Collateral Positions (Details) - USD ($)	Sep. 30, 2017	Dec. 31, 2016
Derivative
Repurchase agreements collateral pledged	$ 15,442,935,000	$ 12,444,304,000
Securities loaned collateral pledged	1,908,440,000	1,931,582,000
Interest rate swaps collateral pledged	48,547,000	132,762,000
Total collateral pledged	17,399,922,000	14,508,648,000
Cash	2,955,000	1,700,000
Non-cash collateral	0	536,000
Total collateral held	2,955,000	2,236,000
Cash
Derivative
Total collateral pledged	1,550,000	86,450,000
Interest Rate Swaps and Currency Forward Contracts | Cash
Derivative
Interest rate swaps collateral pledged	1,550,000	86,450,000
Currency Forward Contracts | Cash
Derivative
Interest rate swaps collateral pledged	1,300,000	0
Agency RMBS
Derivative
Repurchase agreements collateral pledged	11,705,391,000	8,654,233,000
Securities loaned collateral pledged	598,870,000	585,504,000
Agency RMBS | Interest Rate Swaps and Currency Forward Contracts
Derivative
Interest rate swaps collateral pledged	46,997,000	46,312,000
Non-Agency RMBS
Derivative
Repurchase agreements collateral pledged	1,300,164,000	1,887,550,000
GSE CRT
Derivative
Repurchase agreements collateral pledged	847,249,000	734,212,000
CMBS
Derivative
Repurchase agreements collateral pledged	1,590,131,000	1,168,309,000
Securities loaned collateral pledged	1,309,570,000	1,346,078,000
Mortgage-backed and GSE CRT securities
Derivative
Total collateral pledged	$ 17,398,372,000	$ 14,422,198,000