XML 42 R27.htm IDEA: XBRL DOCUMENT
v3.19.2

Derivatives TBA securities (Details) - USD ($) $ in Thousands | Jun. 30, 2019 | Dec. 31, 2018
--- | --- | ---
Derivative [Line Items] |  |  |  |
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value |  | $ 342 | $ 6,563 |
Not Designated as Hedging Instrument, Economic Hedge [Member] | Interest rate swaps |  |  |  |
Derivative [Line Items] |  |  |  |
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value | [1] | 0 | 324 |
Derivative, Notional Amount | [2] | 3,500,000 | 4,515,000 |
Not Designated as Hedging Instrument, Economic Hedge [Member] | Eurodollar futures |  |  |  |
Derivative [Line Items] |  |  |  |
Derivative, Notional Amount |  | 3,000,000 | 0 |
Long [Member] | Not Designated as Hedging Instrument, Trading | TBA securities |  |  |  |
Derivative [Line Items] |  |  |  |
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value |  | 342 | 6,239 |
Derivative, Notional Amount |  | 370,000 | 860,000 |
Cost Basis,TBA |  | 374,451 | 882,230 |
Market value, TBA |  | 374,688 | 888,469 | [3]
Net carrying value, TBA | [4] | $ 237 | $ 6,239 |
[1] | Amounts shown as of June 30, 2019 and December 31, 2018 are net of $(50,907) paid and $8,424 received, respectively, in variation margin which is recorded on the Company’s consolidated balance sheets within “restricted cash”. As of June 30, 2019, all of the Company’s interest rate swap agreements are centrally cleared through the CME. Please refer to Note 1 for information regarding the exchange of variation margin being legally considered as settlement of the derivative as opposed to a pledge of collateral. The amount shown as of December 31, 2018 is the unsettled fair value of the instruments subject to bilateral agreements and not centrally cleared through the CME as of that date.
[2] | The notional amounts include $0 and $775,000 of forward starting pay-fixed interest rate swaps as of June 30, 2019 and December 31, 2018, respectively.
[3] | (1) Implied market value represents the estimated fair value of the underlying Agency MBS as if settled as of the date indicated.
[4] | Net carrying value is the amount included on the consolidated balance sheets within “derivative assets (liabilities)” and represents the difference between the implied market value and the implied cost basis of the TBA security as of the date indicated.

X
- Definition Represents the forward price to be paid for the underlying security as if settled. + References No definition available. + Details
Name: | dx_CostBasisTBA
Namespace Prefix: | dx_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Represents the current estimated fair value of the security underlying the forward contract. + References No definition available. + Details
Name: | dx_MarketvalueTBA
Namespace Prefix: | dx_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Represents the difference between the market value and the cost basis of the TBA contract and is the net amount at which the TBA position is recorded on balance sheet as derivative asset (liability). + References No definition available. + Details
Name: | dx_NetcarryingvalueTBA
Namespace Prefix: | dx_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
Name: | invest_DerivativeNotionalAmount
Namespace Prefix: | invest_
Data Type: | xbrli:monetaryItemType
Balance Type: | na
Period Type: | instant

X
- Definition Fair value as of the balance sheet date of derivative instrument not designated as hedging instrument and classified as an asset. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (c)(2) -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624163-113959 + Details
Name: | us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsAssetAtFairValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
Name: | us-gaap_DerivativeLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Details
Name: | us-gaap_HedgingDesignationAxis=us-gaap_NotDesignatedAsHedgingInstrumentEconomicHedgeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_EurodollarFutureMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_PositionAxis=us-gaap_LongMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_HedgingDesignationAxis=us-gaap_NotDesignatedAsHedgingInstrumentTradingMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_ForwardContractsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |