XML 117 R99.htm IDEA: XBRL DOCUMENT v3.6.0.2
Derivative Financial Instruments - Aggregate Fair Value and Notional Amount of Derivative Financial Instruments (Details) - USD ($)
$ in Thousands
Dec. 31, 2016
Dec. 31, 2015
Derivative [Line Items]    
Fair Value $ (29,734) $ (46,401)
Notional Amount 4,980,343 6,483,976
Derivative Liabilities    
Derivative [Line Items]    
Fair Value (66,329) (62,794)
Notional Amount 2,423,362 3,083,315
Derivative Assets    
Derivative [Line Items]    
Fair Value 36,595 16,393
Notional Amount 2,556,981 3,400,661
Interest rate agreements | Cash Flow Hedging    
Derivative [Line Items]    
Notional Amount 140,000  
Interest rate agreements | Derivative Liabilities    
Derivative [Line Items]    
Fair Value (12,097) (10,134)
Notional Amount 1,101,500 1,039,500
Interest rate agreements | Derivative Liabilities | Cash Flow Hedging    
Derivative [Line Items]    
Fair Value (44,822) (48,232)
Notional Amount 139,500 139,500
Interest rate agreements | Derivative Assets    
Derivative [Line Items]    
Fair Value 19,859 2,590
Notional Amount 1,009,000 658,000
TBAs    
Derivative [Line Items]    
Notional Amount 1,360,000 2,480,000
TBAs | Derivative Liabilities    
Derivative [Line Items]    
Fair Value (4,681) (2,519)
Notional Amount 510,000 1,450,500
TBAs | Derivative Assets    
Derivative [Line Items]    
Fair Value 8,300 2,734
Notional Amount 850,000 1,028,500
Futures    
Derivative [Line Items]    
Notional Amount 88,000 78,000
Futures | Derivative Liabilities    
Derivative [Line Items]    
Fair Value (928) (445)
Notional Amount 87,500 78,000
Swaptions | Derivative Assets    
Derivative [Line Items]    
Fair Value 5,121 5,191
Notional Amount 345,000 925,000
Credit default index swaps | Derivative Assets    
Derivative [Line Items]    
Fair Value 0 1,207
Notional Amount 0 25,000
Loan purchase commitments | Derivative Liabilities    
Derivative [Line Items]    
Fair Value (3,801) (1,464)
Notional Amount 584,862 375,815
Loan purchase commitments | Derivative Assets    
Derivative [Line Items]    
Fair Value 3,315 4,671
Notional Amount $ 352,981 $ 764,161