XML 117 R102.htm IDEA: XBRL DOCUMENT v3.10.0.1
Derivative Financial Instruments - Aggregate Fair Value and Notional Amount of Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
Dec. 31, 2018
Dec. 31, 2017
Derivative [Line Items]    
Fair Value $ (49,066) $ (47,363)
Notional Amount 5,911,385 6,644,081
Derivative Liabilities    
Derivative [Line Items]    
Fair Value (84,855) (63,081)
Notional Amount 2,953,724 3,485,466
Derivative Assets    
Derivative [Line Items]    
Fair Value 35,789 15,718
Notional Amount 2,957,661 3,158,615
Interest rate agreements | Derivative Liabilities    
Derivative [Line Items]    
Fair Value (36,416) (11,888)
Notional Amount 1,742,000 1,248,000
Interest rate agreements | Derivative Liabilities | Cash Flow Hedging    
Derivative [Line Items]    
Fair Value (34,492) (43,679)
Notional Amount 139,500 139,500
Interest rate agreements | Derivative Assets    
Derivative [Line Items]    
Fair Value 28,211 10,122
Notional Amount 2,106,500 1,765,000
TBAs    
Derivative [Line Items]    
Notional Amount 1,460,000 1,700,000
TBAs | Derivative Liabilities    
Derivative [Line Items]    
Fair Value (13,215) (3,808)
Notional Amount 935,000 1,400,000
TBAs | Derivative Assets    
Derivative [Line Items]    
Fair Value 4,665 133
Notional Amount 520,000 295,000
Futures    
Derivative [Line Items]    
Notional Amount   8,000
Futures | Derivative Assets    
Derivative [Line Items]    
Fair Value 0 1
Notional Amount 0 7,500
Swaptions | Derivative Assets    
Derivative [Line Items]    
Fair Value 0 42
Notional Amount 0 200,000
Loan purchase commitments | Derivative Liabilities    
Derivative [Line Items]    
Fair Value (732) (3,706)
Notional Amount 137,224 697,966
Loan purchase commitments | Derivative Assets    
Derivative [Line Items]    
Fair Value 2,913 3,243
Notional Amount 331,161 547,434
Loan forward sale commitments | Derivative Assets    
Derivative [Line Items]    
Fair Value 0 2,177
Notional Amount $ 0 $ 343,681