v3.19.1
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)