Derivative Instruments (Tables)

6 Months Ended

Jun. 30, 2017

Derivative Instruments

Schedule of the Company’s derivatives

		As of June 30, 2017						As of December 31, 2016
				Asset		Liability				Asset		Liability
		Notional		Derivatives		Derivatives		Notional		Derivatives		Derivatives
(In Thousands)	Primary Underlying Risk	Amount		Fair Value		Fair Value		Amount		Fair Value		Fair Value
Credit Default Swaps	Credit Risk	$	15,000	$	95	$	—	$	15,000	$	173	$	–
Interest Rate Swaps	Interest rate risk		412,550		1,373		(931)		378,050		2,922		(643)
Interest rate lock commitments (IRLCs)	Interest rate risk		217,489		2,719		—		212,530		2,690		—
Total		$	645,039	$	4,187	$	(931)	$	605,580	$	5,785	$	(643)

Schedule of gains and losses on derivatives

		Three Months Ended June 30, 2017				Six Months Ended June 30, 2017
				Net Change in				Net Change in
		Net Realized		Unrealized		Net Realized		Unrealized
(In Thousands)	Income Statement Location	Gain (Loss)		Gain (Loss)		Gain (Loss)		Gain (Loss)
Credit default swaps	Net unrealized gain (loss) on financial instruments; Net realized gain (loss) on financial instruments	$	—	$	(108)	$	—	$	(78)
Interest rate swaps	Net unrealized gain (loss) on financial instruments; Net realized gain (loss) on financial instruments		(118)		(103)		(343)		32
Residential mortgage banking activities interest rate swaps	Residential mortgage banking activities, net		—		(1,606)		—		(1,869)
Interest rate lock commitments (IRLCs)	Residential mortgage banking activities, net		—		1,341		—		29
Total		$	(118)	$	(476)	$	(343)	$	(1,886)

		Three Months Ended June 30, 2016				Six Months Ended June 30, 2016
				Net Change in				Net Change in
	Income Statement	Net Realized		Unrealized		Net Realized		Unrealized
(In Thousands)	Location	Gain (Loss)		Gain (Loss)		Gain (Loss)		Gain (Loss)
Credit default swaps	Gain/loss on financial instruments	$	—	$	(116)	$	—	$	(165)
Interest rate swaps	Gain/loss on financial instruments		(564)		(645)		(1,129)		(2,872)
Total		$	(564)	$	(761)	$	(1,129)	$	(3,037)