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Other Assets (Derivative Instruments) (Details)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2018
USD ($)
derivative
Jun. 30, 2017
USD ($)
Jun. 30, 2018
USD ($)
derivative
Jun. 30, 2017
USD ($)
Dec. 31, 2017
USD ($)
Derivative [Line Items]          
Assets pledged $ 7,237,814   $ 7,237,814   $ 8,145,197
Interest expense attributable to Swaps 51,810 $ 49,022 102,364 $ 99,371  
AOCI from derivative hedging instruments:          
Balance at beginning of period 8,245 (34,824) (11,424) (46,721)  
Net gain/(loss) on Swaps 7,915 (1,017) 27,584 10,880  
Balance at end of period 16,160 (35,841) 16,160 (35,841)  
Interest Rate Contract          
Derivative [Line Items]          
Assets pledged 3,097   3,097   28,161
Interest Rate Contract | Agency MBS, at fair value          
Derivative [Line Items]          
Assets pledged 3,097   3,097   21,756
Interest Rate Contract | Restricted cash          
Derivative [Line Items]          
Assets pledged 0   0   6,405
Swaps, at fair value          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 2,600,000   $ 2,600,000   $ 2,550,000
Weighted average fixed-pay rate 2.07%   2.07%   2.04%
Weighted Average Variable Interest Rate 2.08%   2.08%   1.50%
Interest expense attributable to Swaps $ 808 $ 6,488 $ 3,640 $ 14,297  
Weighted average Swap rate paid 2.05% 1.98% 2.04% 1.93%  
Weighted average Swap rate received 1.92% 1.01% 1.76% 0.90%  
Swaps, at fair value | Within 30 days          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 500,000   $ 500,000   $ 0
Weighted average fixed-pay rate 1.50%   1.50%   0.00%
Weighted Average Variable Interest Rate 2.06%   2.06%   0.00%
Swaps, at fair value | Over 30 days to 3 months          
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 3 months to 6 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 0   $ 0   $ 50,000
Weighted average fixed-pay rate 0.00%   0.00%   1.45%
Weighted Average Variable Interest Rate 0.00%   0.00%   1.56%
Swaps, at fair value | Over 6 months to 12 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 200,000   $ 200,000   $ 500,000
Weighted average fixed-pay rate 1.71%   1.71%   1.50%
Weighted Average Variable Interest Rate 2.09%   2.09%   1.46%
Swaps, at fair value | Over 12 months to 24 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 200,000   $ 200,000   $ 200,000
Weighted average fixed-pay rate 2.05%   2.05%   1.71%
Weighted Average Variable Interest Rate 2.10%   2.10%   1.54%
Swaps, at fair value | Over 24 months to 36 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 1,600,000   $ 1,600,000   $ 1,500,000
Weighted average fixed-pay rate 2.25%   2.25%   2.22%
Weighted Average Variable Interest Rate 2.09%   2.09%   1.51%
Swaps, at fair value | Over 36 months to 48 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%   1.53%
Swaps, at fair value | Over 48 months to 60 months          
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 60 months to 72 months          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 100,000   $ 100,000   $ 100,000
Weighted average fixed-pay rate 2.75%   2.75%   2.75%
Weighted Average Variable Interest Rate 2.09%   2.09%   1.50%
Swaps, at fair value | July 2023, Derivative Maturity          
Derivative [Line Items]          
Number of instruments held | derivative 1   1    
Swaps, at fair value | Designated as Hedging Instrument          
Derivative [Line Items]          
Aggregate notional amount of derivatives $ 2,600,000   $ 2,600,000    
Average maturity term of swaps     22 months    
Swaps, at fair value | Minimum | LIBOR          
Derivative [Line Items]          
Derivative, variable interest rate, term     1 month    
Swaps, at fair value | Maximum | Designated as Hedging Instrument          
Derivative [Line Items]          
Maximum maturity term of swaps     62 months    
Swaps, at fair value | Maximum | LIBOR          
Derivative [Line Items]          
Derivative, variable interest rate, term     3 months