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Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details)

v3.7.0.1
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2017
Jun. 30, 2016
Jun. 30, 2017
Jun. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives $ (96,250) $ (59,809) $ (114,187) $ (167,880)
Forward Contracts [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (15,321) 1,562 (28,780) 26,891
Options Held [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (7,822) (44,052) (19,062) (45,033)
Interest Rate Swaption [Member] | Gain (Loss) on Interest Rate Swap and Swaption Agreements [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (29,364) 22,252 (49,731) 5,997
Total Return Swap [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (790) (13,267) (687) (34,991)
Credit Default Swap, Selling Protection [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives 0 (27) 0 382
Inverse Interest-Only Securities [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives 4,393 7,733 1,125 20,715
Loan Purchase Commitments [Member] | Gain (Loss) on Residential Mortgage Loans Held-for-Sale [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives 0 950 0 2,348
Short [Member] | Interest Rate Swap [Member] | Gain (Loss) on Interest Rate Swap and Swaption Agreements [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives 25,527 37,172 28,093 149,846
Long [Member] | Interest Rate Swap [Member] | Gain (Loss) on Interest Rate Swap and Swaption Agreements [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives $ (72,873) $ (72,132) $ (45,145) $ (294,035)