notional Amount |
25,377,155,044
|
17,470,671,934
|
23,272,891,591
|
18,085,751,890
|
| Net Long Position [Member] | Interest Rate Swaption [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
|
2,666,000,000
|
225,000,000
|
| End of Period Notional Amount |
|
1,350,000,000
|
|
1,350,000,000
|
| Average Notional Amount |
|
1,249,340,659
|
|
|
| Net Long Position [Member] | Forward Contracts [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
445,000,000
|
|
|
|
| End of Period Notional Amount |
3,049,000,000
|
|
3,049,000,000
|
|
| Average Notional Amount |
2,341,879,121
|
|
1,563,801,105
|
|
| Net Long Position [Member] | Options Held [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
1,770,000,000
|
0
|
|
| End of Period Notional Amount |
|
1,285,000,000
|
|
1,285,000,000
|
| Average Notional Amount |
203,428,571
|
96,318,681
|
|
|
| Net Long Position [Member] | Total Return Swap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
61,521,204
|
87,268,863
|
63,507,326
|
90,592,667
|
| End of Period Notional Amount |
51,541,000
|
68,629,000
|
51,541,000
|
68,629,000
|
| Average Notional Amount |
59,594,116
|
75,281,980
|
60,863,832
|
81,685,971
|
| Net Short Position [Member] | Interest Rate Swaption [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
6,175,000,000
|
3,880,000,000
|
|
|
| End of Period Notional Amount |
738,000,000
|
|
738,000,000
|
|
| Average Notional Amount |
4,263,868,132
|
|
3,092,049,724
|
98,922,652
|
| Net Short Position [Member] | Forward Contracts [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
993,000,000
|
573,000,000
|
1,489,000,000
|
| End of Period Notional Amount |
|
1,140,000,000
|
|
1,140,000,000
|
| Average Notional Amount |
|
$ 24,728,275
|
|
12,430,939
|
| Net Short Position [Member] | Options Held [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
60,000,000
|
|
|
1,136,000,000
|
| End of Period Notional Amount |
$ 320,000,000
|
|
320,000,000
|
|
| Average Notional Amount |
|
|
$ 327,917,127
|
$ 63,386,740
|