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Collateral Positions (Details) - USD ($)
Mar. 31, 2018
Dec. 31, 2017
Derivative [Line Items]    
Repurchase agreements collateral pledged $ 15,368,586,000 $ 15,523,415,000
Securities loaned collateral pledged 1,918,895,000 1,927,496,000
Interest rate swaps, futures contracts and currency forward contracts collateral pledged 89,700,000 109,900,000
Total collateral pledged 17,382,908,000 17,561,431,000
Cash 27,553,000 7,327,000
Total collateral held 27,553,000 7,327,000
Agency RMBS pledged related to unsettled sales 189,263,000 0
Cash    
Derivative [Line Items]    
Securities loaned collateral pledged 2,000,000 0
Total collateral pledged 7,775,000 620,000
Interest Rate Swaps, Future Contracts and Currency Forward Contracts    
Derivative [Line Items]    
Interest rate swaps, futures contracts and currency forward contracts collateral pledged 95,427,000 110,520,000
Interest Rate Swaps, Future Contracts and Currency Forward Contracts | Cash    
Derivative [Line Items]    
Interest rate swaps, futures contracts and currency forward contracts collateral pledged 5,775,000 620,000
Agency RMBS    
Derivative [Line Items]    
Repurchase agreements collateral pledged 11,546,380,000 11,788,765,000
Securities loaned collateral pledged 638,181,000 623,181,000
Agency RMBS | Interest Rate Swaps, Future Contracts and Currency Forward Contracts    
Derivative [Line Items]    
Interest rate swaps, futures contracts and currency forward contracts collateral pledged 89,652,000 109,900,000
Agency RMBS | Interest Rate Swaps, Future Contracts and Currency Forward Contracts | Immaterial Error    
Derivative [Line Items]    
Interest rate swaps, futures contracts and currency forward contracts collateral pledged   86,200,000
CMBS    
Derivative [Line Items]    
Repurchase agreements collateral pledged 1,856,165,000 1,737,831,000
Securities loaned collateral pledged 1,278,714,000 1,304,315,000
Non-Agency RMBS    
Derivative [Line Items]    
Repurchase agreements collateral pledged 1,110,185,000 1,143,373,000
GSE CRT    
Derivative [Line Items]    
Repurchase agreements collateral pledged 855,856,000 853,446,000
MBS and GSE CRT Securities    
Derivative [Line Items]    
Total collateral pledged $ 17,375,133,000 $ 17,560,811,000