Mortgage-Backed and Credit Risk Transfer Securities - OTTI included in earnings (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2018	Mar. 31, 2017
Schedule of Available-for-sale Securities [Line Items]
Other-than-temporary credit impairment losses	$ 4,359	$ 532
RMBS interest-only securities
Schedule of Available-for-sale Securities [Line Items]
Other-than-temporary credit impairment losses	4,309	291
Non-Agency RMBS
Schedule of Available-for-sale Securities [Line Items]
Other-than-temporary credit impairment losses	$ 50	$ 241