XML 92 R82.htm IDEA: XBRL DOCUMENT v3.20.2
Repurchase Agreements - Amounts Outstanding and Secured by Assets Pledged as Collateral (Details)
$ in Thousands
Dec. 31, 2019
USD ($)
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Outstanding Repurchase Agreements $ 2,352,102
Fair Value of Collateral Pledged 2,839,379
Amortized Cost of Collateral Pledged 2,643,541
Agency RMBS  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Outstanding Repurchase Agreements 812,742
Fair Value of Collateral Pledged 865,765
Amortized Cost of Collateral Pledged 864,428
Agency RMBS | VIE, Primary Beneficiary | Consolidated SLST  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Fair value amount 26,200
Agency CMBS  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Outstanding Repurchase Agreements 133,184
Fair Value of Collateral Pledged 139,317
Amortized Cost of Collateral Pledged 140,118
Agency CMBS | VIE, Primary Beneficiary | Consolidated K-Series  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Fair value amount 88,400
Non-Agency RMBS  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Outstanding Repurchase Agreements 594,286
Fair Value of Collateral Pledged 797,784
Amortized Cost of Collateral Pledged 785,952
Non-Agency RMBS | VIE, Primary Beneficiary | Consolidated SLST  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Fair value amount 214,800
CMBS  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Outstanding Repurchase Agreements 811,890
Fair Value of Collateral Pledged 1,036,513
Amortized Cost of Collateral Pledged 853,043
CMBS | VIE, Primary Beneficiary | Consolidated K-Series  
Financial Instruments Owned and Pledged as Collateral [Line Items]  
Fair value amount $ 848,200