XML 93 R82.htm IDEA: XBRL DOCUMENT v3.19.2
Financial Derivatives (Schedule of Financial Derivatives) (Details) - USD ($)
$ in Thousands
Jun. 30, 2019
Dec. 31, 2018
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- $ 11,150 $ 20,001
Financial derivatives–liabilities, at fair value- (27,805) $ (20,806)
Total (16,655)  
TBA Securities, Purchase Contracts [Member]    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 121  
TBA Securities, Sale Contracts [Member]    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 19  
Financial derivatives–liabilities, at fair value- (2,443)  
Interest rate swaps | Short    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 31  
Financial derivatives–liabilities, at fair value- (7,658)  
Interest rate swaps | Long    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 1,403  
Credit default swaps on asset-backed securities    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 1,090  
Credit default swaps on asset-backed indices    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 2,164  
Financial derivatives–liabilities, at fair value- (202)  
Credit default swaps on corporate bonds    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 521  
Financial derivatives–liabilities, at fair value- (686)  
Credit default swaps on corporate bond indices    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 5,714  
Financial derivatives–liabilities, at fair value- (14,113)  
Total return swaps    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 87  
Financial derivatives–liabilities, at fair value- (58)  
Futures    
Derivatives, Fair Value [Line Items]    
Financial derivatives–liabilities, at fair value- (2,380)  
Futures | Short    
Derivatives, Fair Value [Line Items]    
Total (2,380)  
Forwards    
Derivatives, Fair Value [Line Items]    
Financial derivatives–liabilities, at fair value- $ (265)