XML 45 R24.htm IDEA: XBRL DOCUMENT v3.20.1
Repurchase Agreements (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability $ 4,408,106 $ 4,752,348
Weighted Average Rate 1.71% 2.01%
Fair Value of Collateral Pledged $ 4,699,822 $ 5,024,625
Payable for unsettled securities 382,371 6,180
Borrowings against securities sold, unsettled 1,442,492  
Agency | Commercial Mortgage Backed Securities    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability $ 1,823,951 $ 1,735,848
Weighted Average Rate 1.66% 1.98%
Fair Value of Collateral Pledged $ 1,987,487 $ 1,901,452
Agency | Residential Mortgage Backed Securities    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability $ 2,180,966 $ 2,594,645
Weighted Average Rate 1.69% 1.96%
Fair Value of Collateral Pledged $ 2,259,403 $ 2,647,638
Agency | Interest-Only-Strip    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability $ 262,759 $ 255,912
Weighted Average Rate 1.84% 2.30%
Fair Value of Collateral Pledged $ 282,150 $ 282,522
Non-Agency | Interest-Only-Strip    
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Assets Sold under Agreements to Repurchase, Repurchase Liability $ 140,430 $ 165,943
Weighted Average Rate 2.30% 2.67%
Fair Value of Collateral Pledged $ 170,782 $ 193,013