XML 112 R98.htm IDEA: XBRL DOCUMENT v3.19.1
Derivative Financial Instruments - Aggregate Fair Value and Notional Amount of Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
Mar. 31, 2019
Dec. 31, 2018
Derivative [Line Items]    
Fair Value $ (88,659) $ (49,066)
Notional Amount 7,052,359 5,911,385
TBAs    
Derivative [Line Items]    
Notional Amount 2,180,000 1,460,000
Derivative Liabilities    
Derivative [Line Items]    
Fair Value (110,942) (84,855)
Notional Amount 3,881,623 2,953,724
Derivative Liabilities | Interest rate swaps    
Derivative [Line Items]    
Fair Value (60,265) (36,416)
Notional Amount 2,296,000 1,742,000
Derivative Liabilities | Interest rate swaps | Cash Flow Hedging    
Derivative [Line Items]    
Fair Value (40,296) (34,492)
Notional Amount 139,500 139,500
Derivative Liabilities | TBAs    
Derivative [Line Items]    
Fair Value (9,609) (13,215)
Notional Amount 1,265,000 935,000
Derivative Liabilities | Loan purchase commitments    
Derivative [Line Items]    
Fair Value (772) (732)
Notional Amount 181,123 137,224
Derivative Assets    
Derivative [Line Items]    
Fair Value 22,283 35,789
Notional Amount 3,170,736 2,957,661
Derivative Assets | Interest rate swaps    
Derivative [Line Items]    
Fair Value 11,490 28,211
Notional Amount 1,674,000 2,106,500
Derivative Assets | TBAs    
Derivative [Line Items]    
Fair Value 5,826 4,665
Notional Amount 910,000 520,000
Derivative Assets | Loan purchase commitments    
Derivative [Line Items]    
Fair Value 4,967 2,913
Notional Amount $ 586,736 $ 331,161