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Derivative Financial Instruments - Aggregate Fair Value and Notional Amount of Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
Sep. 30, 2017
Dec. 31, 2016
Derivative [Line Items]    
Fair Value $ (53,290) $ (29,734)
Notional Amount 6,244,759 4,980,343
TBAs    
Derivative [Line Items]    
Notional Amount 1,940,000 1,360,000
Futures    
Derivative [Line Items]    
Notional Amount 37,000 88,000
Derivative Liabilities    
Derivative [Line Items]    
Fair Value (65,238) (66,329)
Notional Amount 3,640,709 2,423,362
Derivative Liabilities | Interest rate swaps    
Derivative [Line Items]    
Fair Value (12,901) (12,097)
Notional Amount 1,838,500 1,101,500
Derivative Liabilities | Interest rate swaps | Cash Flow Hedging    
Derivative [Line Items]    
Fair Value (45,093) (44,822)
Notional Amount 139,500 139,500
Derivative Liabilities | TBAs    
Derivative [Line Items]    
Fair Value (3,946) (4,681)
Notional Amount 950,000 510,000
Derivative Liabilities | Futures    
Derivative [Line Items]    
Fair Value (423) (928)
Notional Amount 29,000 87,500
Derivative Liabilities | Loan purchase commitments    
Derivative [Line Items]    
Fair Value (2,875) (3,801)
Notional Amount 683,709 584,862
Derivative Assets    
Derivative [Line Items]    
Fair Value 11,948 36,595
Notional Amount 2,604,050 2,556,981
Derivative Assets | Interest rate swaps    
Derivative [Line Items]    
Fair Value 3,645 19,859
Notional Amount 509,000 1,009,000
Derivative Assets | TBAs    
Derivative [Line Items]    
Fair Value 2,875 8,300
Notional Amount 985,000 850,000
Derivative Assets | Futures    
Derivative [Line Items]    
Fair Value 135 0
Notional Amount 7,500 0
Derivative Assets | Swaptions    
Derivative [Line Items]    
Fair Value 297 5,121
Notional Amount 300,000 345,000
Derivative Assets | Loan purchase commitments    
Derivative [Line Items]    
Fair Value 4,996 3,315
Notional Amount $ 802,550 $ 352,981