XML 58 R65.htm IDEA: XBRL DOCUMENT v3.2.0.727
Collateral Positions (Details) - USD ($)
$ in Thousands
Jun. 30, 2015
Dec. 31, 2014
Collateral Positions    
Assets Pledged $ 11,583,809 $ 10,058,769
Collateral Held 498,336 512,105
Derivative Hedging Instruments    
Collateral Positions    
Assets Pledged 111,954 123,733
Derivative Hedging Instruments | Agency Mortgage Backed Securities    
Collateral Positions    
Assets Pledged 44,621 57,247
Derivative Hedging Instruments | Cash    
Collateral Positions    
Assets Pledged 67,333 66,486
Repurchase Agreement Borrowings    
Collateral Positions    
Assets Pledged 11,471,855 9,935,036
Repurchase Agreement Borrowings | Agency Mortgage Backed Securities    
Collateral Positions    
Assets Pledged 4,923,712 5,462,566
Repurchase Agreement Borrowings | Legacy Non-Agency MBS    
Collateral Positions    
Assets Pledged 3,139,828 3,491,312
Non-Agency MBS acquired from consolidated VIEs 587,100 1,275,000
Non-Agency MBS pledged as collateral in connection with contemporaneous repurchase and reverse repurchase agreements entered into with a single counterparty 723,600 731,000
Repurchase Agreement Borrowings | RPL/NPL MBS    
Collateral Positions    
Assets Pledged 2,591,503 160,688
Repurchase Agreement Borrowings | U.S. Treasury securities    
Collateral Positions    
Assets Pledged 498,336 512,105
Repurchase Agreement Borrowings | CRT securities    
Collateral Positions    
Assets Pledged 116,690 94,610
Repurchase Agreement Borrowings | Residential whole loans    
Collateral Positions    
Assets Pledged 201,062 212,986
Repurchase Agreement Borrowings | Cash    
Collateral Positions    
Assets Pledged 724 769
Reverse Repurchase Agreements    
Collateral Positions    
Collateral Held 498,336 512,105
Reverse Repurchase Agreements | U.S. Treasury securities    
Collateral Positions    
Collateral Held $ 498,336 $ 512,105