Annual report pursuant to Section 13 and 15(d)

Schedule of Notional Amounts of Derivative Positions (Details)

v3.8.0.1
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