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Agency Securities, Available for Sale - Summary of Weighted Average Lives of Agency Securities (Details) - USD ($)
$ in Thousands
Mar. 31, 2016
Dec. 31, 2015
Fair Value    
Less than one year $ 16 $ 19
Greater than or equal to one year and less than three years 67,434 30,189
Greater than or equal to three years and less than five years 7,452,538 6,037,851
Greater than or equal to five years 2,954,022 6,393,497
Total Agency Securities 10,474,010 12,461,556
Amortized Cost    
Less than one year 16 19
Greater than or equal to one year and less than three years 67,080 30,375
Greater than or equal to three years and less than five years 7,396,947 6,039,218
Greater than or equal to five years 2,887,248 6,459,246
Amortized Cost $ 10,351,291 $ 12,528,858