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Repurchase Agreements (Details) - USD ($) $ in Thousands | Jun. 30, 2018 | Dec. 31, 2017
--- | --- | ---
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Balance | $ 2,514,984 | $ 2,565,902
Weighted Average Rate | 2.21% | 1.67%
Fair Value of Collateral Pledged | $ 2,703,216 | $ 2,765,099
Payable for unsettled securities | 529 | 156,899
RMBS | Agency MBS |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Balance | $ 1,076,707 | $ 836,281
Weighted Average Rate | 2.08% | 1.47%
Fair Value of Collateral Pledged | $ 1,133,919 | $ 867,120
CMBS | Agency MBS |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Balance | $ 849,693 | $ 1,003,146
Weighted Average Rate | 2.05% | 1.44%
Fair Value of Collateral Pledged | $ 905,690 | $ 1,071,904
CMBS | Non-Agency MBS |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Balance | $ 0 | $ 15,508
Weighted Average Rate | 0.00% | 2.47%
Fair Value of Collateral Pledged | $ 0 | $ 18,212
CMBS IO | Agency MBS |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Balance | $ 301,559 | $ 324,163
Weighted Average Rate | 2.53% | 2.17%
Fair Value of Collateral Pledged | $ 334,539 | $ 372,077
CMBS IO | Non-Agency MBS |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Balance | $ 229,638 | $ 263,694
Weighted Average Rate | 2.99% | 2.43%
Fair Value of Collateral Pledged | $ 271,145 | $ 311,571
U.S. Treasuries |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Balance | $ 57,387 | $ 123,110
Weighted Average Rate | 2.25% | 1.85%
Fair Value of Collateral Pledged | $ 57,923 | $ 124,215

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- Definition Carrying amount of assets sold under agreements to repurchase when the carrying amount (or market value, if higher than the carrying amount) of securities or other assets sold under repurchase agreements exceeds 10 percent of total assets. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(m)(1)(i)(A)(i)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 + Details
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- Definition Interest rate on the amount to be repaid to the counterparty to the repurchase agreement when the carrying amount (or market value, if higher than the carrying amount) of securities or other assets sold under the repurchase agreement exceeds 10 percent of total assets. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(m)(1)(i)(A)(ii)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 + Details
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- Definition Amount to be repaid to the counterparty to the repurchase agreement when the carrying amount (or market value, if higher than the carrying amount) of securities or other assets sold under the repurchase agreement exceeds 10 percent of total assets. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(m)(1)(i)(A)(ii)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 + Details
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- Definition Amount payable to broker-dealers and clearing organizations, including, but not limited to, securities failed-to-receive, certain deposits received for securities loaned, open transactions, and floor-brokerage payables. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 940 -SubTopic 20 -Section 45 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=35710130&loc=d3e41645-110958 + Details
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