XML 82 R63.htm IDEA: XBRL DOCUMENT v3.2.0.727
Repurchase Agreements (Details 2)
$ in Thousands
Jun. 30, 2015
USD ($)
counterparty
Dec. 31, 2014
USD ($)
counterparty
Information about MBS [Line Items]    
Repurchase agreements $ 9,635,036 $ 8,267,388
Gross amount of recognized liabilities for repurchase agreements 9,635,036 $ 8,267,388
Amounts related to repurchase agreements not included in offsetting disclosure $ 0  
Number of counterparties | counterparty 26 25
Threshold of stockholders' equity at risk with single counterparty to repurchase agreements or linked transactions (greater than) (percent) 5.00%  
Repurchase Agreement Borrowings    
Information about MBS [Line Items]    
Repurchase agreements $ 9,635,036 $ 8,267,388
Weighted Average Interest Rate (as a percent) 1.02% 0.79%
Repurchase Agreement Borrowings | Overnight    
Information about MBS [Line Items]    
Repurchase agreements $ 0  
Weighted Average Interest Rate (as a percent) 0.00%  
Repurchase Agreement Borrowings | Within 30 days    
Information about MBS [Line Items]    
Repurchase agreements $ 7,793,082  
Weighted Average Interest Rate (as a percent) 0.82%  
Repurchase Agreement Borrowings | Over 30 days to 3 months    
Information about MBS [Line Items]    
Repurchase agreements $ 676,787  
Weighted Average Interest Rate (as a percent) 1.70%  
Repurchase Agreement Borrowings | Over 3 months to 12 months    
Information about MBS [Line Items]    
Repurchase agreements $ 1,165,167  
Weighted Average Interest Rate (as a percent) 1.96%  
Repurchase Agreement Borrowings | Agency MBS    
Information about MBS [Line Items]    
Repurchase agreements $ 4,672,707 $ 5,177,835
Repurchase Agreement Borrowings | Agency MBS | Overnight    
Information about MBS [Line Items]    
Repurchase agreements 0  
Repurchase Agreement Borrowings | Agency MBS | Within 30 days    
Information about MBS [Line Items]    
Repurchase agreements 4,648,368  
Repurchase Agreement Borrowings | Agency MBS | Over 30 days to 3 months    
Information about MBS [Line Items]    
Repurchase agreements 24,339  
Repurchase Agreement Borrowings | Agency MBS | Over 3 months to 12 months    
Information about MBS [Line Items]    
Repurchase agreements 0  
Repurchase Agreement Borrowings | Legacy Non-Agency MBS    
Information about MBS [Line Items]    
Repurchase agreements 2,201,596  
Repurchase Agreement Borrowings | Legacy Non-Agency MBS | Overnight    
Information about MBS [Line Items]    
Repurchase agreements 0  
Repurchase Agreement Borrowings | Legacy Non-Agency MBS | Within 30 days    
Information about MBS [Line Items]    
Repurchase agreements 991,051  
Repurchase Agreement Borrowings | Legacy Non-Agency MBS | Over 30 days to 3 months    
Information about MBS [Line Items]    
Repurchase agreements 485,477  
Repurchase Agreement Borrowings | Legacy Non-Agency MBS | Over 3 months to 12 months    
Information about MBS [Line Items]    
Repurchase agreements 725,068  
Repurchase Agreement Borrowings | RPL/NPL MBS    
Information about MBS [Line Items]    
Repurchase agreements 2,044,697 130,919
Repurchase Agreement Borrowings | RPL/NPL MBS | Overnight    
Information about MBS [Line Items]    
Repurchase agreements 0  
Repurchase Agreement Borrowings | RPL/NPL MBS | Within 30 days    
Information about MBS [Line Items]    
Repurchase agreements 1,589,543  
Repurchase Agreement Borrowings | RPL/NPL MBS | Over 30 days to 3 months    
Information about MBS [Line Items]    
Repurchase agreements 146,955  
Repurchase Agreement Borrowings | RPL/NPL MBS | Over 3 months to 12 months    
Information about MBS [Line Items]    
Repurchase agreements 308,199  
Repurchase Agreement Borrowings | U.S. Treasuries    
Information about MBS [Line Items]    
Repurchase agreements 491,215 507,114
Repurchase Agreement Borrowings | U.S. Treasuries | Overnight    
Information about MBS [Line Items]    
Repurchase agreements 0  
Repurchase Agreement Borrowings | U.S. Treasuries | Within 30 days    
Information about MBS [Line Items]    
Repurchase agreements 491,215  
Repurchase Agreement Borrowings | U.S. Treasuries | Over 30 days to 3 months    
Information about MBS [Line Items]    
Repurchase agreements 0  
Repurchase Agreement Borrowings | U.S. Treasuries | Over 3 months to 12 months    
Information about MBS [Line Items]    
Repurchase agreements 0  
Repurchase Agreement Borrowings | CRT securities    
Information about MBS [Line Items]    
Repurchase agreements 92,921 75,960
Repurchase Agreement Borrowings | CRT securities | Overnight    
Information about MBS [Line Items]    
Repurchase agreements 0  
Repurchase Agreement Borrowings | CRT securities | Within 30 days    
Information about MBS [Line Items]    
Repurchase agreements 72,905  
Repurchase Agreement Borrowings | CRT securities | Over 30 days to 3 months    
Information about MBS [Line Items]    
Repurchase agreements 20,016  
Repurchase Agreement Borrowings | CRT securities | Over 3 months to 12 months    
Information about MBS [Line Items]    
Repurchase agreements 0  
Repurchase Agreement Borrowings | Residential whole loans    
Information about MBS [Line Items]    
Repurchase agreements 131,900 142,324
Repurchase Agreement Borrowings | Residential whole loans | Overnight    
Information about MBS [Line Items]    
Repurchase agreements 0  
Repurchase Agreement Borrowings | Residential whole loans | Within 30 days    
Information about MBS [Line Items]    
Repurchase agreements 0  
Repurchase Agreement Borrowings | Residential whole loans | Over 30 days to 3 months    
Information about MBS [Line Items]    
Repurchase agreements 0  
Repurchase Agreement Borrowings | Residential whole loans | Over 3 months to 12 months    
Information about MBS [Line Items]    
Repurchase agreements 131,900  
Repurchase Agreement Borrowings | Within 30 days    
Information about MBS [Line Items]    
Repurchase agreements $ 8,843,258 $ 7,144,737
Weighted Average Interest Rate (as a percent) 0.95% 0.72%
Repurchase Agreement Borrowings | Over 30 days to 3 months    
Information about MBS [Line Items]    
Repurchase agreements $ 536,979 $ 1,000,313
Weighted Average Interest Rate (as a percent) 1.67% 1.12%
Repurchase Agreement Borrowings | Over 3 months to 12 months    
Information about MBS [Line Items]    
Repurchase agreements $ 254,799 $ 122,338
Weighted Average Interest Rate (as a percent) 2.06% 1.98%
Linked Transactions | Legacy Non-Agency MBS    
Information about MBS [Line Items]    
Linked repurchase agreements   $ 1,520,000