Derivative Financial Instruments and Hedging (Tables)

12 Months Ended

Dec. 31, 2018

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Gross Notional and Fair Value of Derivatives

The following table summarizes the gross notional and fair value amounts of derivatives (on a gross basis) categorized by underlying risk:

	As of December 31, 2018						As of December 31, 2017
	Notional values		Asset derivatives		Liability derivatives		Notional values		Asset derivatives		Liability derivatives
Interest rate risk:
Interest rate lock commitments	$	122,477	$	3,460	$	—	$	190,645	$	4,808	$	—
Forward delivery contracts	41,383		5		52		71,152		30		—
TBA mortgage backed securities	129,000		39		824		197,000		175		117
Total	$	292,860	$	3,504	$	876	$	458,797	$	5,013	$	117

Schedule of Fair Value and Related Outstanding Notional Amounts of Cash Flow Hedging Derivative

The following table presents the fair value and the related outstanding notional amounts of the Company's cash flow hedging derivative instruments and indicates where the Company records each amount in its consolidated balance sheets:

		As of
	Balance Sheet Location	December 31, 2018 (1)		December 31, 2017
Unrealized gain (loss), net of tax, on the fair value of interest rate swaps	AOCI	$	—	$	2,074

(1) Deconsolidated of as part of the sale of Care. See Note (3) Dispositions, Assets Held for Sale and Discontinued Operations.

Schedule of Pretax Impact of Cash Flow Hedging Derivative

The following table presents the pretax impact of the cash flow hedging derivative instruments on the consolidated financial statements for the following periods:

	Year Ended December 31,
	2018			2017		2016
Gains (losses) recognized in AOCI on the derivative-effective portion	$	1,111		$	282	$	2,210
(Gains) losses reclassified from AOCI into income-effective portion	$	(3,845	)	$	184	$	121
Gains (losses) recognized in income on the derivative-ineffective portion	$	—		$	—	$	240