XML 64 R49.htm IDEA: XBRL DOCUMENT v3.8.0.1
OFFSETTING ASSETS AND LIABILITIES - Offsetting of Assets (Details) - USD ($)
Mar. 31, 2018
Dec. 31, 2017
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset $ 36,179,000 $ 17,160,000
Gross Amount Of Assets Offset In The Balance Sheet 0 0
Net Amount Of Assets Presented In The Balance Sheet 36,179,000 17,160,000
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0 0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet (7,169,000) (3,415,000)
Net Amount Of Assets 29,010,000 13,745,000
Swap [Member]    
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset 25,107,000 13,745,000
Gross Amount Of Assets Offset In The Balance Sheet 0 0
Net Amount Of Assets Presented In The Balance Sheet 25,107,000 13,745,000
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0 0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet 0 0
Net Amount Of Assets 25,107,000 13,745,000
TBA securities [Member]    
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset 16,000 10,000
Gross Amount Of Assets Offset In The Balance Sheet 0 0
Net Amount Of Assets Presented In The Balance Sheet 16,000 10,000
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0 0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet 0 (10,000)
Net Amount Of Assets 16,000 0
Payer Swaption [Member]    
Offsetting Assets [Line Items]    
Derivative Asset, Fair Value, Gross Asset 11,056,000 3,405,000
Gross Amount Of Assets Offset In The Balance Sheet 0 0
Net Amount Of Assets Presented In The Balance Sheet 11,056,000 3,405,000
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0 0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet (7,169,000) (3,405,000)
Net Amount Of Assets $ 3,887,000 $ 0