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Repurchase Agreements (Tables)
12 Months Ended
Dec. 31, 2014
Disclosure of Repurchase Agreements [Abstract]  
Schedule of Repurchase Agreements
($ in thousands)
OVERNIGHTBETWEEN 2BETWEEN 31GREATER
(1 DAY ORANDANDTHAN
LESS)30 DAYS90 DAYS90 DAYSTOTAL
December 31, 2014
Fair market value of securities pledged, including
accrued interest receivable$ - $ 984,823 $ 534,238 $ 3,844 $ 1,522,905
Repurchase agreement liabilities associated with
these securities$ - $ 929,831 $ 502,947 $ 3,873 $ 1,436,651
Net weighted average borrowing rate- 0.36%0.37%0.38%0.36%
December 31, 2013
Fair market value of securities pledged, including
accrued interest receivable$ - $ 326,348 $ 10,650 $ - $ 336,998
Repurchase agreement liabilities associated with
these securities$ - $ 308,402 $ 10,155 $ - $ 318,557
Net weighted average borrowing rate- 0.39%0.37%- 0.39%
Schedule of Underlying Assets of Repurchase Agreements when Amount of Repurchase Agreements Exceeds 10 Percent of Assets
(in thousands)
% ofWeighted
Stockholders'Average
AmountEquityMaturity
Repurchase Agreement Counterpartiesat Riskat Risk(in Days)
December 31, 2013
Citigroup Global Markets, Inc.$ 5,487 12.3% 11