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Derivative Financial Instruments - Schedule of Income Statement Impact (Details) - USD ($) $ in Thousands | 3 Months Ended | 9 Months Ended
--- | --- | ---
Sep. 30, 2019 | Sep. 30, 2018 | Sep. 30, 2019 | Sep. 30, 2018
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Derivative settlements, net | $ 7,298 | $ 22,324 | $ 39,306 | $ 51,018
Other Income |  |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Derivative settlements, net | 7,298 | 22,324 | 39,306 | 51,018
Change in fair value | (5,630) | (5,226) | (73,265) | 49,909
Derivative market value adjustments and derivative settlements, net - income (expense) | 1,668 | 17,098 | (33,959) | 100,927
1:3 basis swaps | Other Income |  |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Derivative settlements, net | 234 | 3,361 | 3,375 | 4,676
Change in fair value | 6,636 | 1,283 | 4,427 | 12,058
Interest rate swaps - floor income hedges | Other Income |  |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Derivative settlements, net | 7,064 | 19,087 | 35,931 | 46,752
Change in fair value | (12,094) | (7,427) | (75,657) | 34,008
Interest rate swap options - floor income hedges | Other Income |  |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Change in fair value | (1) | (31) | (1,465) | 437
Interest rate caps | Other Income |  |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Change in fair value | (171) | 119 | (570) | 567
Interest rate swaps - hybrid debt hedges | Other Income |  |  |  |
Derivative Instruments, Gain (Loss) [Line Items] |  |  |  |
Derivative settlements, net | 0 | (124) | 0 | (410)
Change in fair value | $ 0 | $ 830 | $ 0 | $ 2,839

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- Definition Amount of increase (decrease) in the fair value of derivatives recognized in the income statement. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b)(1) -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5618551-113959 + Details
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
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- Definition Aggregate net gain (loss) on all derivative instruments recognized in earnings during the period, before tax effects. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5618551-113959 + Details
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