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Other Assets (Derivative Instruments) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Dec. 31, 2019
AOCI from derivative hedging instruments:      
Balance at beginning of period $ (22,675) $ 3,121  
Net loss on Swaps (50,127) (10,445)  
Amortization of de-designated hedging instruments, net 1,594 (341)  
Balance at end of period (71,208) (7,665)  
Interest Rate Contract      
Derivative [Line Items]      
Assets pledged 0   $ 19,018
Swaps, at fair value      
Derivative [Line Items]      
Aggregate notional amount of derivatives $ 0   $ 3,172,000
Weighted average fixed-pay rate 0.00%   2.24%
Weighted Average Variable Interest Rate 0.00%   1.81%
Interest (expense)/income attributable to Swaps $ (3,359) $ 1,191  
Weighted average Swap rate paid 2.09% 2.31%  
Weighted average Swap rate received 1.65% 2.49%  
Swaps, at fair value | Over 3 months to 6 months      
Derivative [Line Items]      
Aggregate notional amount of derivatives $ 0   $ 200,000
Weighted average fixed-pay rate 0.00%   2.05%
Weighted Average Variable Interest Rate 0.00%   1.70%
Swaps, at fair value | Over 6 months to 12 months      
Derivative [Line Items]      
Aggregate notional amount of derivatives $ 0   $ 1,430,000
Weighted average fixed-pay rate 0.00%   2.30%
Weighted Average Variable Interest Rate 0.00%   1.77%
Swaps, at fair value | Over 12 months to 24 months      
Derivative [Line Items]      
Aggregate notional amount of derivatives $ 0   $ 1,300,000
Weighted average fixed-pay rate 0.00%   2.11%
Weighted Average Variable Interest Rate 0.00%   1.86%
Swaps, at fair value | Over 24 months to 36 months      
Derivative [Line Items]      
Aggregate notional amount of derivatives $ 0   $ 20,000
Weighted average fixed-pay rate 0.00%   1.38%
Weighted Average Variable Interest Rate 0.00%   1.90%
Swaps, at fair value | Over 36 months to 48 months      
Derivative [Line Items]      
Aggregate notional amount of derivatives $ 0   $ 222,000
Weighted average fixed-pay rate 0.00%   2.88%
Weighted Average Variable Interest Rate 0.00%   1.84%
Swaps, at fair value | Minimum | LIBOR      
Derivative [Line Items]      
Derivative, variable interest rate, term 1 month    
Swaps, at fair value | Maximum | LIBOR      
Derivative [Line Items]      
Derivative, variable interest rate, term 3 months    
Agency MBS, at fair value | Interest Rate Contract      
Derivative [Line Items]      
Assets pledged $ 0   $ 2,241
Restricted cash | Interest Rate Contract      
Derivative [Line Items]      
Assets pledged 0   $ 16,777
Swap | Hedging      
Derivative [Line Items]      
Loss on derivative 71,200    
Swap | Non-Hedging      
Derivative [Line Items]      
Loss on derivative 4,300 $ 8,900  
Realized loss $ 9,400 $ 7,800