Derivatives Volume of Activity (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2018 USD ($)
Not Designated as Hedging Instrument, Economic Hedge [Member] | TBA securities | Short [Member]
Derivative [Line Items]
Beginning of Period Notional Amount	$ 150,000	[1]
Notional Amount of Derivative Instruments Added	0
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	(150,000)
End of Period Notional Amount	0	[1]
Not Designated as Hedging Instrument, Economic Hedge [Member] | Interest rate swaps
Derivative [Line Items]
Beginning of Period Notional Amount	5,675,000	[2]
End of Period Notional Amount	4,650,000	[2]
Not Designated as Hedging Instrument, Economic Hedge [Member] | Interest rate swaps | Long [Member]
Derivative [Line Items]
Beginning of Period Notional Amount	100,000
Notional Amount of Derivative Instruments Added	0
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	0
End of Period Notional Amount	100,000
Not Designated as Hedging Instrument, Economic Hedge [Member] | Interest rate swaps | Short [Member]
Derivative [Line Items]
Beginning of Period Notional Amount	5,775,000
Notional Amount of Derivative Instruments Added	375,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	(1,400,000)
End of Period Notional Amount	4,750,000
Not Designated as Hedging Instrument, Economic Hedge [Member] | Eurodollar futures
Derivative [Line Items]
Beginning of Period Notional Amount	1,950,000	[3]
Notional Amount of Derivative Instruments Added	0	[3]
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	(650,000)	[3]
End of Period Notional Amount	1,300,000	[3]
Not Designated as Hedging Instrument, Trading [Member] | TBA securities | Long [Member]
Derivative [Line Items]
Beginning of Period Notional Amount	795,000	[1]
Notional Amount of Derivative Instruments Added	2,840,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	(2,810,000)
End of Period Notional Amount	$ 825,000	[1]

[1] Notional amount represents the par value (or principal balance) of the underlying Agency MBS as if settled as of the end of the period.

[2] The net notional amounts included in the tables above represent pay-fixed interest rate swaps, net of receive-fixed interest rate swaps and include $1,575,000 and $2,525,000 of pay-fixed forward starting interest rate swaps as of March 31, 2018 and December 31, 2017, respectively.

[3] The Eurodollar futures notional amounts represent the total notional of the 3-month contracts all of which expire in 2018. The maximum notional outstanding for any future 3-month period did not exceed $650,000 as of March 31, 2018 or December 31, 2017.