XML 38 R22.htm IDEA: XBRL DOCUMENT
v3.10.0.1

Repurchase Agreements (Details) - USD ($) $ in Thousands | Sep. 30, 2018 | Dec. 31, 2017
--- | --- | ---
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Balance | $ 2,690,858 | $ 2,565,902
Weighted Average Rate | 2.36% | 1.67%
Fair Value of Collateral Pledged | $ 2,877,985 | $ 2,765,099
Payable for unsettled securities | 182,922 | 156,899
RMBS | Agency MBS |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Balance | $ 1,362,687 | $ 836,281
Weighted Average Rate | 2.26% | 1.47%
Fair Value of Collateral Pledged | $ 1,423,415 | $ 867,120
CMBS | Agency MBS |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Balance | $ 840,346 | $ 1,003,146
Weighted Average Rate | 2.22% | 1.44%
Fair Value of Collateral Pledged | $ 897,077 | $ 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 | $ 271,305 | $ 324,163
Weighted Average Rate | 2.72% | 2.17%
Fair Value of Collateral Pledged | $ 302,403 | $ 372,077
CMBS IO | Non-Agency MBS |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Balance | $ 216,520 | $ 263,694
Weighted Average Rate | 3.11% | 2.43%
Fair Value of Collateral Pledged | $ 255,090 | $ 311,571
U.S. Treasuries |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Balance | $ 0 | $ 123,110
Weighted Average Rate | 0.00% | 1.85%
Fair Value of Collateral Pledged | $ 0 | $ 124,215

X
- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
Name: | us-gaap_AssetsAndAssociatedLiabilitiesOfTransfersAccountedForAsSecuredBorrowingsLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- 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
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseCarryingAmounts
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- 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
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseInterestRate
Namespace Prefix: | us-gaap_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | instant

X
- 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
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseRepurchaseLiability
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- 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
Name: | us-gaap_PayablesToBrokerDealersAndClearingOrganizations
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Details
Name: | us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_ResidentialMortgageBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralAxis=us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_CommercialMortgageBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralAxis=us-gaap_MortgageBackedSecuritiesIssuedByPrivateEnterprisesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_MajorTypesOfDebtAndEquitySecuritiesAxis=us-gaap_InterestOnlyStripMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_AssetsSoldUnderAgreementsToRepurchaseAxis=us-gaap_USTreasurySecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |