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

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Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($)
$ in Thousands
 3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income on Derivatives $ 158,598 $ (17,937)
Forward Contracts [Member] | Gain (Loss) on Derivative Instruments [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income on Derivatives (22,666) (13,459)
Options Held [Member] | Gain (Loss) on Derivative Instruments [Member]    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income on Derivatives 32,235 (11,240)
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 61,255 (20,367)
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 893 103
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 (2,409) (3,268)
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 (153,815) 2,566
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 $ 243,105 $ 27,728