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Other Assets - Derivative Instruments (Details 2)
$ in Thousands
3 Months Ended 12 Months Ended
Dec. 31, 2017
USD ($)
Sep. 30, 2017
USD ($)
Jun. 30, 2017
USD ($)
Mar. 31, 2017
USD ($)
Dec. 31, 2016
USD ($)
Sep. 30, 2016
USD ($)
Jun. 30, 2016
USD ($)
Mar. 31, 2016
USD ($)
Dec. 31, 2017
USD ($)
derivative
Dec. 31, 2016
USD ($)
Dec. 31, 2015
USD ($)
Dec. 31, 2017
USD ($)
Dec. 31, 2016
USD ($)
Derivative [Line Items]                          
Assets Pledged                       $ 8,145,197 $ 10,620,406
Number of terminated derivatives | derivative                 0        
Net unrealized gains (losses) $ (11,424)     $ (46,721) $ (46,721)     $ (69,399) $ (46,721) $ (69,399) $ (59,062) (11,424) (46,721)
Interest expense attributable to Swaps 48,495 $ 49,275 $ 49,022 50,349 49,868 $ 48,167 $ 47,720 47,600 197,141 193,355 176,948    
AOCI from derivative hedging instruments:                          
Balance at beginning of period       $ (46,721)       $ (69,399) (46,721) (69,399) (59,062)    
Net gain/(loss) on Swaps                 35,297 22,678 (10,337)    
Balance at end of period $ (11,424)       $ (46,721)       $ (11,424) (46,721) (69,399)    
Interest Rate Contract                          
Derivative [Line Items]                          
Assets Pledged                       28,161 86,317
Interest Rate Contract | Agency MBS, at fair value                          
Derivative [Line Items]                          
Assets Pledged                       21,756 32,468
Interest Rate Contract | Restricted cash                          
Derivative [Line Items]                          
Assets Pledged                       6,405 53,849
Swaps, at fair value                          
Derivative [Line Items]                          
Aggregate notional amount of derivatives                       $ 2,550,000 $ 2,900,000
Average maturity term of swaps                 27 months        
Weighted average fixed-pay rate                       2.04% 1.87%
Weighted Average Variable Interest Rate                       1.50% 0.72%
Interest expense attributable to Swaps                 $ 24,524 $ 40,898 $ 53,759    
Weighted average Swap rate paid                 1.98% 1.82% 1.86%    
Weighted average Swap rate received                 1.07% 0.48% 0.19%    
Swaps, at fair value | Within 30 days                          
Derivative [Line Items]                          
Aggregate notional amount of derivatives                       $ 0 $ 0
Weighted average fixed-pay rate                       0.00% 0.00%
Weighted Average Variable Interest Rate                       0.00% 0.00%
Swaps, at fair value | Over 30 days to 3 months                          
Derivative [Line Items]                          
Aggregate notional amount of derivatives                       $ 0 $ 50,000
Weighted average fixed-pay rate                       0.00% 0.67%
Weighted Average Variable Interest Rate                       0.00% 0.64%
Swaps, at fair value | Over 3 months to 6 months                          
Derivative [Line Items]                          
Aggregate notional amount of derivatives                       $ 50,000 $ 300,000
Weighted average fixed-pay rate                       1.45% 0.57%
Weighted Average Variable Interest Rate                       1.56% 0.66%
Swaps, at fair value | Over 6 months to 12 months                          
Derivative [Line Items]                          
Aggregate notional amount of derivatives                       $ 500,000 $ 0
Weighted average fixed-pay rate                       1.50% 0.00%
Weighted Average Variable Interest Rate                       1.46% 0.00%
Swaps, at fair value | Over 12 months to 24 months                          
Derivative [Line Items]                          
Aggregate notional amount of derivatives                       $ 200,000 $ 550,000
Weighted average fixed-pay rate                       1.71% 1.49%
Weighted Average Variable Interest Rate                       1.54% 0.71%
Swaps, at fair value | Over 24 months to 36 months                          
Derivative [Line Items]                          
Aggregate notional amount of derivatives                       $ 1,500,000 $ 200,000
Weighted average fixed-pay rate                       2.22% 1.71%
Weighted Average Variable Interest Rate                       1.51% 0.76%
Swaps, at fair value | Over 36 months to 48 months                          
Derivative [Line Items]                          
Aggregate notional amount of derivatives                       $ 200,000 $ 1,500,000
Weighted average fixed-pay rate                       2.20% 2.22%
Weighted Average Variable Interest Rate                       1.53% 0.74%
Swaps, at fair value | Over 48 months to 60 months                          
Derivative [Line Items]                          
Aggregate notional amount of derivatives                       $ 0 $ 200,000
Weighted average fixed-pay rate                       0.00% 2.20%
Weighted Average Variable Interest Rate                       0.00% 0.75%
Swaps, at fair value | Over 60 months to 72 months (3)                          
Derivative [Line Items]                          
Aggregate notional amount of derivatives                       $ 100,000 $ 0
Weighted average fixed-pay rate                       2.75% 0.00%
Weighted Average Variable Interest Rate                       1.50% 0.00%
Swaps, at fair value | Over 72 months to 84 months                          
Derivative [Line Items]                          
Aggregate notional amount of derivatives                       $ 0 $ 100,000
Weighted average fixed-pay rate                       0.00% 2.75%
Weighted Average Variable Interest Rate                       0.00% 0.74%
Swaps, at fair value | Hedging                          
Derivative [Line Items]                          
Aggregate notional amount of derivatives                       $ 2,600,000  
Swaps, at fair value | Minimum | LIBOR                          
Derivative [Line Items]                          
Derivative, variable interest rate, term                 1 month        
Swaps, at fair value | Maximum                          
Derivative [Line Items]                          
Maximum maturity term of swaps                 68 months        
Swaps, at fair value | Maximum | LIBOR                          
Derivative [Line Items]                          
Derivative, variable interest rate, term                 3 months        
New Swaps:                          
Derivative [Line Items]                          
Aggregate notional amount                 $ 0        
Weighted average fixed-pay rate                       0.00%  
Number of new Swaps | derivative                 0        
Swaps amortized/expired:                          
Derivative [Line Items]                          
Aggregate notional amount                 $ 350,000        
Swaps amortized/expired: | YTD                          
Derivative [Line Items]                          
Weighted average fixed-pay rate                       0.58%