XML 51 R29.htm IDEA: XBRL DOCUMENT v3.7.0.1
Derivatives Offsetting Liabilities (Details) - USD ($)
$ in Thousands
Jun. 30, 2017
Dec. 31, 2016
Offsetting Liabilities [Line Items]    
Derivative Liability, Fair Value, Gross Liability $ 1,686 $ 6,922
Derivative Liability, Fair Value, Amount Not Offset Against Collateral 1,686 6,922
Derivative, Collateral, Right to Reclaim Securities [1] (18) (6,913)
Derivative, Collateral, Right to Reclaim Cash (961) 0
Derivative Liability, Fair Value, Amount Offset Against Collateral 707 9
Interest Rate Swap    
Offsetting Liabilities [Line Items]    
Derivative Liability, Fair Value, Gross Liability 18 6,922
Derivative Liability, Fair Value, Amount Not Offset Against Collateral 18 6,922
Derivative, Collateral, Right to Reclaim Securities [1] (18) (6,913)
Derivative, Collateral, Right to Reclaim Cash 0 0
Derivative Liability, Fair Value, Amount Offset Against Collateral 0 $ 9
TBA security    
Offsetting Liabilities [Line Items]    
Derivative Liability, Fair Value, Gross Liability 1,668  
Derivative Liability, Fair Value, Amount Not Offset Against Collateral 1,668  
Derivative, Collateral, Right to Reclaim Securities [1] 0  
Derivative, Collateral, Right to Reclaim Cash (961)  
Derivative Liability, Fair Value, Amount Offset Against Collateral $ 707  
[1] Amounts disclosed for collateral received by or posted to the same counterparty include cash and the fair value of MBS up to and not exceeding the net amount of the asset or liability presented in the balance sheet. The fair value of the actual collateral received by or posted to the same counterparty may exceed the amounts presented.