XML 68 R51.htm IDEA: XBRL DOCUMENT v3.4.0.3
Repurchase Agreements - Additional Information (Details)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2016
USD ($)
agreement
counterparty
Dec. 31, 2015
USD ($)
agreement
counterparty
Concentration Risk [Line Items]    
Number of MRAs | agreement 37 38
Number of counterparties with repurchase agreements outstanding | counterparty 26 26
Counterparty Concentration Risk | Repurchase Agreement Borrowings    
Concentration Risk [Line Items]    
Percentage of portfolio invested 43.50% 53.48%
Minimum | Counterparty Concentration Risk | Repurchase Agreement Borrowings | Five Repurchase Agreement Counterparties    
Concentration Risk [Line Items]    
Percentage of portfolio invested 5.00%  
Minimum | Counterparty Concentration Risk | Repurchase Agreement Borrowings | Eight Repurchase Agreement Counterparties    
Concentration Risk [Line Items]    
Percentage of portfolio invested 5.00%  
Maximum    
Concentration Risk [Line Items]    
Ratio of indebtedness to net capital 12  
Maximum | Counterparty Concentration Risk | Repurchase Agreement Borrowings | Five Repurchase Agreement Counterparties    
Concentration Risk [Line Items]    
Percentage of portfolio invested 10.00%  
Maximum | Counterparty Concentration Risk | Repurchase Agreement Borrowings | One Repurchase Agreement Counterparty    
Concentration Risk [Line Items]    
Percentage of portfolio invested 10.50%  
Maximum | Counterparty Concentration Risk | Repurchase Agreement Borrowings | Eight Repurchase Agreement Counterparties    
Concentration Risk [Line Items]    
Percentage of portfolio invested 10.00%  
Carrying Value    
Concentration Risk [Line Items]    
Repurchase Agreements | $ $ 9,923,859 $ 11,570,481