Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Put and Call Options for TBAs (Details)

v3.8.0.1
Derivative Instruments and Hedging Activities Put and Call Options for TBAs (Details) - USD ($)
Dec. 31, 2017
Dec. 31, 2016
Dec. 31, 2015
Derivative [Line Items]      
Notional $ 31,226,878,000 $ 18,802,500,000 $ 21,998,381,000
Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Notional 25,503,371,000 21,708,907,000  
Fair Value 309,918,000 324,182,000  
Options Held [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Notional   1,136,000,000  
Fair Value 0 42,633,000  
Options Held [Member] | Long [Member]      
Derivative [Line Items]      
Notional $ 0 2,500,000,000  
Options Held [Member] | Short [Member]      
Derivative [Line Items]      
Notional   $ 3,636,000,000