XML 96 R84.htm IDEA: XBRL DOCUMENT v3.7.0.1
Derivative Financial Instruments - Aggregate Fair Value and Notional Amount of Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
Jun. 30, 2017
Dec. 31, 2016
Derivative [Line Items]    
Fair Value $ (56,911) $ (29,734)
Notional Amount 5,240,950 4,980,343
TBAs    
Derivative [Line Items]    
Notional Amount 1,260,000 1,360,000
Futures    
Derivative [Line Items]    
Notional Amount 36,500 88,000
Derivative Liabilities    
Derivative [Line Items]    
Fair Value (69,175) (66,329)
Notional Amount 3,092,854 2,423,362
Derivative Liabilities | Interest rate swaps    
Derivative [Line Items]    
Fair Value (18,633) (12,097)
Notional Amount 1,874,500 1,101,500
Derivative Liabilities | Interest rate swaps | Cash Flow Hedging    
Derivative [Line Items]    
Fair Value (45,454) (44,822)
Notional Amount 139,500 139,500
Derivative Liabilities | TBAs    
Derivative [Line Items]    
Fair Value (1,506) (4,681)
Notional Amount 330,000 510,000
Derivative Liabilities | Futures    
Derivative [Line Items]    
Fair Value (163) (928)
Notional Amount 29,000 87,500
Derivative Liabilities | Loan purchase commitments    
Derivative [Line Items]    
Fair Value (3,419) (3,801)
Notional Amount 719,854 584,862
Derivative Assets    
Derivative [Line Items]    
Fair Value 12,264 36,595
Notional Amount 2,148,096 2,556,981
Derivative Assets | Interest rate swaps    
Derivative [Line Items]    
Fair Value 3,466 19,859
Notional Amount 376,000 1,009,000
Derivative Assets | TBAs    
Derivative [Line Items]    
Fair Value 3,381 8,300
Notional Amount 930,000 850,000
Derivative Assets | Futures    
Derivative [Line Items]    
Fair Value 9 0
Notional Amount 7,500 0
Derivative Assets | Swaptions    
Derivative [Line Items]    
Fair Value 869 5,121
Notional Amount 300,000 345,000
Derivative Assets | Loan purchase commitments    
Derivative [Line Items]    
Fair Value 4,539 3,315
Notional Amount $ 534,596 $ 352,981