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(Derivative Instruments) (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Interest Rate Contract      
Derivative [Line Items]      
Assets Pledged $ 19,018 $ 32,803  
Swaps, at fair value      
Derivative [Line Items]      
Notional Amount $ 3,172,000 $ 3,217,000  
Average maturity term of swaps 16 months    
Weighted average fixed-pay rate 2.24% 2.42%  
Weighted Average Variable Interest Rate 1.81% 2.56%  
Interest expense attributable to Swaps $ 927 $ 3,780 $ 24,524
Weighted average Swap rate paid 2.28% 2.12% 1.98%
Weighted average Swap rate received 2.24% 1.96% 1.07%
Swaps, at fair value | Within 30 days      
Derivative [Line Items]      
Notional Amount $ 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]      
Notional Amount $ 0 $ 100,000  
Weighted average fixed-pay rate 0.00% 1.71%  
Weighted Average Variable Interest Rate 0.00% 2.50%  
Swaps, at fair value | Over 3 months to 6 months      
Derivative [Line Items]      
Notional Amount $ 200,000 $ 100,000  
Weighted average fixed-pay rate 2.05% 1.71%  
Weighted Average Variable Interest Rate 1.70% 2.50%  
Swaps, at fair value | Over 6 months to 12 months      
Derivative [Line Items]      
Notional Amount $ 1,430,000 $ 0  
Weighted average fixed-pay rate 2.30% 0.00%  
Weighted Average Variable Interest Rate 1.77% 0.00%  
Swaps, at fair value | Over 12 months to 24 months      
Derivative [Line Items]      
Notional Amount $ 1,300,000 $ 1,630,000  
Weighted average fixed-pay rate 2.11% 2.27%  
Weighted Average Variable Interest Rate 1.86% 2.50%  
Swaps, at fair value | Over 24 months to 36 months      
Derivative [Line Items]      
Notional Amount $ 20,000 $ 800,000  
Weighted average fixed-pay rate 1.38% 2.57%  
Weighted Average Variable Interest Rate 1.90% 2.64%  
Swaps, at fair value | Over 36 months to 48 months      
Derivative [Line Items]      
Notional Amount $ 222,000 $ 0  
Weighted average fixed-pay rate 2.88% 0.00%  
Weighted Average Variable Interest Rate 1.84% 0.00%  
Swaps, at fair value | Over 48 months to 60 months      
Derivative [Line Items]      
Notional Amount $ 0 $ 417,000  
Weighted average fixed-pay rate 0.00% 2.88%  
Weighted Average Variable Interest Rate 0.00% 2.63%  
Swaps, at fair value | Over 84 months      
Derivative [Line Items]      
Notional Amount $ 0 $ 170,000  
Weighted average fixed-pay rate 0.00% 3.00%  
Weighted Average Variable Interest Rate 0.00% 2.66%  
Swaps, at fair value | Hedging      
Derivative [Line Items]      
Notional Amount $ 3,200,000    
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 47 months    
Swaps, at fair value | Maximum | LIBOR      
Derivative [Line Items]      
Derivative, variable interest rate, term 3 months    
Swaps | Non-Hedging      
Derivative [Line Items]      
Loss on derivative $ 16,500 $ 9,600  
Realized loss 17,700    
Agency MBS, at fair value | Interest Rate Contract      
Derivative [Line Items]      
Assets Pledged 2,241 2,735  
Restricted cash | Interest Rate Contract      
Derivative [Line Items]      
Assets Pledged $ 16,777 $ 30,068