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Fair Value of Financial Instruments - Schedule of Level 3 Assets (Details) - Credit Risk and Non-Agency Securities - Significant Unobservable Inputs (Level 3) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2017
Sep. 30, 2017
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Balance, beginning of period $ 998,204 $ 1,052,170
Purchases of Credit Risk and Non-Agency Securities, at cost 0 8,224
Principal repayments of Credit Risk and Non-Agency Securities 0 (135,617)
Proceeds from sales of Credit Risk and Non-Agency Securities 0 (8,372)
Gain on Credit Risk and Non-Agency Securities 0 46,924
Accretion of net discount on Credit Risk and Non-Agency Securities 0 3,187
Level 3 transfered to Level 2 (998,204) (966,516)
Balance, end of period 0 0
Gain on Credit Risk and Non-Agency Securities $ 0 $ 46,924