XML 39 R32.htm IDEA: XBRL DOCUMENT v2.4.1.9
Carrying Values and Fair Values of Financial Instruments (Details) (USD $)
In Thousands, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
Fair Value Disclosures [Abstract]    
MBS, Carrying Value $ 16,925,004us-gaap_AssetBackedSecuritiesAtCarryingValue $ 17,587,010us-gaap_AssetBackedSecuritiesAtCarryingValue
Mortgage loans held for investment, Carrying Value 123,301hts_MortgageLoansHeldForInvestmentCarryingValue 31,460hts_MortgageLoansHeldForInvestmentCarryingValue
Cash and cash equivalents, Carrying Value 627,673us-gaap_CashAndCashEquivalentsAtCarryingValue 627,595us-gaap_CashAndCashEquivalentsAtCarryingValue
Unsettled purchased MBS, Carrying Value 104,789hts_UnsettledPurchasedMortgageBackedSecuritiesCarryingValue 24,792hts_UnsettledPurchasedMortgageBackedSecuritiesCarryingValue
Receivable for securities sold, Carrying Value 13,423hts_ReceivableForSecuritiesSold 5,197hts_ReceivableForSecuritiesSold
Accrued interest receivable, Carrying Value 51,620us-gaap_InterestReceivable 54,274us-gaap_InterestReceivable
Principal payments receivable, Carrying Value 106,522us-gaap_NotesAndLoansReceivableNetCurrent 111,439us-gaap_NotesAndLoansReceivableNetCurrent
Debt security, held-to-maturity, Carrying Value 15,000us-gaap_HeldToMaturitySecurities [1] 15,000us-gaap_HeldToMaturitySecurities [1]
Short-term investments, Carrying Value 20,438us-gaap_ShortTermInvestments [1] 20,252us-gaap_ShortTermInvestments [1]
Interest rate swaps and swaptions, Carrying Value 3,811hts_InterestRateSwapsAndSwaptionsCarryingValue [2] 11,050hts_InterestRateSwapsAndSwaptionsCarryingValue [2]
Forward purchase commitments, Carrying Value 31,474hts_ForwardPurchaseCommitmentsAssetCarryingValue [2] 16,101hts_ForwardPurchaseCommitmentsAssetCarryingValue [2]
Repurchase agreements, Carrying Value 15,108,538us-gaap_SecuritiesSoldUnderAgreementsToRepurchase 15,759,831us-gaap_SecuritiesSoldUnderAgreementsToRepurchase
Payable for unsettled securities, Carrying Value 103,995us-gaap_PayablesToBrokerDealersAndClearingOrganizations 24,750us-gaap_PayablesToBrokerDealersAndClearingOrganizations
Accrued interest payable, Carrying Value 3,012us-gaap_InterestPayableCurrentAndNoncurrent 6,968us-gaap_InterestPayableCurrentAndNoncurrent
Interest rate swap liability, Carrying Value 34,774hts_InterestRateSwapLiabilityCarryingValue [3] 42,052hts_InterestRateSwapLiabilityCarryingValue [3]
Futures Contracts liability, Carrying Value 296,516hts_FuturesContractsLiabilityCarryingValue [3] 202,501hts_FuturesContractsLiabilityCarryingValue [3]
Forward purchase commitments, Carrying Value   38hts_ForwardPurchaseCommitmentsLiabilitiesCarryingValue [3]
MBS, Fair Value 16,925,004us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue 17,587,010us-gaap_FinancialInstrumentsOwnedMortgagesMortgageBackedAndAssetBackedSecuritiesAtFairValue
Mortgage loans held for investment, Fair Value 123,301us-gaap_LoansReceivableFairValueDisclosure 31,460us-gaap_LoansReceivableFairValueDisclosure
Cash and cash equivalents, Fair Value 627,673us-gaap_CashAndCashEquivalentsFairValueDisclosure 627,595us-gaap_CashAndCashEquivalentsFairValueDisclosure
Unsettled purchased MBS, Fair Value 104,789hts_UnsettledPurchasedMortgageBackedSecuritiesAtFairValue 24,792hts_UnsettledPurchasedMortgageBackedSecuritiesAtFairValue
Receivable for securities sold, Fair Value 13,423hts_ReceivableForSecuritiesSoldFairValue 5,197hts_ReceivableForSecuritiesSoldFairValue
Accrued interest receivable, Fair Value 51,620hts_InterestReceivableFairValue 54,274hts_InterestReceivableFairValue
Principal payments receivable, Fair Value 106,522us-gaap_ReceivablesFairValueDisclosure 111,439us-gaap_ReceivablesFairValueDisclosure
Debt security, held-to-maturity, Fair Value 14,926us-gaap_HeldToMaturitySecuritiesFairValue [1] 14,853us-gaap_HeldToMaturitySecuritiesFairValue [1]
Short-term investments, Fair Value 20,438hts_ShortTermInvestmentsFairValue [1] 20,252hts_ShortTermInvestmentsFairValue [1]
Interest rate swaps and swaptions, Fair Value 3,811us-gaap_InterestRateFairValueHedgeAssetAtFairValue [2] 11,050us-gaap_InterestRateFairValueHedgeAssetAtFairValue [2]
Forward purchase commitments, Fair Value 31,474hts_ForwardPurchaseCommitmentFairValueHedgeAssetAtFairValue [2] 16,101hts_ForwardPurchaseCommitmentFairValueHedgeAssetAtFairValue [2]
Repurchase agreements, Fair Value 15,108,538us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure 15,759,831us-gaap_SecuritiesLoanedOrSoldUnderAgreementsToRepurchaseFairValueDisclosure
Payable for unsettled securities, Fair Value 103,995hts_PayablesToBrokerDealersAndClearingOrganizationsFairValue 24,750hts_PayablesToBrokerDealersAndClearingOrganizationsFairValue
Accrued interest payable, Fair Value 3,012hts_AccruedInterestPayableFairValue 6,968hts_AccruedInterestPayableFairValue
Interest rate swap liability, Fair Value 34,774us-gaap_InterestRateFairValueHedgeLiabilityAtFairValue [3] 42,052us-gaap_InterestRateFairValueHedgeLiabilityAtFairValue [3]
Futures Contracts liability, Fair Value 296,516us-gaap_ForeignCurrencyFairValueHedgeLiabilityAtFairValue [3] 202,501us-gaap_ForeignCurrencyFairValueHedgeLiabilityAtFairValue [3]
Forward purchase commitments, Fair Value   $ 38hts_ForwardPurchaseCommitmentFairValueHedgeLiabilitiesAtFairValue [3]
[1] Included in other investments on the consolidated balance sheets.
[2] Included in derivative assets on the consolidated balance sheets.
[3] Included in derivative liabilities on the consolidated balance sheets.