Derivatives Volume of Activity (Details) $ in Thousands	6 Months Ended
	Jun. 30, 2017 USD ($)
Derivative [Line Items]
Beginning of Period Notional Amount	$ 3,030,000	[1]
End of Period Notional Amount	5,285,000	[1]
TBA security
Derivative [Line Items]
Beginning of Period Notional Amount	0
Notional Amount of Derivative Instruments Added	1,300,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	(900,000)
End of Period Notional Amount	400,000	[2]
Interest Rate Swap | Receive-fixed interest rate swap
Derivative [Line Items]
Beginning of Period Notional Amount	425,000
Notional Amount of Derivative Instruments Added	0
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	(325,000)
End of Period Notional Amount	100,000
Interest Rate Swap | Pay-fixed interest rate swap
Derivative [Line Items]
Beginning of Period Notional Amount	3,455,000
Notional Amount of Derivative Instruments Added	2,750,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	(820,000)
End of Period Notional Amount	$ 5,385,000

[1] The net notional amounts included in the tables above represent pay-fixed interest rate swaps, net of receive-fixed interest rate swaps and include $2,425,000 and $2,725,000 of pay-fixed forward starting interest rate swaps as of June 30, 2017 and December 31, 2016, respectively.

[2] Notional amount represents the par value (or principal balance) of the underlying Agency MBS.