XML 65 R40.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
REPURCHASE AGREEMENTS AND OTHER BORROWINGS - Remaining Maturities (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Assets Sold under Agreements to Repurchase [Line Items]    
Fair Value of securities pledged, including accrued interest receivable $ 3,596,721 $ 3,214,369
Repurchase agreement liabilities associated with these liabilities $ 3,448,106 $ 3,025,052
Net weighted average borrowing rate 2.03% 2.65%
Overnight (1 Day or Less) [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair Value of securities pledged, including accrued interest receivable $ 0 $ 0
Repurchase agreement liabilities associated with these liabilities $ 0 $ 0
Net weighted average borrowing rate 0.00% 0.00%
Between 2 and 30 Days [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair Value of securities pledged, including accrued interest receivable $ 2,470,263 $ 1,720,804
Repurchase agreement liabilities associated with these liabilities $ 2,361,378 $ 1,611,185
Net weighted average borrowing rate 2.04% 2.72%
Between 31 and 90 Days [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair Value of securities pledged, including accrued interest receivable $ 1,005,517 $ 1,493,565
Repurchase agreement liabilities associated with these liabilities $ 964,368 $ 1,413,867
Net weighted average borrowing rate 1.94% 2.57%
Greater Than 90 days [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair Value of securities pledged, including accrued interest receivable $ 120,941 $ 0
Repurchase agreement liabilities associated with these liabilities $ 122,360 $ 0
Net weighted average borrowing rate 2.60% 0.00%