Financial Derivatives (TBAs) (Details) - TBAs $ in Thousands |
Mar. 31, 2019
USD ($)
|
|---|---|
| Notional Amount | |
| Notional Amount | $ 534,037 |
| Cost Basis | |
| Total TBA securities, net | 548,378 |
| Market Value | |
| Total TBA securities, net | 550,922 |
| Net Carrying Value | |
| Total TBA securities, net | (2,544) |
| Long | |
| Notional Amount | |
| Notional amount, assets | 167,641 |
| Notional amount, liabilities | 25,500 |
| Notional Amount | 193,141 |
| Cost Basis | |
| Assets | 173,619 |
| Liabilities | 25,875 |
| Total TBA securities, net | 199,494 |
| Market Value | |
| Assets | 174,064 |
| Liabilities | 25,842 |
| Total TBA securities, net | 199,906 |
| Net Carrying Value | |
| Assets | 445 |
| Liabilities | (33) |
| Total TBA securities, net | 412 |
| Short | |
| Notional Amount | |
| Notional amount, assets | 155,175 |
| Notional amount, liabilities | 572,003 |
| Notional Amount | 727,178 |
| Cost Basis | |
| Assets | 158,767 |
| Liabilities | 589,105 |
| Total TBA securities, net | 747,872 |
| Market Value | |
| Assets | 158,681 |
| Liabilities | 592,147 |
| Total TBA securities, net | 750,828 |
| Net Carrying Value | |
| Assets | 86 |
| Liabilities | (3,042) |
| Total TBA securities, net | $ (2,956) |
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- Definition Derivative Asset (Liability) Fair Value Gross Asset (Liability) No definition available.
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- Definition Derivative, Fair Value [Abstract] No definition available.
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- Definition Derivative Fair Value Of Derivative Asset (Liability) No definition available.
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- Definition Derivative, Gross [Abstract] No definition available.
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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Fair value of liability associated with financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Nominal or face amount used to calculate payments on the derivative asset. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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- Definition Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value, after offset of derivative liability, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value, after offset of derivative asset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be and before offset against a right to receive collateral under a master netting arrangement. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Fair value of the assets less the liabilities of a derivative or group of derivatives. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- References No definition available.
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- Definition Fair value of asset associated with financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Nominal or face amount used to calculate payments on the derivative liability. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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- References No definition available.
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