Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
|
3 Months Ended |
9 Months Ended |
Sep. 30, 2018 |
Sep. 30, 2017 |
Sep. 30, 2018 |
Sep. 30, 2017 |
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
$ 28,618,861,000
|
$ 16,988,116,000
|
$ 31,226,878,000
|
$ 18,802,500,000
|
| Additions |
34,758,820,000
|
15,562,549,000
|
81,185,452,000
|
23,266,958,000
|
| Settlement, Termination, Expiration or Exercise |
(22,047,398,000)
|
(8,437,344,000)
|
(71,082,047,000)
|
(17,956,137,000)
|
| End of Period Notional Amount |
41,330,283,000
|
24,113,321,000
|
41,330,283,000
|
24,113,321,000
|
| Average Notional Amount |
37,022,610,000
|
18,317,731,000
|
27,181,648,000
|
17,799,927,000
|
| Realized Gain (Loss), net |
(62,539,000)
|
13,890,000
|
42,171,000
|
31,376,000
|
| Inverse Interest-Only Securities [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
|
588,246,000
|
|
| Additions |
0
|
0
|
0
|
0
|
| Settlement, Termination, Expiration or Exercise |
(30,230,000)
|
(38,219,000)
|
(89,420,000)
|
(119,295,000)
|
| End of Period Notional Amount |
498,826,000
|
|
498,826,000
|
|
| Realized Gain (Loss), net |
0
|
(40,000)
|
0
|
(40,000)
|
| Interest Rate Swap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
12,544,820,000
|
9,878,549,000
|
37,894,452,000
|
23,408,358,000
|
| Settlement, Termination, Expiration or Exercise |
(8,088,318,000)
|
(4,626,391,000)
|
(35,872,811,000)
|
(23,762,544,000)
|
| Realized Gain (Loss), net |
(50,240,000)
|
36,171,000
|
(46,101,000)
|
47,691,000
|
| Interest Rate Cap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
2,500,000,000
|
|
2,500,000,000
|
|
| Settlement, Termination, Expiration or Exercise |
0
|
|
0
|
|
| Realized Gain (Loss), net |
0
|
|
0
|
|
| Interest Rate Swaption [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
1,164,000,000
|
5,364,000,000
|
(74,000,000)
|
1,109,000,000
|
| Settlement, Termination, Expiration or Exercise |
(262,000,000)
|
(3,900,000,000)
|
(2,428,000,000)
|
1,480,000,000
|
| Realized Gain (Loss), net |
10,374,000
|
(3,264,000)
|
78,266,000
|
21,164,000
|
| Forward Contracts [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
21,060,000,000
|
(1,585,000,000)
|
38,773,000,000
|
(5,710,400,000)
|
| Settlement, Termination, Expiration or Exercise |
(14,785,000,000)
|
1,320,000,000
|
(28,876,000,000)
|
5,794,400,000
|
| Realized Gain (Loss), net |
(23,067,000)
|
(14,997,000)
|
(28,681,000)
|
(57,424,000)
|
| Short US Treasury Securities [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
(800,000,000)
|
|
(800,000,000)
|
|
| Settlement, Termination, Expiration or Exercise |
0
|
|
0
|
|
| Realized Gain (Loss), net |
0
|
|
0
|
|
| Options Held [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Additions |
(1,710,000,000)
|
1,905,000,000
|
2,892,000,000
|
4,460,000,000
|
| Settlement, Termination, Expiration or Exercise |
1,120,000,000
|
(1,190,000,000)
|
(3,802,000,000)
|
(1,324,000,000)
|
| Realized Gain (Loss), net |
910,000
|
(3,980,000)
|
39,452,000
|
20,166,000
|
| 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 |
(1,850,000)
|
(2,734,000)
|
(13,816,000)
|
(24,698,000)
|
| End of Period Notional Amount |
49,691,000
|
|
49,691,000
|
|
| Realized Gain (Loss), net |
(516,000)
|
0
|
(765,000)
|
(181,000)
|
| Net Long Position [Member] | Inverse Interest-Only Securities [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
529,056,000
|
659,768,000
|
588,246,000
|
740,844,000
|
| End of Period Notional Amount |
498,826,000
|
621,549,000
|
498,826,000
|
621,549,000
|
| Average Notional Amount |
514,879,000
|
642,143,000
|
544,691,000
|
681,126,000
|
| Net Long Position [Member] | Interest Rate Swap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
26,047,264,000
|
14,764,719,000
|
28,482,125,000
|
20,371,063,000
|
| End of Period Notional Amount |
30,503,766,000
|
20,016,877,000
|
30,503,766,000
|
20,016,877,000
|
| Average Notional Amount |
30,144,641,000
|
16,710,894,000
|
25,588,646,000
|
17,617,836,000
|
| Net Long Position [Member] | Interest Rate Cap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
0
|
|
0
|
|
| End of Period Notional Amount |
2,500,000,000
|
|
2,500,000,000
|
|
| Average Notional Amount |
1,684,783,000
|
|
567,766,000
|
|
| Net Long Position [Member] | Interest Rate Swaption [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
1,350,000,000
|
2,666,000,000
|
225,000,000
|
| End of Period Notional Amount |
164,000,000
|
2,814,000,000
|
164,000,000
|
2,814,000,000
|
| Average Notional Amount |
|
2,213,533,000
|
|
669,377,000
|
| Net Long Position [Member] | Forward Contracts [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
3,049,000,000
|
|
|
|
| End of Period Notional Amount |
9,324,000,000
|
|
9,324,000,000
|
|
| Average Notional Amount |
6,430,924,000
|
|
3,210,355,000
|
|
| Net Long Position [Member] | Short US Treasury Securities [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
0
|
|
0
|
|
| Net Long Position [Member] | Options Held [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
1,285,000,000
|
|
|
| End of Period Notional Amount |
|
2,000,000,000
|
|
2,000,000,000
|
| Average Notional Amount |
|
54,402,000
|
|
|
| Net Long Position [Member] | Total Return Swap [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
51,541,000
|
68,629,000
|
63,507,000
|
90,593,000
|
| End of Period Notional Amount |
49,691,000
|
65,895,000
|
49,691,000
|
65,895,000
|
| Average Notional Amount |
50,296,000
|
66,802,000
|
57,303,000
|
76,670,000
|
| Net Short Position [Member] | Interest Rate Swaption [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
738,000,000
|
|
|
|
| Average Notional Amount |
157,663,000
|
|
2,015,260,000
|
|
| Net Short Position [Member] | Forward Contracts [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
|
1,140,000,000
|
573,000,000
|
1,489,000,000
|
| End of Period Notional Amount |
|
1,405,000,000
|
|
1,405,000,000
|
| Average Notional Amount |
|
$ 1,370,043,000
|
|
1,231,793,000
|
| Net Short Position [Member] | Short US Treasury Securities [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| End of Period Notional Amount |
800,000,000
|
|
800,000,000
|
|
| Average Notional Amount |
539,130,000
|
|
181,685,000
|
|
| Net Short Position [Member] | Options Held [Member] |
|
|
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
|
|
| Beginning of Period Notional Amount |
320,000,000
|
|
0
|
1,136,000,000
|
| End of Period Notional Amount |
910,000,000
|
|
910,000,000
|
|
| Average Notional Amount |
$ 1,106,120,000
|
|
$ 590,168,000
|
$ 13,289,000
|