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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 6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
Jun. 30, 2018
Jun. 30, 2017
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives $ 36,808 $ (96,250) $ 195,406 $ (114,187)
Forward Contracts [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives 12,131 (15,321) (10,535) (28,780)
Options Held [Member] | Gain (Loss) on Derivative Instruments [Member]        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income on Derivatives (2,396) (7,822) 29,839 (19,062)
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 9,049 (29,364) 70,304 (49,731)
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 (220) (790) 673 (687)
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 (1,840) 4,393 (4,249) 1,125
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 (43,907) 25,527 (197,722) 28,093
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 $ 63,991 $ (72,873) $ 307,096 $ (45,145)