v3.20.1
Financial Derivatives (TBAs) (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 31,752 $ 16,788
Derivative Liability 47,772 27,621
Derivative Assets (Liabilities), at Fair Value, Net (16,020) (10,833)
TBA securities    
Derivative [Line Items]    
Notional Amount (429,472) (1,053,630)
Derivative, Cost Basis (450,886) (1,098,063)
Market Value Underlying (456,726) (1,098,479)
Derivative Assets (Liabilities), at Fair Value, Net (5,840) (416)
TBA securities | Long    
Derivative [Line Items]    
Notional Amount (28,400) (40,100)
Derivative, Cost Basis 29,235 40,585
Market Value Underlying 29,537 40,675
Derivative Assets (Liabilities), at Fair Value, Net 302 90
TBA securities | Short    
Derivative [Line Items]    
Notional Amount (457,872) (1,093,730)
Derivative, Cost Basis (480,121) (1,138,648)
Market Value Underlying (486,263) (1,139,154)
Derivative Assets (Liabilities), at Fair Value, Net (6,142) (506)
Financial Derivatives - Assets | TBA securities | Long    
Derivative [Line Items]    
Notional Amount (28,400) (40,100)
Derivative, Cost Basis 29,235 40,585
Market Value Underlying 29,537 40,675
Financial derivatives–assets, at fair value- 302 90
Financial Derivatives - Assets | TBA securities | Short    
Derivative [Line Items]    
Notional Amount (44,697) (319,981)
Derivative, Cost Basis (48,301) (332,080)
Market Value Underlying (48,052) (331,574)
Financial derivatives–assets, at fair value- 249 506
Financial Derivatives - Liabilities | TBA securities | Short    
Derivative [Line Items]    
Notional Amount (413,175) (773,749)
Derivative, Cost Basis (431,820) (806,568)
Market Value Underlying (438,211) (807,580)
Derivative Liability $ (6,391) $ (1,012)