XML 22 R47.htm IDEA: XBRL DOCUMENT v3.20.1
Offsetting of Assets and Liabilities (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Offsetting Assets and Liabilities [Line Items]    
Derivative Asset, Fair Value, Gross Asset $ 1,732  
Derivative Asset, Fair Value, Gross Liability 0  
Financial derivatives–assets, at fair value 1,732 $ 4,180
Reverse repurchase agreements 2,218 2,084
Financial derivatives–liabilities, at fair value (20,234) (2,047)
Repurchase agreements (1,109,342) (1,296,272)
Derivative Liability, Fair Value, Amount Offset Against Collateral (1,276) (1,756)
Securities sold under agreements to repurchase available for offset (2,218) (2,084)
Derivative Asset, Fair Value, Amount Offset Against Collateral 1,276 1,756
Securities purchased under agreements to resell available for offset 2,218 2,084
Derivative, Collateral, Obligation to Return Cash 0 0
Cash collateral received 0 0
Derivative, Collateral, Right to Reclaim Cash 18,334 211
Cash Collateral Pledged 20,470 24,924
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Arrangement, Policy Election 456 2,424
Securities Purchased under Agreements to Resell, Gross 28,288  
Securities Purchased under Agreements to Resell, Liability (26,070)  
Reverse Repurchase Agreements and Related Collateral Net 0 0
Derivative Liability, Fair Value, Gross Liability (20,234)  
Derivatives and related collateral, net (624) (80)
Securities Sold under Agreements to Repurchase, Gross (1,135,412)  
Securities Sold under Agreements to Repurchase, Asset 26,070  
Repurchase agreements and related collateral, net 0 0
Securities Sold under Agreements to Repurchase, Fair Value of Collateral 1,200,000 1,300,000
Derivative Financial Instruments, Assets [Member]    
Offsetting Assets and Liabilities [Line Items]    
Excess cash collateral 300 8,300
Derivative Financial Instruments, Liabilities [Member]    
Offsetting Assets and Liabilities [Line Items]    
Excess cash collateral 8,200 1,100
Repurchase Agreements [Member]    
Offsetting Assets and Liabilities [Line Items]    
Financial Instruments Pledged as Collateral 1,086,654 1,269,264
Reverse Repurchase Agreements [Member]    
Offsetting Assets and Liabilities [Line Items]    
Financial Instruments Pledged as Collateral 0 0
Derivative Financial Instruments, Assets [Member]    
Offsetting Assets and Liabilities [Line Items]    
Financial Instruments Pledged as Collateral 0 0
Derivative Financial Instruments, Liabilities [Member]    
Offsetting Assets and Liabilities [Line Items]    
Financial Instruments Pledged as Collateral $ 0 $ 0