XML 48 R26.htm IDEA: XBRL DOCUMENT v3.8.0.1
Repurchase Agreements (Details) - USD ($)
$ in Thousands
Dec. 31, 2017
Dec. 31, 2016
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 2,565,902 $ 2,898,952
Weighted Average Rate 1.67% 1.03%
Fair Value of Collateral Pledged $ 2,765,099 $ 3,149,839
Payable for unsettled securities 156,899 0
Securitization financing bond    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 0 $ 4,803
Weighted Average Rate 0.00% 2.00%
Fair Value of Collateral Pledged $ 0 $ 5,278
RMBS | Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 836,281 $ 1,157,302
Weighted Average Rate 1.47% 0.82%
Fair Value of Collateral Pledged $ 867,120 $ 1,191,147
Payable for unsettled securities 156,899  
Securities, purchases pending settlement [1] 156,551  
RMBS | Non-Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 0 $ 26,149
Weighted Average Rate 0.00% 1.98%
Fair Value of Collateral Pledged $ 0 $ 31,952
CMBS | Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 1,003,146 $ 1,005,726
Weighted Average Rate 1.44% 0.82%
Fair Value of Collateral Pledged $ 1,071,904 $ 1,095,002
CMBS | Non-Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 15,508 $ 66,881
Weighted Average Rate 2.47% 1.63%
Fair Value of Collateral Pledged $ 18,212 $ 77,840
CMBS IO | Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 324,163 $ 346,892
Weighted Average Rate 2.17% 1.57%
Fair Value of Collateral Pledged $ 372,077 $ 407,481
CMBS IO | Non-Agency MBS    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 263,694 $ 291,199
Weighted Average Rate 2.43% 1.67%
Fair Value of Collateral Pledged $ 311,571 $ 341,139
U.S. Treasuries    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 123,110 $ 0
Weighted Average Rate 1.85% 0.00%
Fair Value of Collateral Pledged $ 124,215 $ 0
[1] Includes purchased securities pending settlement.