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Derivative Instruments - Swaptions (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Interest rate swaps and interest rate swaptions    
Fair value of derivative assets $ 33,675 $ 5,111
Derivative liability, at fair value 43,967 6,370
Derivative instruments not accounted as hedges under GAAP    
Interest rate swaps and interest rate swaptions    
Fair value of derivative assets 33,675 5,111
Derivative liability, at fair value 43,967 $ 6,370
Interest Rate Swaption | Fixed Pay Rate | Derivative instruments not accounted as hedges under GAAP    
Interest rate swaps and interest rate swaptions    
Fair value of derivative assets $ 195  
Weighted Average Months Until Option Expiration 4 months  
Notional amount, assets $ 50,000  
Weighted Average Swap Term (Years) 30 years  
Interest Rate Swaption | Fixed Pay Rate | Minimum    
Interest rate swaps and interest rate swaptions    
Derivative, swaption interest rate 1.76%  
Interest Rate Swaption | Fixed Pay Rate | Maximum    
Interest rate swaps and interest rate swaptions    
Derivative, swaption interest rate 2.00%  
Interest Rate Swaption | Variable Pay Rate | Derivative instruments not accounted as hedges under GAAP    
Interest rate swaps and interest rate swaptions    
Derivative liability, at fair value $ 14  
Weighted Average Months Until Option Expiration 4 months  
Notional amount, liabilities $ (255,000)  
Weighted Average Swap Term (Years) 5 years  
Interest Rate Swaption | Variable Pay Rate | Minimum    
Interest rate swaps and interest rate swaptions    
Derivative, swaption interest rate 1.26%  
Interest Rate Swaption | Variable Pay Rate | Maximum    
Interest rate swaps and interest rate swaptions    
Derivative, swaption interest rate 1.50%