Derivative Instruments and Hedging Activities Schedule of Inverse Interest-Only Securities Reconciliation (Details) - USD ($) |
Mar. 31, 2018 |
Dec. 31, 2017 |
Mar. 31, 2017 |
Dec. 31, 2016 |
---|---|---|---|---|
Derivatives, Fair Value [Line Items] | ||||
Accrued interest receivable | $ 67,370,000 | $ 68,309,000 | ||
Face Value | 18,429,288,000 | 31,226,878,000 | $ 15,935,535,000 | $ 18,802,500,000 |
Derivative Financial Instruments, Assets [Member] | ||||
Derivatives, Fair Value [Line Items] | ||||
Fair Value | 274,048,000 | 309,918,000 | ||
Face Value | 25,956,767,000 | 25,503,371,000 | ||
Inverse Interest-Only Securities [Member] | ||||
Derivatives, Fair Value [Line Items] | ||||
Fair Value | 82,388,000 | 91,827,000 | ||
Accrued interest receivable | 760,000 | 853,000 | ||
Face Value | 558,942,274 | 588,245,610 | ||
Amortized Cost | 82,250,000 | 86,734,000 | ||
Gross unrealized gains | 4,092,000 | 6,843,000 | ||
Gross unrealized losses | (4,714,000) | (2,602,000) | ||
Market Value | 81,628,000 | 90,975,000 | ||
Inverse Interest-Only Securities [Member] | Derivative Financial Instruments, Assets [Member] | ||||
Derivatives, Fair Value [Line Items] | ||||
Face Value | $ 558,942,274 | $ 588,245,610 |
X | ||||||||||
- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. Reference 1: http://www.xbrl.org/2003/role/presentationRef
|
X | ||||||||||
- Definition This item represents the cost of inverse interest-only residential mortgage securities (Agency derivatives), net of adjustments including accretion, amortization, and fair value hedge accounting adjustments, if any. No definition available.
|
X | ||||||||||
- Definition Carrying value (excluding accrued interest receivable) as of the balance sheet date of the assets less the liabilities of a derivative or group of derivatives. No definition available.
|
X | ||||||||||
- Definition This item represents the gross unrealized gains for inverse interest-only residential mortgage securities (Agency derivatives), at a point in time. No definition available.
|
X | ||||||||||
- Definition This item represents the gross unrealized losses for inverse interest-only residential mortgage securities (Agency derivatives), at a point in time. No definition available.
|
X | ||||||||||
- Definition Fair value of the assets less the liabilities of a derivative or group of derivatives. Reference 1: http://www.xbrl.org/2003/role/presentationRef
|
X | ||||||||||
- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
|
X | ||||||||||
- Definition Carrying amount as of the balance sheet date of interest earned but not received. Also called accrued interest or accrued interest receivable. Reference 1: http://www.xbrl.org/2003/role/presentationRef
|
X | ||||||||||
- Details
|
X | ||||||||||
- Details
|