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Derivative Instruments (Tables) | 12 Months Ended
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Dec. 31, 2018
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block] | The following tables summarize the gross fair values of individual derivative instruments and the impact of legal rights of offset as reported in the Consolidated Balance Sheets as of December 31, 2018 and 2017.
| Gross Amounts of Recognized Assets / Liabilities |  | Gross Amounts Offset in the Consolidated Balance Sheet |  | Net Amounts of Assets/ Liabilities Presented in the Consolidated Balance Sheet |  | Gross Amount of Collateral Received / Pledged not Offset in the Consolidated Balance Sheet |  | Net Amount
December 31, 2018: |  |  |  |  |  |  |  |  |
Derivative Assets: |  |  |  |  |  |  |  |  |
Interest rate swaps | $ | 59,768 |  |  | $ | 300 |  |  | $ | 59,468 |  |  | $ | — |  |  | $ | 59,468 |
Total non-VIE derivative assets | $ | 59,768 |  |  | $ | 300 |  |  | $ | 59,468 |  |  | $ | — |  |  | $ | 59,468 |
Derivative Liabilities: |  |  |  |  |  |  |  |  |
Credit derivatives | $ | 1,459 |  |  | $ | — |  |  | $ | 1,459 |  |  | $ | — |  |  | $ | 1,459 |
Interest rate swaps | 72,161 |  |  | 300 |  |  | 71,861 |  |  | 67,126 |  |  | 4,735 |
Futures contracts | 3,379 |  |  | — |  |  | 3,379 |  |  | 3,379 |  |  | — |
Total non-VIE derivative liabilities | $ | 76,999 |  |  | $ | 300 |  |  | $ | 76,699 |  |  | $ | 70,505 |  |  | $ | 6,194 |
Variable Interest Entities Derivative Assets: |  |  |  |  |  |  |  |  |
Currency swaps | $ | 66,302 |  |  | $ | — |  |  | $ | 66,302 |  |  | $ | — |  |  | $ | 66,302 |
Total VIE derivative assets | $ | 66,302 |  |  | $ | — |  |  | $ | 66,302 |  |  | $ | — |  |  | $ | 66,302 |
Variable Interest Entities Derivative Liabilities: |  |  |  |  |  |  |  |  |
Interest rate swaps | $ | 1,712,062 |  |  | $ | — |  |  | $ | 1,712,062 |  |  | $ | — |  |  | $ | 1,712,062 |
Total VIE derivative liabilities | $ | 1,712,062 |  |  | $ | — |  |  | $ | 1,712,062 |  |  | $ | — |  |  | $ | 1,712,062 |
Summary of Location and Amount of Gains and Losses of Derivative Contracts |
| Location of Gain (Loss) Recognized in Consolidated Statements of Total Comprehensive Income (Loss) |  | Amount of Gain (Loss) Recognized in Consolidated Statement of Total Comprehensive Income (Loss) – Year Ended December 31,
|  | 2018 |  | 2017 |  | 2016
Non-VIE derivatives: |  |  |  |  |  |  |  |  |
Change in fair value of credit derivatives: |  |  |  |  |  |  |  |  |
Realized gains and other settlements |  |  |  |  | $ | 388 |  |  | $ | 1,589 |  |  | $ | 912 |
Unrealized gains (losses) |  |  |  |  | (893 | ) |  | 14,783 |  |  | 19,194 |
Credit derivatives | Net gains (losses) on derivative contracts |  | (505 | ) |  | 16,372 |  |  | 20,106 |
Interest rate swaps | Net gains (losses) on derivative contracts |  | 600 |  |  | 48,870 |  |  | (50,082 | )
Futures contracts | Net gains (losses) on derivative contracts |  | 6,895 |  |  | 10,695 |  |  | (191 | )
Total non-VIE derivatives |  |  |  |  | 6,990 |  |  | 75,937 |  |  | (30,167 | )
Variable Interest Entities: |  |  |  |  |  |  |  |  |
Currency swaps | Income (loss) on variable interest entities |  | 11,425 |  |  | (25,530 | ) |  | 58,990 |
Interest rate swaps | Income (loss) on variable interest entities |  | 493,203 |  |  | (126,664 | ) |  | (574,554 | )
Total Variable Interest Entities |  |  |  |  | 504,628 |  |  | (152,194 | ) |  | (515,564 | )
Total derivative contracts |  |  |  |  | $ | 511,113 |  |  | $ | (59,885 | ) |  | $ | (525,625 | )
Summary of Gross Principal Notional Outstanding for CDS Contracts | The following summarizes the gross principal notional outstanding for CDS contracts, by Ambac rating as of December 31, 2018 and 2017:
Ambac Rating December 31, |  | 2018 |  | 2017
AAA |  | $ | — |  |  | $ | — |
AA |  | 295,342 |  |  | 175,765 |
A |  | — |  |  | — |
BBB (1) |  | — |  |  | 150,125 |
Below investment grade (2) |  | — |  |  | — |
Total |  | $ | 295,342 |  |  | $ | 325,890 |
(1) | BBB internal ratings reflect bonds which are of medium grade credit quality with adequate capacity to pay interest and repay principal. Certain protective elements and margins may weaken under adverse economic conditions and changing circumstances. These bonds are more likely than higher rated bonds to exhibit unreliable protection levels over all cycles.
(2) | Below investment grade internal ratings reflect bonds which are of speculative grade credit quality with the adequacy of future margin levels for payment of interest and repayment of principal potentially adversely affected by major ongoing uncertainties or exposure to adverse conditions.
Summary of Notional Amounts of AFS's Trading Derivative Products | As of December 31, 2018 and 2017 the notional amounts of its derivatives are as follows:
| Notional - December 31,
Type of Derivative | 2018 |  | 2017
Interest rate swaps—receive-fixed/pay-variable | $ | 493,368 |  |  | $ | 379,497 |
Interest rate swaps—pay-fixed/receive-variable | 1,121,532 |  |  | 1,428,264 |
US Treasury futures contracts—short | 1,760,000 |  |  | 1,655,000 |
Variable Interest Entity, Not Primary Beneficiary, Aggregated Disclosure [Member] |
Summary of Notional Amounts of AFS's Trading Derivative Products | The notional for VIE derivatives outstanding as of December 31, 2018 and 2017 are as follows:
| Notional - December 31,
Type of VIE Derivative | 2018 |  | 2017
Interest rate swaps—receive-fixed/pay-variable | $ | 1,399,532 |  |  | $ | 1,483,491 |
Interest rate swaps—pay-fixed/receive-variable | 1,176,748 |  |  | 2,479,244 |
Currency swaps | 344,992 |  |  | 394,541 |
Credit derivatives | 10,254 |  |  | 12,100 |

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- Definition Tabular disclosure of credit derivatives which includes information by sellers of credit derivatives, about each credit derivative, or each group of similar credit derivatives, including (a) the nature of the credit derivative - its term, how it arose, the events or circumstances that would require the seller to perform under the credit derivative, and the current status of the payment/performance risk of the credit derivative; (b) the maximum potential amount of future payments (undiscounted) the seller could be required to make under the credit derivative; (c) the current fair value of the credit derivative; and (d) the nature of any recourse provisions under the credit derivative, and any assets held either as collateral or by third parties. A credit derivative is a derivative instrument (1) in which one or more of its underlyings are related to the credit risk of a specified entity (or a group of entities) or an index based on the credit risk of a group of entities and (2) that exposes the seller to potential loss from credit-risk-related events specified in the contract. Examples of credit derivatives within the scope of this paragraph include, but are not limited to, credit default swaps, credit spread options, and credit index products; also includes a hybrid instrument that has an embedded credit derivative (for example, but not limited to, a credit-linked note). + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4J -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5708773-113959 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5708775-113959 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4L -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5708777-113959 + Details
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