XML 87 R74.htm IDEA: XBRL DOCUMENT v3.19.1
DERIVATIVE INSTRUMENTS - Schedule of Derivatives Outstanding (Details) - USD ($)
3 Months Ended 12 Months Ended
Mar. 31, 2019
Dec. 31, 2018
Derivative [Line Items]    
Notional $ 454,571,000 $ 578,971,000
Fair value, asset [1] 1,632,000 0
Fair value, liability [1] 0 975,000
1 Month LIBOR    
Derivative [Line Items]    
Notional 69,571,000 69,571,000
Fair value, asset 0 0
Fair value, liability $ 0 $ 0
Remaining maturity 1 year 1 month 9 days 1 year 4 months 6 days
Futures    
Derivative [Line Items]    
Notional $ 385,000,000 $ 509,400,000
Fair value, asset 1,582,000 0
Fair value, liability 0 975,000
5-year Swap    
Derivative [Line Items]    
Notional 188,400,000 274,900,000
Fair value, asset 774,000 0
Fair value, liability $ 0 $ 526,000
Remaining maturity 3 months 3 months
10-year Swap    
Derivative [Line Items]    
Notional $ 189,800,000 $ 227,700,000
Fair value, asset 780,000 0
Fair value, liability $ 0 $ 436,000
Remaining maturity 3 months 3 months
5-year U.S. Treasury Note    
Derivative [Line Items]    
Notional $ 6,800,000 $ 6,800,000
Fair value, asset 28,000 0
Fair value, liability $ 0 $ 13,000
Remaining maturity 3 months 3 months
Credit Risk Contract VIX    
Derivative [Line Items]    
Notional $ 300  
Fair value, asset 50,000  
Fair value, liability $ 0  
Remaining maturity 1 month 17 days  
Credit Derivatives    
Derivative [Line Items]    
Notional $ 0  
Fair value, asset 50,000  
Fair value, liability $ 0  
[1] Includes amounts relating to consolidated variable interest entities. See Note 3.