Agency Securities - Summary of Weighted Average Lives of Agency Securities (Details) - USD ($) $ in Thousands	Sep. 30, 2018	Dec. 31, 2017
Fair Value
Less than one year	$ 0	$ 0
Greater than or equal to one year and less than three years	26,142	29,126
Greater than or equal to three years and less than five years	335,544	1,353,036
Greater than or equal to five years	6,599,691	6,096,804
Total Agency Securities	6,961,377	7,478,966
Amortized Cost
Less than one year	0	0
Greater than or equal to one year and less than three years	26,617	29,269
Greater than or equal to three years and less than five years	340,343	1,353,998
Greater than or equal to five years	6,766,650	6,115,810
Amortized Cost	$ 7,133,610	$ 7,499,077