XML 87 R72.htm IDEA: XBRL DOCUMENT v3.8.0.1
BORROWINGS - Significant Counterparties of Repurchase Agreements (Details) - USD ($)
12 Months Ended
Dec. 31, 2017
Dec. 31, 2016
Repurchase Agreement Counterparty [Line Items]    
Amount Outstanding $ 1,234,522,000 $ 804,811,000
Percent of total amount outstanding (percentage) 100.00% 100.00%
Weighted average days to maturity 13 days 16 days
Market Value of collateral held $ 1,295,225,428 $ 876,121,505
North America    
Repurchase Agreement Counterparty [Line Items]    
Amount Outstanding $ 939,438,000 $ 703,788,000
Percent of total amount outstanding (percentage) 76.10% 87.46%
Weighted average days to maturity 13 days 16 days
Market Value of collateral held $ 985,672,703 $ 742,690,286
Asia    
Repurchase Agreement Counterparty [Line Items]    
Amount Outstanding $ 292,529,000 $ 62,733,000
Percent of total amount outstanding (percentage) 23.70% 7.79%
Weighted average days to maturity 14 days 14 days
Market Value of collateral held $ 305,152,946 $ 66,198,478
Europe    
Repurchase Agreement Counterparty [Line Items]    
Amount Outstanding $ 2,555,000 $ 4,624,000
Percent of total amount outstanding (percentage) 0.20% 0.57%
Weighted average days to maturity 78 days 44 days
Market Value of collateral held $ 4,399,779 $ 9,605,308
Wells Fargo Securities    
Repurchase Agreement Counterparty [Line Items]    
Amount Outstanding   $ 33,666,000
Percent of total amount outstanding (percentage)   4.18%
Weighted average days to maturity   8 days
Market Value of collateral held   $ 57,627,433