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Derivatives TBA securities (Details) - USD ($) $ in Thousands | Sep. 30, 2020 | Dec. 31, 2019
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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.

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- Definition Represents the forward price to be paid for the underlying security as if settled. + References No definition available. + Details
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Balance Type: | credit
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- Definition Represents the current estimated fair value of the security underlying the forward contract. + References No definition available. + Details
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- Definition Represents the difference between the market value and the cost basis of the TBA contract and is the net amount at which the TBA position is recorded on balance sheet as derivative asset (liability). + References No definition available. + Details
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- Definition Fair value as of the balance sheet date of derivative instrument not designated as hedging instrument and classified as an asset. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (c)(2) -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624163-113959 + Details
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
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