Derivatives TBA securities (Details) - TBA security - USD ($) $ in Thousands		Sep. 30, 2017	Dec. 31, 2016
Derivative [Line Items]
Derivative, Notional Amount		$ 650,000	$ 0
Not Designated as Hedging Instrument, Trading [Member] | TBA 4 percent coupon [Member]
Derivative [Line Items]
Derivative, Notional Amount	[1]	650,000
Cost Basis,TBA	[2]	683,813
Market value, TBA	[3]	683,680
Net carrying value, TBA	[4]	$ (133)

[1] Notional amount represents the par value (or principal balance) of the underlying Agency MBS.

[2] Cost basis represents the forward price to be paid for the underlying Agency MBS as if settled.

[3] Market value is the current fair value of the TBA contract and represents the estimated fair value of the underlying Agency security as of the end of the period.

[4] Net carrying value represents the difference between the market value and the cost basis of the TBA contract as of the end of the period and is included on the consolidated balance sheets within "derivative assets (liabilities)".