Derivatives TBA securities (Details) - USD ($) $ in Thousands		Dec. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value		$ 4,290	$ 6,563
Long position | Not Designated as Hedging Instrument, Trading | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value			6,239
Cost Basis,TBA	[1]	(441,327)	(882,230)
Market value, TBA	[2]	(442,161)	(888,469)
Net carrying value, TBA	[3]	(834)	(6,239)
Short position | Not Designated as Hedging Instrument, Economic Hedge [Member] | TBA securities
Derivative [Line Items]
Cost Basis,TBA	[1]	(519,143)	0
Market value, TBA	[2]	(520,117)	0
Net carrying value, TBA	[3]	$ (974)	$ 0

[1] Implied cost basis represents the forward price to be paid for the underlying Agency MBS as if settled as of the date indicated.

[2] Implied market value represents the estimated fair value of the underlying Agency MBS as if settled as of the date indicated

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