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Derivative Instruments and Hedging Activities - Activity of Derivative Instruments Not Designated as Hedges (Details) - Not Designated as Hedging Instrument - USD ($) $ in Thousands | 3 Months Ended
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Mar. 31, 2018 | Mar. 31, 2017
TBA securities |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance |  | $ 149,000
Additions |  | 548,000
Settlement, Expiration or Exercise |  | (588,000)
Ending balance |  | 109,000
U.S. Treasury futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance |  | 17,100
Additions |  | 70,300
Settlement, Expiration or Exercise |  | (58,700)
Ending balance |  | 28,700
Interest rate swap futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance |  | (151,700)
Additions |  | 182,200
Settlement, Expiration or Exercise |  | (146,000)
Ending balance |  | (115,500)
Eurodollar futures |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance |  | (2,575,000)
Additions |  | 2,627,000
Settlement, Expiration or Exercise |  | (1,890,000)
Ending balance |  | (1,838,000)
Swaptions |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance |  | 154,000
Additions |  | 0
Settlement, Expiration or Exercise |  | 0
Ending balance |  | 154,000
Interest rate swaps |  |
Derivative Instruments and Hedging Activities Disclosures [Roll Forward] |  |
Beginning balance | $ 345,500 | 15,000
Additions | 0 | 0
Settlement, Expiration or Exercise | 0 | 0
Ending balance | $ 345,500 | $ 15,000

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- Details
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