XML 63 R67.htm IDEA: XBRL DOCUMENT v3.20.1
Derivative Instruments - Swap of Terms (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Mar. 31, 2020
Interest rate swaps and interest rate swaptions    
Notional Amount $ 1,000,000 $ 778,200
Derivative liability, at fair value (6,370) (43,967)
Derivative cash collateral 2,819 25,538
Derivative instruments not accounted as hedges under GAAP    
Interest rate swaps and interest rate swaptions    
Derivative liability, at fair value (6,370) (43,967)
Fair Value (1,259) (10,292)
Interest rate swaps | Derivative instruments not accounted as hedges under GAAP    
Interest rate swaps and interest rate swaptions    
Notional amount, assets 2,701,000 0
Notional amount, liabilities 1,255,000 0
Derivative liability, at fair value (501) 0
Interest rate swaps | Derivative instruments not accounted as hedges under GAAP | Fixed Pay Rate    
Interest rate swaps and interest rate swaptions    
Notional Amount $ 2,551,000  
Derivative, average fixed interest rate 2.20%  
Derivative, average variable interest rate 2.00%  
Weighted Average Months Until Option Expiration 7 years 1 month 6 days  
Interest rate swaps | Derivative instruments not accounted as hedges under GAAP | Variable Pay Rate    
Interest rate swaps and interest rate swaptions    
Notional Amount $ 1,405,000  
Derivative, average fixed interest rate 2.00%  
Derivative, average variable interest rate 1.90%  
Weighted Average Months Until Option Expiration 3 years 6 months  
Interest rate swaps | Derivative instruments not accounted as hedges under GAAP | One Year Or Less | Fixed Pay Rate    
Interest rate swaps and interest rate swaptions    
Notional Amount $ 200,000  
Derivative, average fixed interest rate 1.80%  
Derivative, average variable interest rate 1.90%  
Weighted Average Months Until Option Expiration 4 months 24 days  
Interest rate swaps | Derivative instruments not accounted as hedges under GAAP | Greater Than Three Years And Less Than Five Years | Fixed Pay Rate    
Interest rate swaps and interest rate swaptions    
Notional Amount $ 622,400  
Derivative, average fixed interest rate 2.60%  
Derivative, average variable interest rate 1.90%  
Weighted Average Months Until Option Expiration 4 years 1 month 6 days  
Interest rate swaps | Derivative instruments not accounted as hedges under GAAP | Greater Than Three Years And Less Than Five Years | Variable Pay Rate    
Interest rate swaps and interest rate swaptions    
Notional Amount $ 550,000  
Derivative, average fixed interest rate 1.90%  
Derivative, average variable interest rate 1.60%  
Weighted Average Months Until Option Expiration 5 years  
Interest rate swaps | Derivative instruments not accounted as hedges under GAAP | Greater Than Five Years | Fixed Pay Rate    
Interest rate swaps and interest rate swaptions    
Notional Amount $ 1,728,600  
Derivative, average fixed interest rate 2.10%  
Derivative, average variable interest rate 2.00%  
Weighted Average Months Until Option Expiration 8 years 10 months 24 days  
Interest rate swaps | Derivative instruments not accounted as hedges under GAAP | Greater Than Five Years | Variable Pay Rate    
Interest rate swaps and interest rate swaptions    
Notional Amount $ 45,000  
Derivative, average fixed interest rate 190000.00%  
Derivative, average variable interest rate 230000.00%  
Weighted Average Months Until Option Expiration 19 years 6 months  
Interest rate swaps | Derivative instruments not accounted as hedges under GAAP | Greater Than One Year And Less Than Three Years | Variable Pay Rate    
Interest rate swaps and interest rate swaptions    
Notional Amount $ 810,000  
Derivative, average fixed interest rate 2.00%  
Derivative, average variable interest rate 2.00%  
Weighted Average Months Until Option Expiration 1 year 7 months 6 days  
Credit default swaps | Derivative instruments not accounted as hedges under GAAP    
Interest rate swaps and interest rate swaptions    
Notional amount, assets $ 60,100 47,260
Notional amount, liabilities 90,900 97,260
Derivative liability, at fair value $ (3,795) $ (22,106)