v3.19.1
(Schedule of Reverse Repurchase Agreements by Maturity) (Details)
$ in Thousands
 3 Months Ended 12 Months Ended
Mar. 31, 2019
USD ($)
counterparty
Dec. 31, 2018
USD ($)
counterparty
Borrowings [Line Items]    
Number of Counterparties with Outstanding Reverse Repurchase Agreements | counterparty 24 23
Total secured borrowings $ 1,949,000 $ 1,911,000
Reverse repurchase agreements [1] $ 1,550,016 $ 1,498,849
Debt, Weighted Average Interest Rate 3.30% 3.13%
Remaining Days to Maturity, Reverse Repurchase Agreements 121 days 122 days
Agency RMBS    
Borrowings [Line Items]    
Reverse repurchase agreements $ 941,266 $ 917,262
Debt, Weighted Average Interest Rate 2.71% 2.59%
Remaining Days to Maturity, Reverse Repurchase Agreements 53 days 47 days
Agency RMBS | 30 Days or Less    
Borrowings [Line Items]    
Reverse repurchase agreements $ 180,657 $ 245,956
Debt, Weighted Average Interest Rate 2.73% 2.46%
Remaining Days to Maturity, Reverse Repurchase Agreements 14 days 17 days
Agency RMBS | 31-60 Days    
Borrowings [Line Items]    
Reverse repurchase agreements $ 358,677 $ 415,379
Debt, Weighted Average Interest Rate 2.71% 2.58%
Remaining Days to Maturity, Reverse Repurchase Agreements 45 days 46 days
Agency RMBS | 61-90 Days    
Borrowings [Line Items]    
Reverse repurchase agreements $ 393,529 $ 255,421
Debt, Weighted Average Interest Rate 2.69% 2.74%
Remaining Days to Maturity, Reverse Repurchase Agreements 76 days 76 days
Agency RMBS | 91-120 Days    
Borrowings [Line Items]    
Reverse repurchase agreements $ 5,690 $ 506
Debt, Weighted Average Interest Rate 2.73% 3.31%
Remaining Days to Maturity, Reverse Repurchase Agreements 148 days 91 days
Agency RMBS | 151-180 Days    
Borrowings [Line Items]    
Reverse repurchase agreements $ 2,713  
Debt, Weighted Average Interest Rate 2.64%  
Remaining Days to Maturity, Reverse Repurchase Agreements 180 days  
U.S. Treasury securities    
Borrowings [Line Items]    
Reverse repurchase agreements $ 29,507 $ 273
Debt, Weighted Average Interest Rate 2.54% 3.10%
Remaining Days to Maturity, Reverse Repurchase Agreements 1 day 2 days
U.S. Treasury securities | 30 Days or Less    
Borrowings [Line Items]    
Reverse repurchase agreements $ 29,507 $ 273
Debt, Weighted Average Interest Rate 2.54% 3.10%
Remaining Days to Maturity, Reverse Repurchase Agreements 1 day 2 days
Credit | 30 Days or Less    
Borrowings [Line Items]    
Reverse repurchase agreements $ 9,330 $ 30,426
Debt, Weighted Average Interest Rate 4.13% 2.55%
Remaining Days to Maturity, Reverse Repurchase Agreements 20 days 22 days
Credit | 31-60 Days    
Borrowings [Line Items]    
Reverse repurchase agreements $ 70,732 $ 189,937
Debt, Weighted Average Interest Rate 3.77% 3.32%
Remaining Days to Maturity, Reverse Repurchase Agreements 41 days 48 days
Credit | 61-90 Days    
Borrowings [Line Items]    
Reverse repurchase agreements $ 156,414 $ 93,202
Debt, Weighted Average Interest Rate 3.58% 3.21%
Remaining Days to Maturity, Reverse Repurchase Agreements 79 days 74 days
Credit | 91-120 Days    
Borrowings [Line Items]    
Reverse repurchase agreements $ 683 $ 26,222
Debt, Weighted Average Interest Rate 5.00% 4.60%
Remaining Days to Maturity, Reverse Repurchase Agreements 101 days 123 days
Credit | 151-180 Days    
Borrowings [Line Items]    
Reverse repurchase agreements $ 9,487 $ 9,491
Debt, Weighted Average Interest Rate 4.50% 4.64%
Remaining Days to Maturity, Reverse Repurchase Agreements 168 days 166 days
Credit | 181-360 Days    
Borrowings [Line Items]    
Reverse repurchase agreements $ 264,458 $ 91,730
Debt, Weighted Average Interest Rate 4.55% 4.54%
Remaining Days to Maturity, Reverse Repurchase Agreements 254 days 316 days
Credit | More Than 360 Days    
Borrowings [Line Items]    
Reverse repurchase agreements $ 68,139 $ 140,306
Debt, Weighted Average Interest Rate 5.46% 5.15%
Remaining Days to Maturity, Reverse Repurchase Agreements 774 days 636 days
Credit | Total Credit Assets    
Borrowings [Line Items]    
Reverse repurchase agreements $ 579,243 $ 581,314
Debt, Weighted Average Interest Rate 4.29% 3.98%
Remaining Days to Maturity, Reverse Repurchase Agreements 236 days 240 days
Minimum    
Borrowings [Line Items]    
Reverse Repurchase Agreements Remaining Terms 1 day 2 days
Reverse Repurchase Agreements Interest Rate 0.24% 0.23%
Maximum    
Borrowings [Line Items]    
Reverse Repurchase Agreements Remaining Terms 781 days 871 days
Reverse Repurchase Agreements Interest Rate 5.85% 6.07%
[1] In the Company's Consolidated Statement of Assets, Liabilities, and Equity, all balances associated with repurchase agreements, reverse repurchase agreements, and financial derivatives are presented on a gross basis.