XML 121 R111.htm IDEA: XBRL DOCUMENT v3.19.2
Balance Sheet Offsetting - Liabilities (Details) - USD ($)
$ in Thousands
Jun. 30, 2019
Dec. 31, 2018
Total    
Gross Amounts of Recognized Liabilities $ 1,989,775 $ 1,782,166
Gross Amounts Offset in the Balance Sheet (239) (15)
Net Amounts of Liabilities Presented in the Balance Sheet 1,989,536 1,782,151
Gross Amounts Not Offset in the Balance Sheet    
Financial Instruments (1,930,484) (1,720,468)
Net Amount 59,052 61,683
Institutional Counterparties    
Securities loaned:    
Gross Amounts of Recognized Liabilities 1,459,218 1,186,073
Net Amounts of Liabilities Presented in the Balance Sheets 1,459,218 1,186,073
Gross Amounts Not Offset in the Balance Sheet    
Financial Instruments (1,410,580) (1,136,033)
Net Amount 48,638 50,040
Institutional Counterparties | Interest Rate Options    
Derivatives:    
Gross Amounts of Recognized Liabilities 1 49
Net Amounts of Liabilities Presented in the Balance Sheet 1 49
Gross Amounts Not Offset in the Balance Sheet    
Net Amount 1 49
Institutional Counterparties | Interest rate swaps    
Derivatives:    
Gross Amounts of Recognized Liabilities 66 6
Net Amounts of Liabilities Presented in the Balance Sheet 66 6
Gross Amounts Not Offset in the Balance Sheet    
Net Amount 66 6
Institutional Counterparties | Repurchase agreements    
Repurchase agreements:    
Gross Amounts of Recognized Liabilities 488,042 533,441
Net Amounts of Liabilities Presented in the Balance Sheet 488,042 533,441
Gross Amounts Not Offset in the Balance Sheet    
Financial Instruments (488,042) (533,441)
Net Amount 0 0
Institutional Counterparties | Forward MBS Derivatives    
Derivatives:    
Gross Amounts of Recognized Liabilities 21,647 19,331
Gross Amounts Offset in the Balance Sheet (239) (15)
Net Amounts of Liabilities Presented in the Balance Sheet 21,408 19,316
Gross Amounts Not Offset in the Balance Sheet    
Financial Instruments (11,061) (7,728)
Net Amount 10,347 11,588
Customer Counterparties | Repurchase agreements    
Repurchase agreements:    
Gross Amounts of Recognized Liabilities 20,801 43,266
Net Amounts of Liabilities Presented in the Balance Sheet 20,801 43,266
Gross Amounts Not Offset in the Balance Sheet    
Financial Instruments (20,801) (43,266)
Net Amount $ 0 $ 0