(Details) - USD ($) $ in Thousands		3 Months Ended		9 Months Ended		12 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017	Dec. 31, 2017
Derivative [Line Items]
Derivative assets, fair value		$ 2,612		$ 2,612		$ 2,940
Derivative liabilities, fair value		(2,039)		(2,039)		$ (269)
Gain (loss) on derivative instruments, net		$ 19,499	$ 5,993	$ 78,520	$ (9,634)
Derivative, Average Fixed Interest Rate, Current Effective		1.66%		1.66%		1.36%
Other Footnotes Disclosing Derivative-Related Information, Cross-Reference				Note 1
Forward starting interest rate swap
Derivative [Line Items]
Derivative, Notional Amount		$ (1,525,000)		$ (1,525,000)		$ (2,655,000)
Eurodollar futures
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain			0	1,886	0
Derivative Instruments Not Designated as Hedging Instruments, Loss		(189)
Call option on U.S. Treasury futures [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain		148	0	148	0
Put option on U.S. Treasury future [Member]
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain			0	616	0
Derivative Instruments Not Designated as Hedging Instruments, Loss		(275)
Long [Member] | Interest rate swaps
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain					746
Derivative Instruments Not Designated as Hedging Instruments, Loss		(153)	(99)	(1,658)
Long [Member] | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain			6,703		8,419
Derivative Instruments Not Designated as Hedging Instruments, Loss		(5,204)		(18,256)
Short [Member] | Interest rate swaps
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain		25,172		95,491
Derivative Instruments Not Designated as Hedging Instruments, Loss			(611)		(18,799)
Short [Member] | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Gain		0	$ 0	293	$ 0
Not Designated as Hedging Instrument, Economic Hedge [Member] | Interest rate swaps
Derivative [Line Items]
Derivative assets, fair value		694		694		791
Derivative, Notional Amount	[1]	$ (4,180,000)		$ (4,180,000)		$ (5,675,000)
Derivative, Average Fixed Interest Rate	[2]	2.24%		2.24%		1.71%
Derivative, Average Remaining Maturity				5 years 1 month 6 days		3 years 1 month 6 days
Derivative, Fair Value, Net	[3]	$ 694		$ 694		$ 791
Not Designated as Hedging Instrument, Economic Hedge [Member] | Eurodollar futures
Derivative [Line Items]
Derivative assets, fair value		0		0		666
Derivative, Notional Amount	[4]	0		0		(1,950,000)
Notional Amount of Derivative Instruments Added	[4]			0
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off	[4]			1,950,000
Not Designated as Hedging Instrument, Economic Hedge [Member] | Long [Member] | Interest rate swaps
Derivative [Line Items]
Derivative, Notional Amount		0		0		(100,000)
Notional Amount of Derivative Instruments Added				0
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off				100,000
Not Designated as Hedging Instrument, Economic Hedge [Member] | Short [Member] | Interest rate swaps
Derivative [Line Items]
Derivative, Notional Amount		(4,180,000)		(4,180,000)		(5,775,000)
Notional Amount of Derivative Instruments Added				955,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off				2,550,000
Not Designated as Hedging Instrument, Economic Hedge [Member] | Short [Member] | TBA securities
Derivative [Line Items]
Derivative liabilities, fair value		0		0		(269)
Derivative, Notional Amount	[5]	0		0		(150,000)
Notional Amount of Derivative Instruments Added				0
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off				150,000
Not Designated as Hedging Instrument, Trading | Call option on U.S. Treasury futures [Member]
Derivative [Line Items]
Derivative assets, fair value		328		328		0
Derivative, Notional Amount		(100,000)		(100,000)		0
Notional Amount of Derivative Instruments Added				100,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off				0
Not Designated as Hedging Instrument, Trading | Options on U.S. Treasury futures
Derivative [Line Items]
Derivative assets, fair value		719		719
Not Designated as Hedging Instrument, Trading | Put option on U.S. Treasury future [Member]
Derivative [Line Items]
Derivative assets, fair value						0
Derivative, Notional Amount		(100,000)		(100,000)		0
Notional Amount of Derivative Instruments Added				400,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off				(300,000)
Not Designated as Hedging Instrument, Trading | Long [Member] | TBA securities
Derivative [Line Items]
Derivative assets, fair value		871		871		1,483
Derivative liabilities, fair value		(2,039)		(2,039)		0
Derivative, Notional Amount	[5]	(761,000)		(761,000)		(795,000)
Notional Amount of Derivative Instruments Added				7,857,000
Notional Amount of Derivative Instruments Maturing, Settled, Terminated, or Paired-Off				7,891,000
Maturity in three years or less | Not Designated as Hedging Instrument, Economic Hedge [Member] | Interest rate swaps
Derivative [Line Items]
Derivative, Notional Amount	[1]	$ (1,520,000)		$ (1,520,000)		$ (3,320,000)
Derivative, Average Fixed Interest Rate		2.01%		2.01%		1.35%
Derivative, Average Remaining Maturity				1 year 4 months 24 days		8 months 12 days
Derivative, Fair Value, Net	[3]	$ 694		$ 694		$ 791
Maturity between 3 and 6 years | Not Designated as Hedging Instrument, Economic Hedge [Member] | Interest rate swaps
Derivative [Line Items]
Derivative, Notional Amount	[1]	$ (1,290,000)		$ (1,290,000)		$ (1,210,000)
Derivative, Average Fixed Interest Rate		2.10%		2.10%		2.00%
Derivative, Average Remaining Maturity				4 years 1 month 6 days		4 years 7 months 6 days
Derivative, Fair Value, Net	[3]	$ 0		$ 0		$ 0
Maturity between 6 and 10 years | Not Designated as Hedging Instrument, Economic Hedge [Member] | Interest rate swaps
Derivative [Line Items]
Derivative, Notional Amount	[1]	$ (1,150,000)		$ (1,150,000)		$ (1,025,000)
Derivative, Average Fixed Interest Rate		2.61%		2.61%		2.49%
Derivative, Average Remaining Maturity				7 years 10 months 24 days		8 years
Derivative, Fair Value, Net	[3]	$ 0		$ 0		$ 0
Maturity greater than 10 years [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member] | Interest rate swaps
Derivative [Line Items]
Derivative, Notional Amount	[1]	$ (220,000)		$ (220,000)		$ (120,000)
Derivative, Average Fixed Interest Rate		2.81%		2.81%		2.75%
Derivative, Average Remaining Maturity				22 years 2 months 12 days		17 years 3 months 18 days
Derivative, Fair Value, Net	[3]	$ 0		$ 0		$ 0

[1] The net notional amounts included in the tables above represent pay-fixed interest rate swaps, net of any receive-fixed interest rate swaps, and include $1,525,000 and $2,655,000 of pay-fixed forward starting interest rate swaps as of September 30, 2018 and December 31, 2017, respectively.

[2] Excluding forward starting pay-fixed interest rate swaps, the weighted average pay rate was 1.66% and 1.36% as of September 30, 2018 and December 31, 2017, respectively.

[3] The majority of the Company’s interest rate swap agreements are centrally cleared through the CME. Please refer to Note 1 for information regarding the exchange of variation margin being legally considered as settlement of the derivative as opposed to a pledge of collateral.

[4] 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 during the period indicated.

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