Derivatives TBA securities (Details) - USD ($) $ in Thousands		Sep. 30, 2020	Dec. 31, 2019
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value		$ 4,266	$ 4,290
Long position | Not Designated as Hedging Instrument, Trading | TBA securities
Derivative [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value		3,469	834
Cost Basis,TBA	[1]	(1,160,531)	(441,327)
Market value, TBA	[2]	(1,164,000)	(442,161)
Net carrying value, TBA	[3]	(3,469)	(834)
Short position | Not Designated as Hedging Instrument, Economic Hedge | TBA securities
Derivative [Line Items]
Cost Basis,TBA	[1]	0	(519,143)
Market value, TBA	[2]	0	(520,117)
Net carrying value, TBA	[3]	$ 0	$ 974

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

[2] Implied market value represents the estimated fair value of the underlying Agency MBS 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.