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Derivatives TBA securities (Details) - Long [Member] - Not Designated as Hedging Instrument, Trading - TBA securities - USD ($)
$ in Thousands
Mar. 31, 2019
Dec. 31, 2018
Derivative [Line Items]    
Derivative, Notional Amount $ 715,000 $ 860,000
Cost Basis,TBA 727,212 882,230
Market value, TBA [1] 733,130 888,469
Net carrying value, TBA [2] $ 5,918 $ 6,239
[1] (1)Implied market value represents the estimated fair value of the underlying Agency MBS as if settled as of the date indicated.
[2] Net carrying value is the amount included on the consolidated balance sheets within “derivative assets (liabilities)” and represents the difference between the implied market value and the implied cost basis of the TBA security as of the date indicated.