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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
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