XML 78 R63.htm IDEA: XBRL DOCUMENT v3.8.0.1
Offsetting Assets and Liabilities (Details) - USD ($)
$ in Thousands
Dec. 31, 2017
Dec. 31, 2016
Offsetting of Derivative Assets    
Gross Amounts $ 16,904 $ 47,888
Gross Amounts Offset in the Consolidated Balance Sheets 0 0
Net Amounts of Assets presented in the Consolidated Balance Sheets 16,904 47,888
Gross Amounts Not Offset in the Consolidated Balance Sheets    
Financial Instruments (11,683) (43,838)
Cash Collateral 0 0
Net Amount 5,221 4,050
Gross amounts of derivative liability, fair value, gross liability 4,346 182,158
Derivative liabilities, net amounts of assets presented in consolidated balance sheets 4,346 182,158
Financial instruments, derivative liability, at fair value (50) (20,500)
Cash collateral, derivative liability, at fair value (4,270) (161,588)
Net Amount 26 70
Gross amounts of repurchase agreements 3,251,686 2,155,644
Repurchase agreement, net amounts of assets presented in consolidated balance sheets 3,251,686 2,155,644
Financial instruments, repurchase agreements (3,251,686) (2,155,644)
Gross amounts of derivative liability 3,256,032 2,337,802
Derivative liability, net amounts of assets presented in consolidated balance sheets 3,256,032 2,337,802
Derivative liability, financial instruments (3,251,736) (2,176,144)
Derivative liability, net amount 26 70
Derivative liability, cash collateral pledged 63,300 206,600
Fair value of investments pledged against repurchase agreements 3,500,000 2,500,000
Agency RMBS Interest-Only Strips accounted for as derivatives, included in MBS    
Offsetting of Derivative Assets    
Gross Amounts 16,176 27,317
Gross Amounts Offset in the Consolidated Balance Sheets 0 0
Net Amounts of Assets presented in the Consolidated Balance Sheets 16,176 27,317
Financial Instruments (11,633) (23,338)
Gross Amounts Not Offset in the Consolidated Balance Sheets    
Net Amount 4,543 3,979
Derivative asset    
Offsetting of Derivative Assets    
Gross Amounts 728 20,571
Gross Amounts Offset in the Consolidated Balance Sheets 0 0
Net Amounts of Assets presented in the Consolidated Balance Sheets 728 20,571
Gross Amounts Not Offset in the Consolidated Balance Sheets    
Financial Instruments (50) (20,500)
Cash Collateral 0 0
Net Amount $ 678 $ 71