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Credit Risk and Interest Rate Risk (Tables)
 6 Months Ended
Jun. 30, 2019
Offsetting [Abstract]  
Schedule of assets and liabilities subject to netting arrangements The following table presents information about our liabilities that are subject to such arrangements and can potentially be offset on our consolidated statements of financial condition as of June 30, 2019 and December 31, 2018.
 
June 30, 2019
 
(dollars in thousands)
 
 Gross Amounts of Recognized  Assets (Liabilities)
 Gross Amounts Offset in the Consolidated Statements of Financial Position
Net Amounts Offset in the Consolidated Statements of Financial Position
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position  
 
 
Financial
Instruments
Cash Collateral (Received) Pledged (1)
Net Amount
Repurchase Agreements
$
(14,514,719
)
$
—

$
(14,514,719
)
$
16,393,383

$
(2,336
)
$
1,876,328

Interest Rate Swaps - Gross Assets
4,556

(4,556
)
—

—

168,804

168,804

Interest Rate Swaps - Gross Liabilities
(311,609
)
311,609

—

—

—

—

Treasury Futures - Gross Assets
—

—

—

—

4,792

4,792

Treasury Futures - Gross Liabilities
(9,247
)
9,247

—

—

—

—

Swaptions - Gross Assets
211

—

211

—

—

211

Swaptions - Gross Liabilities
—

—

—

—

—

—

Total
$
(14,830,808
)
$
316,300

$
(14,514,508
)
$
16,393,383

$
171,260

$
2,050,135

(1) Included in other assets

 
December 31, 2018
 
(dollars in thousands)
 
 Gross Amounts of Recognized  Assets (Liabilities)
 Gross Amounts Offset in the Consolidated Statements of Financial Position
Net Amounts Offset in the Consolidated Statements of Financial Position
Gross Amounts Not Offset with Financial Assets (Liabilities) in the Consolidated Statements of Financial Position  
 
 
Financial
Instruments
Cash Collateral (Received) Pledged (1)
Net Amount
Repurchase Agreements
$
(14,030,465
)
$
—

$
(14,030,465
)
$
15,831,008

$
—

$
1,800,543

Interest Rate Swaps - Gross Assets
87,451

(51,653
)
35,798

—

198,112

233,910

Interest Rate Swaps - Gross Liabilities
(169,790
)
169,790

—

—

—

—

Treasury Futures - Gross Assets
—

—

—

—

3,220

3,220

Treasury Futures - Gross Liabilities
(13,375
)
13,375

—

—

—

—

Swaptions - Gross Assets
1,670

—

1,670

—

—

1,670

Swaptions - Gross Liabilities
—

—

—

—

—

—

Total
$
(14,124,509
)
$
131,512

$
(13,992,997
)
$
15,831,008

$
201,332

$
2,039,343

(1) Included in other assets