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Borrowings (Tables)
12 Months Ended
Dec. 31, 2020
Debt Disclosure [Abstract]  
Schedule of Borrowings The following tables summarize certain characteristics of our borrowings at December 31, 2020 and 2019. Refer to Note 7 - “Collateral Positions” for collateral pledged and held under our repurchase agreements and secured loans.
December 31, 2020
$ in thousandsAmount
Outstanding
Weighted
Average
Interest
Rate
Weighted
Average
Remaining
Maturity
(days)
Repurchase Agreements - Agency RMBS7,228,699 0.21 %14
Total Borrowings7,228,699 0.21 %14
December 31, 2019
$ in thousandsAmount
Outstanding
Weighted
Average
Interest
Rate
Weighted
Average
Remaining
Maturity
(days)
Repurchase Agreements:
Agency RMBS9,666,964 1.95 %46
Agency CMBS4,246,359 1.95 %43
Non-Agency CMBS2,041,968 2.71 %14
Non-Agency RMBS790,412 2.65 %16
GSE CRT753,110 2.70 %13
Loan Participation Interest33,490 3.22 %240
Total Repurchase Agreements17,532,303 2.11 %39
Secured Loans1,650,000 1.93 %1587
Total Borrowings19,182,303 2.09 %172