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Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2020

Agency Business

Schedule of non-qualifying derivative financial instruments

A summary of our non-qualifying derivative financial instruments is as follows ($ in thousands):


		June 30, 2020
									Fair Value
				Notional			Balance Sheet		Derivative			Derivative
Derivative		Count		Value			Location		Assets			Liabilities
Agency Business
Rate Lock Commitments		5		$	29,070		Other Assets/Other Liabilities		$	549		$	(128)
Forward Sale Commitments		54			373,468		Other Assets/Other Liabilities			1,665			(91)
Swap Futures		40			4,000					—			—
				$	406,538				$	2,214		$	(219)

Structured Business
Swap Futures		345		$	34,500					—			—


		December 31, 2019
Agency Business
Rate Lock Commitments		5		$	37,657		Other Assets/Other Liabilities		$	1,066		$	(202)
Forward Sale Commitments		79			483,576		Other Assets/Other Liabilities			369			(2,895)
Swap Futures		3,274			327,400					—			—
				$	848,633				$	1,435		$	(3,097)

Structured Business
Swap Futures		271		$	27,100					—			—