XML 71 R54.htm IDEA: XBRL DOCUMENT v3.6.0.2
Schedule of Reverse Repurchase Agreements by Maturity (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2016
Dec. 31, 2015
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements [1] $ 1,033,581 $ 1,174,189
Debt, Weighted Average Interest Rate 1.32% 0.97%
Remaining Days to Maturity, Reverse Repurchase Agreements 56 days 100 days
Agency residential mortgage-backed securities [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 790,312 $ 933,320
Debt, Weighted Average Interest Rate 0.89% 0.58%
Remaining Days to Maturity, Reverse Repurchase Agreements 41 days 56 days
Agency residential mortgage-backed securities [Member] | Maturity up to 30 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 405,725 $ 295,277
Debt, Weighted Average Interest Rate 0.83% 0.54%
Remaining Days to Maturity, Reverse Repurchase Agreements 18 days 14 days
Agency residential mortgage-backed securities [Member] | Maturity 31 to 60 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 195,288 $ 203,144
Debt, Weighted Average Interest Rate 0.94% 0.54%
Remaining Days to Maturity, Reverse Repurchase Agreements 45 days 44 days
Agency residential mortgage-backed securities [Member] | Maturity 61 to 90 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 149,965 $ 239,431
Debt, Weighted Average Interest Rate 0.97% 0.68%
Remaining Days to Maturity, Reverse Repurchase Agreements 74 days 74 days
Agency residential mortgage-backed securities [Member] | Maturity 91 to 120 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 8,240 $ 193,962
Debt, Weighted Average Interest Rate 0.83% 0.56%
Remaining Days to Maturity, Reverse Repurchase Agreements 102 days 106 days
Agency residential mortgage-backed securities [Member] | Maturity 121 to 150 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 11,798 $ 0
Debt, Weighted Average Interest Rate 0.96% 0.00%
Remaining Days to Maturity, Reverse Repurchase Agreements 131 days 0 days
Agency residential mortgage-backed securities [Member] | Maturity 151 to 180 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 19,296 $ 1,506
Debt, Weighted Average Interest Rate 1.05% 1.57%
Remaining Days to Maturity, Reverse Repurchase Agreements 164 days 175 days
Credit Portfolio [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 237,841 $ 240,869
Debt, Weighted Average Interest Rate 2.75% 2.47%
Remaining Days to Maturity, Reverse Repurchase Agreements 105 days 272 days
Credit Portfolio [Member] | Maturity up to 30 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 94,849 $ 14,674
Debt, Weighted Average Interest Rate 2.55% 1.94%
Remaining Days to Maturity, Reverse Repurchase Agreements 16 days 17 days
Credit Portfolio [Member] | Maturity 31 to 60 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 26,974 $ 26,419
Debt, Weighted Average Interest Rate 2.36% 1.87%
Remaining Days to Maturity, Reverse Repurchase Agreements 47 days 39 days
Credit Portfolio [Member] | Maturity 61 to 90 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 41,522 $ 82,292
Debt, Weighted Average Interest Rate 2.43% 2.46%
Remaining Days to Maturity, Reverse Repurchase Agreements 77 days 67 days
Credit Portfolio [Member] | Maturity 91 to 120 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 10,084 $ 0
Debt, Weighted Average Interest Rate 2.91% 0.00%
Remaining Days to Maturity, Reverse Repurchase Agreements 97 days 0 days
Credit Portfolio [Member] | Maturity 121 to 150 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 1,239 $ 0
Debt, Weighted Average Interest Rate 2.73% 0.00%
Remaining Days to Maturity, Reverse Repurchase Agreements 124 days 0 days
Credit Portfolio [Member] | Maturity 151 to 180 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 12,616 $ 24,193
Debt, Weighted Average Interest Rate 3.17% 2.62%
Remaining Days to Maturity, Reverse Repurchase Agreements 165 days 164 days
Credit Portfolio [Member] | Maturity 181 to 360 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 50,557 $ 23,877
Debt, Weighted Average Interest Rate 3.46% 2.80%
Remaining Days to Maturity, Reverse Repurchase Agreements 316 days 346 days
Credit Portfolio [Member] | Maturity greater than 360 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 0 $ 69,414
Debt, Weighted Average Interest Rate 0.00% 2.51%
Remaining Days to Maturity, Reverse Repurchase Agreements 0 days 666 days
US Treasury Securities [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 5,428 $ 0
Debt, Weighted Average Interest Rate 0.91% 0.00%
Remaining Days to Maturity, Reverse Repurchase Agreements 4 days 0 days
US Treasury Securities [Member] | Maturity up to 30 days [Member]    
Repurchase Agreements and Securitized Debt [Line Items]    
Reverse repurchase agreements $ 5,428 $ 0
Debt, Weighted Average Interest Rate 0.91% 0.00%
Remaining Days to Maturity, Reverse Repurchase Agreements 4 days 0 days
[1] In the Company's Consolidated Statement of Assets, Liabilities, and Equity, all balances associated with repurchase agreements, reverse repurchase agreements, and financial derivatives are presented on a gross basis.