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Other Assets - Derivative Instruments (Details 2)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2017
USD ($)
derivative
Sep. 30, 2016
USD ($)
derivative
Sep. 30, 2017
USD ($)
derivative
Sep. 30, 2016
USD ($)
derivative
Dec. 31, 2016
USD ($)
Derivative [Line Items]          
Assets pledged $ 8,473,834   $ 8,473,834   $ 10,620,406
Number of terminated derivatives | derivative 0 0 0 0  
Interest expense attributable to Swaps $ 49,275 $ 48,167 $ 148,646 $ 143,487  
AOCI from derivative hedging instruments:          
Balance at beginning of period (35,841) (131,971) (46,721) (69,399)  
Net gain/(loss) on Swaps 5,791 22,769 16,671 (39,803)  
Balance at end of period (30,050) (109,202) (30,050) (109,202)  
Interest Rate Contract          
Derivative [Line Items]          
Assets pledged 29,721   29,721   86,317
Interest Rate Contract | Agency MBS, at fair value          
Derivative [Line Items]          
Assets pledged 23,197   23,197   32,468
Interest Rate Contract | Restricted cash          
Derivative [Line Items]          
Assets pledged 6,524   6,524   53,849
Swaps, at fair value          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 2,550,000   $ 2,550,000   $ 2,900,000
Weighted average fixed-pay rate 2.04%   2.04%   1.87%
Weighted Average Variable Interest Rate 1.24%   1.24%   0.72%
Interest expense attributable to Swaps $ 5,310 $ 10,170 $ 19,606 $ 31,279  
Weighted average Swap rate paid 2.04% 1.82% 1.96% 1.82%  
Weighted average Swap rate received 1.23% 0.49% 1.00% 0.45%  
Swaps, at fair value | Within 30 days          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 0   $ 0   $ 0
Weighted average fixed-pay rate 0.00%   0.00%   0.00%
Weighted Average Variable Interest Rate 0.00%   0.00%   0.00%
Swaps, at fair value | Over 30 days to 3 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 0   $ 0   $ 50,000
Weighted average fixed-pay rate 0.00%   0.00%   0.67%
Weighted Average Variable Interest Rate 0.00%   0.00%   0.64%
Swaps, at fair value | Over 3 months to 6 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 0   $ 0   $ 300,000
Weighted average fixed-pay rate 0.00%   0.00%   0.57%
Weighted Average Variable Interest Rate 0.00%   0.00%   0.66%
Swaps, at fair value | Over 6 months to 12 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 550,000   $ 550,000   $ 0
Weighted average fixed-pay rate 1.49%   1.49%   0.00%
Weighted Average Variable Interest Rate 1.23%   1.23%   0.00%
Swaps, at fair value | Over 12 months to 24 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 200,000   $ 200,000   $ 550,000
Weighted average fixed-pay rate 1.71%   1.71%   1.49%
Weighted Average Variable Interest Rate 1.24%   1.24%   0.71%
Swaps, at fair value | Over 24 months to 36 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 1,500,000   $ 1,500,000   $ 200,000
Weighted average fixed-pay rate 2.22%   2.22%   1.71%
Weighted Average Variable Interest Rate 1.24%   1.24%   0.76%
Swaps, at fair value | Over 36 months to 48 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 200,000   $ 200,000   $ 1,500,000
Weighted average fixed-pay rate 2.20%   2.20%   2.22%
Weighted Average Variable Interest Rate 1.23%   1.23%   0.74%
Swaps, at fair value | Over 48 months to 60 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 0   $ 0   $ 200,000
Weighted average fixed-pay rate 0.00%   0.00%   2.20%
Weighted Average Variable Interest Rate 0.00%   0.00%   0.75%
Swaps, at fair value | Over 60 months to 72 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 100,000   $ 100,000   $ 0
Weighted average fixed-pay rate 2.75%   2.75%   0.00%
Weighted Average Variable Interest Rate 1.24%   1.24%   0.00%
Swaps, at fair value | Over 72 months to 84 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 0   $ 0   $ 100,000
Weighted average fixed-pay rate 0.00%   0.00%   2.75%
Weighted Average Variable Interest Rate 0.00%   0.00%   0.74%
Swaps, at fair value | Over 84 Months          
Derivative [Line Items]          
Number of instruments held | derivative 1   1    
Swaps, at fair value | Hedging          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 2,600,000   $ 2,600,000    
Average maturity term of swaps     30 months    
Swaps, at fair value | Minimum | LIBOR          
Derivative [Line Items]          
Derivative, variable interest rate, term     1 month    
Swaps, at fair value | Maximum | Hedging          
Derivative [Line Items]          
Maximum maturity term of swaps     71 months    
Swaps, at fair value | Maximum | LIBOR          
Derivative [Line Items]          
Derivative, variable interest rate, term     3 months    
New Swaps          
Derivative [Line Items]          
Number of new Swaps | derivative 0   0    
Aggregate notional amount $ 0   $ 0    
Swaps amortized expired          
Derivative [Line Items]          
Aggregate notional amount $ 0   $ 350,000    
Swaps amortized expired | QTD          
Derivative [Line Items]          
Weighted average fixed-pay rate 0.00%   0.00%    
Swaps amortized expired | YTD          
Derivative [Line Items]          
Weighted average fixed-pay rate 0.58%   0.58%