XML 51 R40.htm IDEA: XBRL DOCUMENT v3.19.1
Derivative Instruments (Gross Notional Amount and Fair Value of Derivatives Contracts) (Details) - USD ($)
$ in Thousands
Mar. 31, 2019
Dec. 31, 2018
Derivative [Line Items]    
Notional $ 152,738,492 $ 147,248,020
Assets 4,467,949 4,847,794
Liabilities (2,260,681) (2,140,789)
Derivatives Designated as Hedge Accounting Instruments:    
Derivative [Line Items]    
Notional 838,657 768,075
Assets 33,158 33,348
Liabilities (20,530) (21,794)
Derivatives Designated as Hedge Accounting Instruments: | Foreign Currency Swaps    
Derivative [Line Items]    
Notional 838,657 768,075
Assets 33,158 33,348
Liabilities (20,530) (21,794)
Derivatives Not Qualifying as Hedge Accounting Instruments:    
Derivative [Line Items]    
Notional 151,899,835 146,479,945
Assets 4,434,791 4,814,446
Liabilities (2,240,151) (2,118,995)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Foreign Currency Swaps    
Derivative [Line Items]    
Notional 216,835 231,245
Assets 10,332 11,659
Liabilities (1,580) (2,850)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Credit Default Swap    
Derivative [Line Items]    
Notional 100 0
Assets 0 0
Liabilities (2) 0
Derivatives Not Qualifying as Hedge Accounting Instruments: | Interest Rate Futures    
Derivative [Line Items]    
Notional 2,867,600 908,100
Assets 463 4,380
Liabilities (7,020) (664)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Interest Rate Swaps    
Derivative [Line Items]    
Notional 86,415,325 82,172,825
Assets 3,904,603 3,344,033
Liabilities (1,093,824) (1,395,270)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Interest Rate Options    
Derivative [Line Items]    
Notional 18,435,000 19,255,000
Assets 159,096 139,765
Liabilities (268,250) (245,523)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Interest Rate Forwards    
Derivative [Line Items]    
Notional 501,438 1,713,947
Assets 29,715 56,562
Liabilities 0 (1,976)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Foreign Currency Forwards    
Derivative [Line Items]    
Notional 20,058 19,467
Assets 154 287
Liabilities (55) (27)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Equity Futures    
Derivative [Line Items]    
Notional 1,188,970 860,718
Assets 0 0
Liabilities (6,867) (6,629)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Total Return Swaps    
Derivative [Line Items]    
Notional 14,958,889 14,456,836
Assets 69,834 986,130
Liabilities (519,910) (53,235)
Derivatives Not Qualifying as Hedge Accounting Instruments: | Equity Options    
Derivative [Line Items]    
Notional 27,295,620 26,861,807
Assets 260,594 271,630
Liabilities $ (342,643) $ (412,821)