XML 86 R74.htm IDEA: XBRL DOCUMENT v3.5.0.2
Offsetting Assets and Liabilities (Details)
$ in Thousands
6 Months Ended
Jun. 30, 2016
USD ($)
counterparty
Dec. 31, 2015
USD ($)
Swaps, at fair value    
Gross Amounts of Recognized Assets $ 0 $ 1,127
Gross Amounts Offset in the Consolidated Balance Sheets 0 0
Net Amounts of Assets Presented in the Consolidated Balance Sheets 0 1,127
Gross Amounts Not Offset in the Consolidated Balance Sheets    
Financial Instruments 0 (1,127)
Cash Collateral Received 0 0
Net Amount 0 0
Swaps, at fair value    
Gross Amounts of Recognized Liabilities 131,971 70,526
Gross Amounts Offset in the Consolidated Balance Sheets 0 0
Net Amounts of Liabilities Presented in the Consolidated Balance Sheets 131,971 70,526
Gross Amounts Not Offset in the Consolidated Balance Sheets    
Financial Instruments 0 0
Cash Collateral Pledged (131,971) (70,526)
Net Amount 0 0
Repurchase agreements and other advances    
Gross Amounts of Recognized Liabilities 9,038,537 9,388,902
Gross Amounts Offset in the Consolidated Balance Sheets 0 0
Net Amounts of Liabilities Presented in the Consolidated Balance Sheets 9,038,537 9,388,902
Gross Amounts Not Offset in the Consolidated Balance Sheets    
Financial Instruments (9,031,347) (9,387,937)
Cash Collateral Pledged (7,190) (965)
Net Amount 0 0
Total    
Gross Amounts of Recognized Liabilities 9,170,508 9,459,428
Gross Amounts Offset in the Consolidated Balance Sheets 0 0
Net Amounts of Liabilities Presented in the Consolidated Balance Sheets 9,170,508 9,459,428
Gross Amounts Not Offset in the Consolidated Balance Sheet    
Financial Instruments (9,031,347) (9,387,937)
Cash Collateral Pledged (139,161) (71,491)
Net Amount 0 0
Additional disclosures    
Excess collateral 3,900 47
Fair value of securities pledged against the swaps 35,700 38,600
Fair value of financial instruments pledged against the repurchase agreements and other advances 10,900,000 11,300,000
Unamortized debt issuance expense $ 450 1,280
Number of repurchase agreement counterparties with unconditional right of setoff | counterparty 1  
Swaps, at fair value    
Swaps, at fair value    
Gross Amounts of Recognized Assets $ 0 1,127
Gross Amounts Offset in the Consolidated Balance Sheets 0 0
Net Amounts of Assets Presented in the Consolidated Balance Sheets 0 1,127
Gross Amounts Not Offset in the Consolidated Balance Sheets    
Financial Instruments 0 (1,127)
Cash Collateral Received 0 0
Net Amount $ 0 $ 0