Offsetting of Financial Assets and Liabilities - Derivative Instruments and Short-term Borrowing Arrangements, including those Subject to Master Netting or Similar Arrangements (Details) - USD ($) $ in Thousands		Sep. 30, 2018	Dec. 31, 2017
Derivative instruments:
Derivative Asset, Gross Amount Recognized		$ 91	$ 763
Derivative Asset, Amount Offset		0	0
Derivative Asset, Net Amount		91	763
Derivative Asset, Financial Instruments	[1]	(91)	0
Derivative Asset, Cash Collateral	[2]	0	0
Derivative Asset, Net amount Total		0	763
Derivative instruments:
Derivative Liabilities, Gross Amount Recognized		3,431	4,833
Derivative Liabilities, Amount Offset		0	0
Derivative Liabilities, Net Amount		3,431	4,833
Derivative Liabilities, Financial Instruments	[1]	(91)	0
Derivative Liabilities, Cash Collateral	[2]	(3,340)	(4,833)
Derivative Liabilities, Net amount Total		0	0
Derivative Financial Instruments, Liabilities
Derivative instruments:
Derivative Liabilities, Gross Amount Recognized		4,095,682	3,672,014
Derivative Liabilities, Amount Offset		0	0
Derivative Liabilities, Net Amount		4,095,682	3,672,014
Derivative Liabilities, Financial Instruments	[1]	(4,092,342)	(3,667,181)
Derivative Liabilities, Cash Collateral	[2]	(3,340)	(4,833)
Derivative Liabilities, Net amount Total		0	0
Derivative Financial Instruments, Assets
Derivative instruments:
Derivative Asset, Gross Amount Recognized		91	763
Derivative Asset, Amount Offset		0	0
Derivative Asset, Net Amount		91	763
Derivative Asset, Financial Instruments	[1]	(91)	0
Derivative Asset, Cash Collateral	[2]	0	0
Derivative Asset, Net amount Total		0	763
Repurchase Agreements
Derivative instruments:
Derivative Liabilities, Gross Amount Recognized		4,092,251	3,667,181
Derivative Liabilities, Amount Offset		0	0
Derivative Liabilities, Net Amount		4,092,251	3,667,181
Derivative Liabilities, Financial Instruments	[1]	(4,092,251)	(3,667,181)
Derivative Liabilities, Cash Collateral	[2]	0	0
Derivative Liabilities, Net amount Total		0	0
U.S. Treasury Note Futures
Derivative instruments:
Derivative Liabilities, Gross Amount Recognized			1,341
Derivative Liabilities, Amount Offset			0
Derivative Liabilities, Net Amount			1,341
Derivative Liabilities, Financial Instruments	[1]		0
Derivative Liabilities, Cash Collateral	[2]		(1,341)
Derivative Liabilities, Net amount Total			0
Interest Rate Swap
Derivative instruments:
Derivative Asset, Gross Amount Recognized		91
Derivative Asset, Amount Offset		0
Derivative Asset, Net Amount		91
Derivative Asset, Financial Instruments	[1]	(91)
Derivative Asset, Cash Collateral	[2]	0
Derivative Asset, Net amount Total		0
Derivative instruments:
Derivative Liabilities, Gross Amount Recognized		1,124	3,338
Derivative Liabilities, Amount Offset		0	0
Derivative Liabilities, Net Amount		1,124	3,338
Derivative Liabilities, Financial Instruments	[1]	(91)	0
Derivative Liabilities, Cash Collateral	[2]	(1,033)	(3,338)
Derivative Liabilities, Net amount Total		0	0
10-year U.S. Treasury Note Futures
Derivative instruments:
Derivative Asset, Net Amount		0	0
Derivative instruments:
Derivative Liabilities, Gross Amount Recognized		219
Derivative Liabilities, Amount Offset		0
Derivative Liabilities, Net Amount		219	1,321
Derivative Liabilities, Financial Instruments	[1]	0
Derivative Liabilities, Cash Collateral	[2]	(219)
Derivative Liabilities, Net amount Total		0
TBA Commitments
Derivative instruments:
Derivative Asset, Gross Amount Recognized			763
Derivative Asset, Amount Offset			0
Derivative Asset, Net Amount		0	763
Derivative Asset, Financial Instruments	[1]		0
Derivative Asset, Cash Collateral	[2]		0
Derivative Asset, Net amount Total			763
Derivative instruments:
Derivative Liabilities, Gross Amount Recognized		2,088	154
Derivative Liabilities, Amount Offset		0	0
Derivative Liabilities, Net Amount		2,088	154
Derivative Liabilities, Financial Instruments	[1]	0	0
Derivative Liabilities, Cash Collateral	[2]	(2,088)	(154)
Derivative Liabilities, Net amount Total		$ 0	$ 0

[1] Does not include the fair value amount of financial instrument collateral pledged in respect of repurchase agreements that exceeds the associated liability presented in the consolidated balance sheets.

[2] Does not include the amount of cash collateral pledged in respect of derivative instruments that exceeds the associated derivative liability presented in the consolidated balance sheets.