XML 32 R22.htm IDEA: XBRL DOCUMENT v3.19.3
Repurchase Agreements (Details) - USD ($)
$ in Thousands
Sep. 30, 2019
Dec. 31, 2018
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 4,872,869 $ 3,267,984
Weighted Average Rate 2.32% 2.69%
Fair Value of Collateral Pledged $ 5,144,034 $ 3,511,604
Payable for unsettled securities 10,429 58,915
Agency | Commercial Mortgage Backed Securities    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 1,884,697 $ 919,833
Weighted Average Rate 2.29% 2.51%
Fair Value of Collateral Pledged $ 1,995,605 $ 986,861
Agency | Residential Mortgage Backed Securities    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 2,561,276 $ 1,887,878
Weighted Average Rate 2.26% 2.66%
Fair Value of Collateral Pledged $ 2,662,761 $ 1,998,922
Agency | Interest-Only-Strip    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 249,929 $ 253,258
Weighted Average Rate 2.64% 2.96%
Fair Value of Collateral Pledged $ 278,606 $ 285,247
Non-Agency | Interest-Only-Strip    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Balance $ 176,967 $ 207,015
Weighted Average Rate 2.94% 3.38%
Fair Value of Collateral Pledged $ 207,062 $ 240,574