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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