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Other Assets (Derivative Instruments) (Details) - USD ($) $ in Thousands | 3 Months Ended |
--- | --- | ---
Mar. 31, 2020 | Mar. 31, 2019 | Dec. 31, 2019
AOCI from derivative hedging instruments: |  |  |
Balance at beginning of period | $ (22,675) | $ 3,121 |
Net loss on Swaps | (50,127) | (10,445) |
Amortization of de-designated hedging instruments, net | 1,594 | (341) |
Balance at end of period | (71,208) | (7,665) |
Interest Rate Contract |  |  |
Derivative [Line Items] |  |  |
Assets pledged | 0 |  | $ 19,018
Swaps, at fair value |  |  |
Derivative [Line Items] |  |  |
Aggregate notional amount of derivatives | $ 0 |  | $ 3,172,000
Weighted average fixed-pay rate | 0.00% |  | 2.24%
Weighted Average Variable Interest Rate | 0.00% |  | 1.81%
Interest (expense)/income attributable to Swaps | $ (3,359) | $ 1,191 |
Weighted average Swap rate paid | 2.09% | 2.31% |
Weighted average Swap rate received | 1.65% | 2.49% |
Swaps, at fair value | Over 3 months to 6 months |  |  |
Derivative [Line Items] |  |  |
Aggregate notional amount of derivatives | $ 0 |  | $ 200,000
Weighted average fixed-pay rate | 0.00% |  | 2.05%
Weighted Average Variable Interest Rate | 0.00% |  | 1.70%
Swaps, at fair value | Over 6 months to 12 months |  |  |
Derivative [Line Items] |  |  |
Aggregate notional amount of derivatives | $ 0 |  | $ 1,430,000
Weighted average fixed-pay rate | 0.00% |  | 2.30%
Weighted Average Variable Interest Rate | 0.00% |  | 1.77%
Swaps, at fair value | Over 12 months to 24 months |  |  |
Derivative [Line Items] |  |  |
Aggregate notional amount of derivatives | $ 0 |  | $ 1,300,000
Weighted average fixed-pay rate | 0.00% |  | 2.11%
Weighted Average Variable Interest Rate | 0.00% |  | 1.86%
Swaps, at fair value | Over 24 months to 36 months |  |  |
Derivative [Line Items] |  |  |
Aggregate notional amount of derivatives | $ 0 |  | $ 20,000
Weighted average fixed-pay rate | 0.00% |  | 1.38%
Weighted Average Variable Interest Rate | 0.00% |  | 1.90%
Swaps, at fair value | Over 36 months to 48 months |  |  |
Derivative [Line Items] |  |  |
Aggregate notional amount of derivatives | $ 0 |  | $ 222,000
Weighted average fixed-pay rate | 0.00% |  | 2.88%
Weighted Average Variable Interest Rate | 0.00% |  | 1.84%
Swaps, at fair value | Minimum | LIBOR |  |  |
Derivative [Line Items] |  |  |
Derivative, variable interest rate, term | 1 month |  |
Swaps, at fair value | Maximum | LIBOR |  |  |
Derivative [Line Items] |  |  |
Derivative, variable interest rate, term | 3 months |  |
Agency MBS, at fair value | Interest Rate Contract |  |  |
Derivative [Line Items] |  |  |
Assets pledged | $ 0 |  | $ 2,241
Restricted cash | Interest Rate Contract |  |  |
Derivative [Line Items] |  |  |
Assets pledged | 0 |  | $ 16,777
Swap | Hedging |  |  |
Derivative [Line Items] |  |  |
Loss on derivative | 71,200 |  |
Swap | Non-Hedging |  |  |
Derivative [Line Items] |  |  |
Loss on derivative | 4,300 | $ 8,900 |
Realized loss | $ 9,400 | $ 7,800 |

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