XML 51 R40.htm IDEA: XBRL DOCUMENT v3.19.2
Basis of Presentation and Significant Accounting Policies (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
Dec. 31, 2018
Cash and Cash Equivalents and Restricted Cash [Abstract]          
Restricted cash $ 27,021   $ 27,021   $ 8,185
Variation margin 6,600   6,600   3,200
Realized loss on RMBS, net [Abstract]          
Gain on RMBS 0 $ 104 0 $ 104  
Loss on RMBS 0 (225) 0 (5,106)  
Net realized loss on RMBS 0 (121) 0 (5,002)  
Realized loss on derivatives, net (365) (2,033) (7,841) (2,020)  
Unrealized gain (loss) on derivatives, net (3,819) 6,009 (12,091) 25,635  
Unrealized gain (loss) on investments in MSRs, net (44,042) (365) (71,217) 12,133  
Total (48,226) $ 3,490 (91,149) $ 30,746  
Derivatives [Member]          
Cash and Cash Equivalents and Restricted Cash [Abstract]          
Restricted cash 7,000   7,000   687
Repurchase Agreements [Member]          
Cash and Cash Equivalents and Restricted Cash [Abstract]          
Restricted cash 20,000   20,000   7,500
Receivables and Other Assets [Member] | RMBS [Member]          
Investments in RMBS [Abstract]          
Income receivable $ 6,800   $ 6,800   $ 5,700