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Mortgage-Backed Securities and other securities (Details 5)
$ in Thousands
Dec. 31, 2017
USD ($)
item
Dec. 31, 2016
USD ($)
item
Fair Value    
Fair value - Less than 12 months $ 1,419,604 $ 806,717
12 Months or More Fair Value 123,064 288,928
Total Fair Value 1,542,668 1,095,645
Unrealized Losses    
Less than 12 Months Unrealized Losses (13,832) (18,182)
12 Months or More Unrealized Losses (13,563) (30,418)
Total Unrealized Losses $ (27,395) $ (48,600)
Number of Securities    
Less than 12 Months Number of Securities | item 98 135
12 Months or More Number of Securities | item 43 70
Total Number of Securities | item 141 205
20 Year Mortgage    
Fair Value    
Fair value - Less than 12 months $ 3,000 $ 142,749
12 Months or More Fair Value 0 0
Total Fair Value 3,000 142,749
Unrealized Losses    
Less than 12 Months Unrealized Losses (12) (1,935)
12 Months or More Unrealized Losses 0 0
Total Unrealized Losses $ (12) $ (1,935)
Number of Securities    
Less than 12 Months Number of Securities | item 3 47
12 Months or More Number of Securities | item 0 0
Total Number of Securities | item 3 47
30 Year Mortgage    
Fair Value    
Fair value - Less than 12 months $ 44,072 $ 432,949
12 Months or More Fair Value 1,632 22,586
Total Fair Value 45,704 455,535
Unrealized Losses    
Less than 12 Months Unrealized Losses (291) (11,264)
12 Months or More Unrealized Losses (135) (945)
Total Unrealized Losses $ (426) $ (12,209)
Number of Securities    
Less than 12 Months Number of Securities | item 7 54
12 Months or More Number of Securities | item 5 13
Total Number of Securities | item 12 67
40 Years Mortgage    
Fair Value    
Fair value - Less than 12 months $ 283,187  
12 Months or More Fair Value 0  
Total Fair Value 283,187  
Unrealized Losses    
Less than 12 Months Unrealized Losses (1,876)  
12 Months or More Unrealized Losses 0  
Total Unrealized Losses $ (1,876)  
Number of Securities    
Less than 12 Months Number of Securities | item 1  
12 Months or More Number of Securities | item 0  
Total Number of Securities | item 1  
Agency RMBS Interest Only Strips    
Fair Value    
Fair value - Less than 12 months $ 3,095 $ 6,105
12 Months or More Fair Value 1,703 1,630
Total Fair Value 4,798 7,735
Unrealized Losses    
Less than 12 Months Unrealized Losses (142) (227)
12 Months or More Unrealized Losses (49) (94)
Total Unrealized Losses $ (191) $ (321)
Number of Securities    
Less than 12 Months Number of Securities | item 6 6
12 Months or More Number of Securities | item 3 2
Total Number of Securities | item 9 8
Agency CMBS    
Fair Value    
Fair value - Less than 12 months $ 955,559 $ 145,791
Total Fair Value 955,559 145,791
Unrealized Losses    
Less than 12 Months Unrealized Losses (9,394) (260)
Total Unrealized Losses $ (9,394) $ (260)
Number of Securities    
Less than 12 Months Number of Securities | item 57 7
Total Number of Securities | item 57 7
Subtotal Agency MBS    
Fair Value    
Fair value - Less than 12 months $ 1,288,913 $ 727,594
12 Months or More Fair Value 3,335 24,216
Total Fair Value 1,292,248 751,810
Unrealized Losses    
Less than 12 Months Unrealized Losses (11,715) (13,686)
12 Months or More Unrealized Losses (184) (1,039)
Total Unrealized Losses $ (11,899) $ (14,725)
Number of Securities    
Less than 12 Months Number of Securities | item 74 114
12 Months or More Number of Securities | item 8 15
Total Number of Securities | item 82 129
Non-Agency RMBS    
Fair Value    
Fair value - Less than 12 months $ 28,508 $ 11,628
12 Months or More Fair Value 0 33,034
Total Fair Value 28,508 44,662
Unrealized Losses    
Less than 12 Months Unrealized Losses (161) (50)
12 Months or More Unrealized Losses 0 (2,185)
Total Unrealized Losses $ (161) $ (2,235)
Number of Securities    
Less than 12 Months Number of Securities | item 3 3
12 Months or More Number of Securities | item 0 6
Total Number of Securities | item 3 9
Non-Agency RMBS Interest-Only Strips    
Fair Value    
Fair value - Less than 12 months $ 8,722  
12 Months or More Fair Value 0  
Total Fair Value 8,722  
Unrealized Losses    
Less than 12 Months Unrealized Losses (16)  
12 Months or More Unrealized Losses 0  
Total Unrealized Losses $ (16)  
Number of Securities    
Less than 12 Months Number of Securities | item 3  
12 Months or More Number of Securities | item 0  
Total Number of Securities | item 3  
Non-Agency CMBS    
Fair Value    
Fair value - Less than 12 months $ 69,661 $ 59,529
12 Months or More Fair Value 119,729 208,288
Total Fair Value 189,390 267,817
Unrealized Losses    
Less than 12 Months Unrealized Losses (1,753) (4,031)
12 Months or More Unrealized Losses (13,379) (26,015)
Total Unrealized Losses $ (15,132) $ (30,046)
Number of Securities    
Less than 12 Months Number of Securities | item 15 17
12 Months or More Number of Securities | item 35 47
Total Number of Securities | item 50 64
Subtotal Non-Agency MBS    
Fair Value    
Fair value - Less than 12 months $ 106,891 $ 71,157
12 Months or More Fair Value 119,729 241,322
Total Fair Value 226,620 312,479
Unrealized Losses    
Less than 12 Months Unrealized Losses (1,930) (4,081)
12 Months or More Unrealized Losses (13,379) (28,200)
Total Unrealized Losses $ (15,309) $ (32,281)
Number of Securities    
Less than 12 Months Number of Securities | item 21 20
12 Months or More Number of Securities | item 35 53
Total Number of Securities | item 56 73
Other securities    
Fair Value    
Fair value - Less than 12 months $ 23,800 $ 7,966
12 Months or More Fair Value 0 23,390
Total Fair Value 23,800 31,356
Unrealized Losses    
Less than 12 Months Unrealized Losses (187) (415)
12 Months or More Unrealized Losses 0 (1,179)
Total Unrealized Losses $ (187) $ (1,594)
Number of Securities    
Less than 12 Months Number of Securities | item 3 1
12 Months or More Number of Securities | item 0 2
Total Number of Securities | item 3 3