Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
|
3 Months Ended |
Mar. 31, 2019 |
Mar. 31, 2018 |
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
$ (36,528,169,000)
|
$ (31,226,878,000)
|
| Additions |
60,537,633,000
|
33,694,880,000
|
| Settlement, Termination, Expiration or Exercise |
(38,288,019,000)
|
(46,492,470,000)
|
| End of Period Notional Amount |
(58,777,783,000)
|
(18,429,288,000)
|
| Average Notional Amount |
(47,549,415,000)
|
(26,619,080,000)
|
| Realized Gain (Loss), net |
(19,717,000)
|
138,847,000
|
| Inverse Interest-Only Securities [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
0
|
0
|
| Settlement, Termination, Expiration or Exercise |
(19,866,000)
|
(29,304,000)
|
| Realized Gain (Loss), net |
0
|
0
|
| Interest Rate Swap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
10,594,633,000
|
17,608,880,000
|
| Settlement, Termination, Expiration or Exercise |
(1,721,961,000)
|
(22,492,180,000)
|
| Realized Gain (Loss), net |
(10,183,000)
|
39,706,000
|
| Interest Rate Cap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
0
|
|
| Settlement, Termination, Expiration or Exercise |
0
|
|
| Realized Gain (Loss), net |
0
|
|
| Interest Rate Swaption [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
5,900,000,000
|
(1,215,000,000)
|
| Settlement, Termination, Expiration or Exercise |
(63,000,000)
|
(7,626,000,000)
|
| Realized Gain (Loss), net |
(24,315,000)
|
52,773,000
|
| TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
42,733,000,000
|
11,231,000,000
|
| Settlement, Termination, Expiration or Exercise |
(39,049,000,000)
|
(10,213,000,000)
|
| Realized Gain (Loss), net |
70,915,000
|
(11,836,000)
|
| Short US Treasuries [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
0
|
|
| Settlement, Termination, Expiration or Exercise |
800,000,000
|
|
| Realized Gain (Loss), net |
(23,172,000)
|
|
| U.S. Treasury Futures [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
1,310,000,000
|
|
| Settlement, Termination, Expiration or Exercise |
0
|
|
| Realized Gain (Loss), net |
0
|
|
| Put and Call Options for TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Additions |
0
|
6,070,000,000
|
| Settlement, Termination, Expiration or Exercise |
1,767,000,000
|
(6,130,000,000)
|
| Realized Gain (Loss), net |
(32,962,000)
|
58,204,000
|
| Markit IOS Total Return Swap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(48,265,000)
|
|
| Additions |
0
|
0
|
| Settlement, Termination, Expiration or Exercise |
(1,192,000)
|
(1,986,000)
|
| End of Period Notional Amount |
(47,073,000)
|
|
| Realized Gain (Loss), net |
0
|
0
|
| Net Long Position [Member] | Inverse Interest-Only Securities [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(476,299,000)
|
(588,246,000)
|
| End of Period Notional Amount |
(456,433,000)
|
(558,942,000)
|
| Average Notional Amount |
(466,911,000)
|
(574,693,000)
|
| Net Long Position [Member] | Interest Rate Swap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(29,523,605,000)
|
(28,482,125,000)
|
| End of Period Notional Amount |
(38,396,277,000)
|
(23,598,825,000)
|
| Average Notional Amount |
(35,057,414,000)
|
(27,751,461,000)
|
| Net Long Position [Member] | Interest Rate Cap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(2,500,000,000)
|
|
| End of Period Notional Amount |
(2,500,000,000)
|
|
| Average Notional Amount |
(2,500,000,000)
|
|
| Net Long Position [Member] | Interest Rate Swaption [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(63,000,000)
|
(2,666,000,000)
|
| End of Period Notional Amount |
(5,900,000,000)
|
|
| Average Notional Amount |
(1,152,511,000)
|
|
| Net Long Position [Member] | TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(6,484,000,000)
|
|
| End of Period Notional Amount |
(10,168,000,000)
|
(445,000,000)
|
| Average Notional Amount |
(8,814,300,000)
|
(777,078,000)
|
| Net Long Position [Member] | U.S. Treasury Futures [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
0
|
|
| End of Period Notional Amount |
(1,310,000,000)
|
|
| Average Notional Amount |
(143,889,000)
|
|
| Net Long Position [Member] | Markit IOS Total Return Swap [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(48,265,000)
|
(63,507,000)
|
| End of Period Notional Amount |
(47,073,000)
|
(61,521,000)
|
| Average Notional Amount |
(47,456,000)
|
(62,148,000)
|
| Net Short Position [Member] | Interest Rate Swaption [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| End of Period Notional Amount |
|
(6,175,000,000)
|
| Average Notional Amount |
|
(1,907,211,000)
|
| Net Short Position [Member] | TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
|
(573,000,000)
|
| Net Short Position [Member] | Short US Treasuries [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(800,000,000)
|
|
| End of Period Notional Amount |
0
|
|
| Average Notional Amount |
(185,327,000)
|
|
| Net Short Position [Member] | Put and Call Options for TBAs [Member] |
|
|
| Derivative, Notional Amount [Roll Forward] |
|
|
| Beginning of Period Notional Amount |
(1,767,000,000)
|
0
|
| End of Period Notional Amount |
0
|
(60,000,000)
|
| Average Notional Amount |
$ (447,739,000)
|
$ (639,089,000)
|