XML 116 R102.htm IDEA: XBRL DOCUMENT v3.19.2
Derivative Financial Instruments - Aggregate Fair Value and Notional Amount of Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
Jun. 30, 2019
Dec. 31, 2018
Derivative [Line Items]    
Fair Value $ (147,238) $ (49,066)
Notional Amount 7,597,742 5,911,385
TBAs    
Derivative [Line Items]    
Notional Amount 2,100,000 1,460,000
Derivative Liabilities    
Derivative [Line Items]    
Fair Value (173,847) (84,855)
Notional Amount 4,618,911 2,953,724
Derivative Liabilities | Interest rate swaps    
Derivative [Line Items]    
Fair Value (118,609) (36,416)
Notional Amount 3,084,300 1,742,000
Derivative Liabilities | Interest rate swaps | Cash Flow Hedging    
Derivative [Line Items]    
Fair Value (49,827) (34,492)
Notional Amount 139,500 139,500
Derivative Liabilities | TBAs    
Derivative [Line Items]    
Fair Value (4,639) (13,215)
Notional Amount 1,150,000 935,000
Derivative Liabilities | Loan purchase commitments    
Derivative [Line Items]    
Fair Value (772) (732)
Notional Amount 245,111 137,224
Derivative Assets    
Derivative [Line Items]    
Fair Value 26,609 35,789
Notional Amount 2,978,831 2,957,661
Derivative Assets | Interest rate swaps    
Derivative [Line Items]    
Fair Value 18,576 28,211
Notional Amount 1,053,000 2,106,500
Derivative Assets | TBAs    
Derivative [Line Items]    
Fair Value 1,784 4,665
Notional Amount 950,000 520,000
Derivative Assets | Swaptions    
Derivative [Line Items]    
Fair Value 682 0
Notional Amount 200,000 0
Derivative Assets | Loan purchase commitments    
Derivative [Line Items]    
Fair Value 5,567 2,913
Notional Amount $ 775,831 $ 331,161