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Repurchase Agreements (Details) - USD ($) $ in Thousands | 9 Months Ended |
--- | --- | ---
Sep. 30, 2015 | Dec. 31, 2014
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | $ 3,055,069 | $ 3,013,110
Repurchage agreement, Weighted Average Interest Rate | 0.63% | 0.55%
Fair Value of Collateral Pledged | $ 3,320,797 | $ 3,274,597
Repurchase Agreement Counterparty, Weighted Average Maturity of Agreements | 18 days |
Securitization financing bond [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | $ 7,402 | $ 9,834
Repurchage agreement, Weighted Average Interest Rate | 1.55% | 1.51%
Fair Value of Collateral Pledged | $ 8,474 | $ 11,000
RMBS [Member] | Agency MBS [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | $ 1,570,894 | $ 1,977,338
Repurchage agreement, Weighted Average Interest Rate | 0.45% | 0.39%
Fair Value of Collateral Pledged | $ 1,637,187 | $ 2,064,704
RMBS [Member] | Non-Agency MBS [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | $ 56,993 | $ 17,594
Repurchage agreement, Weighted Average Interest Rate | 1.59% | 1.57%
Fair Value of Collateral Pledged | $ 70,045 | $ 21,787
CMBS [Member] | Agency MBS [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | $ 596,612 | $ 253,857
Repurchage agreement, Weighted Average Interest Rate | 0.42% | 0.36%
Fair Value of Collateral Pledged | $ 643,278 | $ 291,103
CMBS [Member] | Non-Agency MBS [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | $ 162,501 | $ 114,895
Repurchage agreement, Weighted Average Interest Rate | 1.08% | 1.15%
Fair Value of Collateral Pledged | $ 184,039 | $ 140,216
CMBS IO [Member] | Agency MBS [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | $ 353,012 | $ 372,609
Repurchage agreement, Weighted Average Interest Rate | 1.01% | 0.92%
Fair Value of Collateral Pledged | $ 413,047 | $ 430,638
CMBS IO [Member] | Non-Agency MBS [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | $ 307,655 | $ 266,983
Repurchage agreement, Weighted Average Interest Rate | 1.11% | 1.04%
Fair Value of Collateral Pledged | $ 364,727 | $ 315,149

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- Definition Interest rate on the amount to be repaid to the counterparty to the repurchase agreement when the carrying amount (or market value, if higher than the carrying amount) of securities or other assets sold under the repurchase agreement exceeds 10 percent of total assets. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(m)(1)(i)(A)(ii)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 08 -Paragraph m -Subparagraph 1 -Article 4 + Details
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- Definition Weighted average maturity (weighted by amount of the agreement) of repurchase agreements with the counterparty, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(m)(1)(i)(B)(iii)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 08 -Paragraph m -Subparagraph 1 -Article 4 + Details
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