XML 58 R45.htm IDEA: XBRL DOCUMENT v3.21.1
OFFSETTING ASSETS AND LIABILITIES - Offsetting of Assets (Details) - USD ($)
$ in Thousands
Mar. 31, 2021
Dec. 31, 2020
Offsetting Assets [Line Items]    
Gross Amount Of Recognized Assets $ 95,752 $ 20,999
Gross Amount Of Assets Offset In The Balance Sheet 0 0
Net Amount Of Assets Presented In The Balance Sheet 95,752 20,999
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0 0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet (21,369) (6,083)
Net Amount Of Assets 74,383 14,916
Payer Swaption [Member]    
Offsetting Assets [Line Items]    
Gross Amount Of Recognized Assets 58,643 17,433
Gross Amount Of Assets Offset In The Balance Sheet 0 0
Net Amount Of Assets Presented In The Balance Sheet 58,643 17,433
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0 0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet (13,962) (3,563)
Net Amount Of Assets 44,681 13,870
TBA Contracts [Member]    
Offsetting Assets [Line Items]    
Gross Amount Of Recognized Assets 9,456 3,559
Gross Amount Of Assets Offset In The Balance Sheet 0 0
Net Amount Of Assets Presented In The Balance Sheet 9,456 3,559
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0 0
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet (7,407) (2,520)
Net Amount Of Assets 2,049 1,039
Swap [Member]    
Offsetting Assets [Line Items]    
Gross Amount Of Recognized Assets 25,254 7
Gross Amount Of Assets Offset In The Balance Sheet 0 0
Net Amount Of Assets Presented In The Balance Sheet 25,254 7
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 25,254 $ 7
Interest Rate Floor [Member]    
Offsetting Assets [Line Items]    
Gross Amount Of Recognized Assets 2,399  
Gross Amount Of Assets Offset In The Balance Sheet 0  
Net Amount Of Assets Presented In The Balance Sheet 2,399  
Gross Amounts Of Financial Instruments Received Not Offset In Balance Sheet 0  
Gross Amounts Of Cash Collateral Received Not Offset In Balance Sheet 0  
Net Amount Of Assets $ 2,399