XML 96 R85.htm IDEA: XBRL DOCUMENT v3.8.0.1
Derivative Financial Instruments - Aggregate Fair Value and Notional Amount of Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
Mar. 31, 2018
Dec. 31, 2017
Derivative [Line Items]    
Fair Value $ 7,343 $ (47,363)
Notional Amount 7,639,175 6,644,081
TBAs    
Derivative [Line Items]    
Notional Amount 2,630,000 1,700,000
Futures    
Derivative [Line Items]    
Notional Amount 15,000 8,000
Derivative Liabilities    
Derivative [Line Items]    
Fair Value (56,201) (63,081)
Notional Amount 2,684,123 3,485,466
Derivative Liabilities | Interest rate swaps    
Derivative [Line Items]    
Fair Value (11,346) (11,888)
Notional Amount 451,500 1,248,000
Derivative Liabilities | Interest rate swaps | Cash Flow Hedging    
Derivative [Line Items]    
Fair Value (35,167) (43,679)
Notional Amount 139,500 139,500
Derivative Liabilities | TBAs    
Derivative [Line Items]    
Fair Value (5,457) (3,808)
Notional Amount 1,110,000 1,400,000
Derivative Liabilities | Futures    
Derivative [Line Items]    
Fair Value (357) 0
Notional Amount 15,000 0
Derivative Liabilities | Loan purchase commitments    
Derivative [Line Items]    
Fair Value (2,605) (3,706)
Notional Amount 627,803 697,966
Derivative Liabilities | Loan forward sale commitments    
Derivative [Line Items]    
Fair Value (1,269) 0
Notional Amount 340,320 0
Derivative Assets    
Derivative [Line Items]    
Fair Value 63,544 15,718
Notional Amount 4,955,052 3,158,615
Derivative Assets | Interest rate swaps    
Derivative [Line Items]    
Fair Value 50,919 10,122
Notional Amount 2,869,500 1,765,000
Derivative Assets | TBAs    
Derivative [Line Items]    
Fair Value 8,625 133
Notional Amount 1,515,000 295,000
Derivative Assets | Futures    
Derivative [Line Items]    
Fair Value 0 1
Notional Amount 0 7,500
Derivative Assets | Swaptions    
Derivative [Line Items]    
Fair Value 0 42
Notional Amount 0 200,000
Derivative Assets | Loan purchase commitments    
Derivative [Line Items]    
Fair Value 4,000 3,243
Notional Amount 570,552 547,434
Derivative Assets | Loan forward sale commitments    
Derivative [Line Items]    
Fair Value 0 2,177
Notional Amount $ 0 $ 343,681