XML 45 R30.htm IDEA: XBRL DOCUMENT v3.19.2
Derivatives Offsetting Liabilities (Details) - USD ($)
$ in Thousands
Jun. 30, 2019
Dec. 31, 2018
Offsetting Liabilities [Line Items]    
Derivative Liability, Fair Value, Gross Liability $ 207 $ 1,218
Derivative Liability, Fair Value, Amount Not Offset Against Collateral 207 1,218
Derivative, Collateral, Right to Reclaim Securities [1] 0 0
Derivative, Collateral, Right to Reclaim Cash (47) (1,218)
Derivative Liability, Fair Value, Amount Offset Against Collateral 160 0
TBA securities    
Offsetting Liabilities [Line Items]    
Derivative Liability, Fair Value, Gross Liability 105 1,218
Derivative Liability, Fair Value, Amount Not Offset Against Collateral 105 1,218
Derivative, Collateral, Right to Reclaim Securities 0 0 [1]
Derivative, Collateral, Right to Reclaim Cash (47) (1,218)
Derivative Liability, Fair Value, Amount Offset Against Collateral 58 $ 0
Eurodollar futures    
Offsetting Liabilities [Line Items]    
Derivative Liability, Fair Value, Gross Liability 102  
Derivative Liability, Fair Value, Amount Not Offset Against Collateral 102  
Derivative, Collateral, Right to Reclaim Securities 0  
Derivative, Collateral, Right to Reclaim Cash 0  
Derivative Liability, Fair Value, Amount Offset Against Collateral $ 102  
[1]
Amounts disclosed for collateral received by or posted to the same counterparty include cash and the fair value of MBS up to and not exceeding the net amount of the derivative asset or liability presented in the balance sheet. The fair value of the total collateral received by or posted to the same counterparty may exceed the amounts presented. Please refer to the consolidated balance sheets for the total cash posted as collateral, which is recorded as "restricted cash", and the total fair value of financial instruments pledged as collateral for derivatives and repurchase agreements, which is shown parenthetically.