Derivatives TBA securities (Details) - TBA securities - USD ($) $ in Thousands		Dec. 31, 2017		Dec. 31, 2016
Short [Member] | Not Designated as Hedging Instrument, Economic Hedge [Member]
Derivative [Line Items]
Derivative, Notional Amount		$ 150,000	[1]	$ 0
Cost Basis,TBA	[2]	(153,797)
Market value, TBA	[3]	(154,066)
Net carrying value, TBA	[4]	(269)
Long [Member] | Not Designated as Hedging Instrument, Trading [Member]
Derivative [Line Items]
Derivative, Notional Amount		795,000	[1]	$ 0
Cost Basis,TBA	[2]	(829,425)
Market value, TBA	[3]	(830,908)
Net carrying value, TBA	[4]	$ 1,483

[1] Notional amount represents the par value (or principal balance) of the underlying Agency MBS as if settled as of the end of the period.

[2] Implied cost basis represents the forward price to be paid for the underlying Agency MBS as if settled as of end of the period.

[3] Implied market value represents the estimated fair value of the underlying Agency MBS as if settled as of the end of the period.

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