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Derivative Instruments and Hedging Activities - Derivative Instruments Not Designated as Hedges (Details) - Not Designated as Hedging Instrument - USD ($) $ in Thousands | 12 Months Ended
--- | ---
Dec. 31, 2017 | Dec. 31, 2016
TBA Securities |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning Balance | $ 149,000 | $ 222,000
Additions | 1,881,000 | 4,070,000
Settlement, Expiration or Exercise | (2,030,000) | (4,143,000)
Ending Balance | 0 | 149,000
U.S. Treasury futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning Balance | 17,100 | 0
Additions | 129,100 | 201,900
Settlement, Expiration or Exercise | (146,200) | (184,800)
Ending Balance | 0 | 17,100
Interest rate swap futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning Balance | (151,700) | (137,200)
Additions | 500,700 | 868,800
Settlement, Expiration or Exercise | (349,000) | (883,300)
Ending Balance | 0 | (151,700)
Eurodollar futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning Balance | (2,575,000) | (2,769,000)
Additions | 7,819,000 | 6,323,000
Settlement, Expiration or Exercise | (5,244,000) | (6,129,000)
Ending Balance | 0 | (2,575,000)
Options on U.S. Treasury futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning Balance | 0 | 28,000
Additions | 5,000 | 111,000
Settlement, Expiration or Exercise | (5,000) | (139,000)
Ending Balance | 0 | 0
Swaptions |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning Balance | 154,000 | 159,000
Additions | 0 | 0
Settlement, Expiration or Exercise | (154,000) | (5,000)
Ending Balance | 0 | 154,000
Interest rate swaps |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning Balance | 15,000 | 10,000
Additions | 345,500 | 5,000
Settlement, Expiration or Exercise | (15,000) | 0
Ending Balance | $ 345,500 | $ 15,000

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