The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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The premium (cost) of a hedge, expensed during the period.

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Nominal or face amount used to calculate payments on the derivative liability.

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The carrying value as of the balance sheet date of the assets received as collateral against securities loaned to other broker-dealers. Borrowers of securities generally are required to provide collateral to the lenders of securities, commonly cash but sometimes other securities or standby letters of credit, with a value slightly higher than that of the securities borrowed. In instances where the entity is permitted to sell or re-pledge these securities, the entity reports the fair value of the collateral received and the related obligation to return the collateral as a liability.

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Fair value of financial instrument held by the entity for its own account (proprietary securities) for trading or investment purposes that are carried at fair value and pledged to counterparties as collateral for financing transactions.

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Derivatives and Hedging Activities (Details Textual) - USD ($)	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
Interest Rate Lock Commitments
Derivative financial instruments
Off-balance Sheet Commitments	$ 82,604,000		$ 59,974,000
Interest Rate Swap One
Derivative financial instruments
Forecasted Notional Amount	160,000,000
Interest Rate Swap Two
Derivative financial instruments
Forecasted Notional Amount	100,000,000
Interest Rate Swaps
Derivative financial instruments
Interest expense recorded on interest rate swap	1,976,000	$ 1,976,000
Unrealized loss to be reclassified within twelve months	1,118,000
Investment securities pledged as collateral	6,402,000
Collateral pledged from the counterparties to the Company	0
Forward commitments to sell TBA securities
Derivative financial instruments
Forecasted Notional Amount	$ 52,500,000		$ 40,750,000