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Derivatives - Interest Rate Swap Contracts, Swaptions and Futures Contracts (Details) - USD ($)
6 Months Ended 12 Months Ended
Jun. 30, 2015
Dec. 31, 2014
Derivative [Line Items]    
Weighted Average Remaining Swap / Option Term (Months)   63 months
Weighted Average Rate   1.60%
Notional Amount (3) $ 16,275,000,000 $ 13,030,000,000
Asset Fair Value 32,609,000 60,518,000
Liability Fair Value $ (107,954,000) $ (137,393,000)
Interest Rate Swap 0-12 Months    
Derivative [Line Items]    
Remaining / Underlying Term-Minimum    
Remaining / Underlying Term-Maximum 12 months 12 months
Weighted Average Remaining Swap / Option Term (Months) 8 months 5 months
Weighted Average Rate 1.16% 1.13%
Notional Amount (3) $ 2,725,000,000 $ 920,000,000
Asset Fair Value 0 0
Liability Fair Value $ (26,269,000) $ (9,349,000)
Interest Rate Swap 13-24 Months    
Derivative [Line Items]    
Remaining / Underlying Term-Minimum 13 months 13 months
Remaining / Underlying Term-Maximum 24 months 24 months
Weighted Average Remaining Swap / Option Term (Months) 13 months 16 months
Weighted Average Rate 1.24% 1.23%
Notional Amount (3) $ 550,000,000 $ 2,900,000,000
Asset Fair Value 0 0
Liability Fair Value $ (10,939,000) $ (54,396,000)
Interest Rate Swap 25-36 Months    
Derivative [Line Items]    
Remaining / Underlying Term-Minimum 25 months 25 months
Remaining / Underlying Term-Maximum 36 months 36 months
Weighted Average Remaining Swap / Option Term (Months) 30 months 31 months
Weighted Average Rate 0.99% 0.63%
Notional Amount (3) $ 1,050,000,000 $ 350,000,000
Asset Fair Value 0 2,083,000
Liability Fair Value $ (1,439,000) $ 0
Interest Rate Swap 37-48 Months    
Derivative [Line Items]    
Remaining / Underlying Term-Minimum   37 months
Remaining / Underlying Term-Maximum   48 months
Weighted Average Remaining Swap / Option Term (Months)   37 months
Weighted Average Rate   1.00%
Notional Amount (3)   $ 300,000,000
Asset Fair Value   2,090,000
Liability Fair Value   $ 0
Interest Rate Swap 49-60 Months    
Derivative [Line Items]    
Remaining / Underlying Term-Minimum 49 months 49 months
Remaining / Underlying Term-Maximum 60 months 60 months
Weighted Average Remaining Swap / Option Term (Months) 53 months 59 months
Weighted Average Rate 1.47% 1.56%
Notional Amount (3) $ 2,350,000,000 $ 2,000,000,000
Asset Fair Value 2,871,000 0
Liability Fair Value $ (481,000) $ (7,414,000)
Interest Rate Swap 61-72 Months    
Derivative [Line Items]    
Remaining / Underlying Term-Minimum   61 months
Remaining / Underlying Term-Maximum   72 months
Weighted Average Remaining Swap / Option Term (Months)   61 months
Weighted Average Rate   1.48%
Notional Amount (3)   $ 300,000,000
Asset Fair Value   2,921,000
Liability Fair Value   $ 0
Interest Rate Swap 73-84 Months    
Derivative [Line Items]    
Remaining / Underlying Term-Minimum 73 months  
Remaining / Underlying Term-Maximum 84 months  
Weighted Average Remaining Swap / Option Term (Months) 81 months  
Weighted Average Rate 2.05%  
Notional Amount (3) $ 1,025,000,000  
Asset Fair Value 1,163,000  
Liability Fair Value $ (1,679,000)  
Interest Rate Swap 85-96 Months    
Derivative [Line Items]    
Remaining / Underlying Term-Minimum 85 months 85 months
Remaining / Underlying Term-Maximum 96 months 96 months
Weighted Average Remaining Swap / Option Term (Months) 92 months 91 months
Weighted Average Rate 2.13% 1.47%
Notional Amount (3) $ 1,625,000,000 $ 2,450,000,000
Asset Fair Value 1,088,000 50,650,000
Liability Fair Value $ (1,581,000) $ 0
Interest Rate Swap 97-108 Months    
Derivative [Line Items]    
Remaining / Underlying Term-Minimum   97 months
Remaining / Underlying Term-Maximum   108 months
Weighted Average Remaining Swap / Option Term (Months)   98 months
Weighted Average Rate   2.08%
Notional Amount (3)   $ 2,800,000,000
Asset Fair Value   2,774,000
Liability Fair Value   $ (7,534,000)
Interest Rate Swap 109-120 Months    
Derivative [Line Items]    
Remaining / Underlying Term-Minimum 109 months  
Remaining / Underlying Term-Maximum 120 months  
Weighted Average Remaining Swap / Option Term (Months) 114 months  
Weighted Average Rate 2.66%  
Notional Amount (3) $ 1,000,000,000  
Asset Fair Value 0  
Liability Fair Value $ (55,433,000)  
Interest Rate Swap 121-132 Months    
Derivative [Line Items]    
Remaining / Underlying Term-Minimum 121 months 121 months
Remaining / Underlying Term-Maximum 132 months 132 months
Weighted Average Remaining Swap / Option Term (Months) 129 months 120 months
Weighted Average Rate 2.29% 2.66%
Notional Amount (3) $ 2,350,000,000 $ 1,000,000,000
Asset Fair Value 27,476,000 0
Liability Fair Value $ (191,000) $ (58,520,000)
Basis Swap Contracts 0-60 Months    
Derivative [Line Items]    
Remaining / Underlying Term-Minimum    
Remaining / Underlying Term-Maximum 60 months  
Weighted Average Remaining Swap / Option Term (Months) 28 months  
Weighted Average Rate 0.22%  
Notional Amount (3) $ 2,000,000,000  
Asset Fair Value 11,000  
Liability Fair Value (327,000)  
TBA Agency Securities    
Derivative [Line Items]    
Notional Amount (3) 1,600,000,000  
Asset Fair Value 0  
Liability Fair Value (9,615,000)  
Futures Contracts 0-15 Months    
Derivative [Line Items]    
Remaining / Underlying Term-Minimum    
Remaining / Underlying Term-Maximum   15 months
Weighted Average Remaining Swap / Option Term (Months)   9 months
Weighted Average Rate   2.11%
Notional Amount (3)   $ 10,000,000
Asset Fair Value   0
Liability Fair Value   $ (180,000)
Interest rate swap contracts    
Derivative [Line Items]    
Notional amount, becoming effective in next twelve months $ 6,375,000,000