XML 71 R57.htm IDEA: XBRL DOCUMENT v3.19.1
Derivative Instruments, Offsetting Assets (Details) - USD ($)
$ in Thousands
Dec. 31, 2018
Dec. 31, 2017
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets or liabilities $ 24,439 $ 13,830
Gross amounts offset in the consolidated balance sheet (181) 0
Net amounts of assets presented in the consolidated balance sheet 24,258 13,830
Gross amounts not offset in the consolidated balance sheet in financial instruments (23,571) (13,830)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) (687) 0
Net amount 0 0
Interest Rate Swaps [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets or liabilities 23,176 12,994
Gross amounts offset in the consolidated balance sheet 0 0
Net amounts of assets presented in the consolidated balance sheet 23,176 12,994
Gross amounts not offset in the consolidated balance sheet in financial instruments (23,176) (12,994)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount 0 0
Swaptions [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets or liabilities 170 802
Gross amounts offset in the consolidated balance sheet 0 0
Net amounts of assets presented in the consolidated balance sheet 170 802
Gross amounts not offset in the consolidated balance sheet in financial instruments (170) (802)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount 0 0
TBAs [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets or liabilities 349 34
Gross amounts offset in the consolidated balance sheet (181) 0
Net amounts of assets presented in the consolidated balance sheet 168 34
Gross amounts not offset in the consolidated balance sheet in financial instruments (168) (34)
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) 0 0
Net amount 0 $ 0
Treasury Futures [Member]    
Offsetting Derivative Assets [Abstract]    
Gross amounts of recognized assets or liabilities 744  
Gross amounts offset in the consolidated balance sheet 0  
Net amounts of assets presented in the consolidated balance sheet 744  
Gross amounts not offset in the consolidated balance sheet in financial instruments (57)  
Gross amounts not offset in the consolidated balance sheet in cash collateral received (pledged) (687)  
Net amount $ 0