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Collateralized Securities Transactions (Tables)
 9 Months Ended
Sep. 30, 2018
Collateralized Securities Transactions [Abstract]  
Schedule Of Repurchase Agreements Accounted For As Secured Borrowings









 

 

 

 

 

 

 

 

 

 

 

 

 

 



 

 

 

 

 

 

 

 

 

 

 

 

 

 

SECURED BORROWINGS

(Dollars in Thousands)

September 30, 2018



 

 

 

 

 

 

 

 

 

 

 

 

 

 



Repurchase Agreements



Remaining Contractual Maturity of the Agreements

Collateral Type:

Overnight and Continuous

 

Up to 30 days

 

30 - 90 days

 

Greater than 90 days

 

Total

U.S. government agency MBS (GCF repo)

$

 5,936,630 

 

$

 27,879 

 

$

 -

 

$

 1,027,318 

 

$

 6,991,827 

MBS (gestational repo)

 

 -

 

 

 93,842 

 

 

 252,126 

 

 

 -

 

 

 345,968 

SBA loans

 

 20,125 

 

 

 -

 

 

 -

 

 

 -

 

 

 20,125 



$

 5,956,755 

 

$

 121,721 

 

$

 252,126 

 

$

 1,027,318 

 

$

 7,357,920 



 

 

 

 

 

 

 

 

 

 

 

 

 

 

Reverse repurchase agreements with FICC netted with repurchase agreements with FICC

 

$

 (2,851,292)



 

 

 

 

 

 

 

 

 

 

 

 

 

 

Securities sold under agreements to repurchase

 

 

 

 

 

 

 

 

 

 

 

 

$

 4,506,628 



 

 

 

 

 

 

 

 

 

 

 

 

 

 



Reverse Repurchase Agreements



Remaining Contractual Maturity of the Agreements

Collateral Type:

Overnight and Continuous

 

Up to 30 days

 

30 - 90 days

 

Greater than 90 days

 

Total

U.S. government agency MBS (GCF repo)

$

 1,502,941 

 

$

 3,595,560 

 

$

 847,596 

 

$

 1,024,615 

 

$

 6,970,712 

MBS (gestational repo)

 

 -

 

 

 92,856 

 

 

 252,048 

 

 

 -

 

 

 344,904 

SBA loans

 

 -

 

 

 -

 

 

 -

 

 

 -

 

 

 -



$

 1,502,941 

 

$

 3,688,416 

 

$

 1,099,644 

 

$

 1,024,615 

 

$

 7,315,616 



 

 

 

 

 

 

 

 

 

 

 

 

 

 

Reverse repurchase agreements with FICC netted with repurchase agreements with FICC

 

$

 (2,851,292)



 

 

 

 

 

 

 

 

 

 

 

 

 

 

Receivables under resale agreements

 

 

 

 

 

 

 

 

 

 

 

 

$

 4,464,324 



 

 

 

 

 

 

 

 

 

 

 

 

 

 









 

 

 

 

 

 

 

 

 

 

 

 

 

 



 

 

 

 

 

 

 

 

 

 

 

 

 

 

SECURED BORROWINGS

(Dollars in Thousands)

December 31, 2017



 

 

 

 

 

 

 

 

 

 

 

 

 

 



Repurchase Agreements



Remaining Contractual Maturity of the Agreements

Collateral Type:

Overnight and Continuous

 

Up to 30 days

 

30 - 90 days

 

Greater than 90 days

 

Total

U.S. government agency MBS (GCF repo)

$

 1,174,637 

 

$

 475,430 

 

$

 -

 

$

 -

 

$

 1,650,067 

MBS (gestational repo)

 

 -

 

 

 411,685 

 

 

 -

 

 

 -

 

 

 411,685 

SBA loans

 

 4,847 

 

 

 -

 

 

 -

 

 

 -

 

 

 4,847 



$

 1,179,484 

 

$

 887,115 

 

$

 -

 

$

 -

 

$

 2,066,599 



 

 

 

 

 

 

 

 

 

 

 

 

 

 

Reverse repurchase agreements with FICC netted with repurchase agreements with FICC

 

$

 (374,320)



 

 

 

 

 

 

 

 

 

 

 

 

 

 

Securities sold under agreements to repurchase

 

 

 

 

 

 

 

 

 

 

 

 

$

 1,692,279 



 

 

 

 

 

 

 

 

 

 

 

 

 

 



Reverse Repurchase Agreements



Remaining Contractual Maturity of the Agreements

Collateral Type:

Overnight and Continuous

 

Up to 30 days

 

30 - 90 days

 

Greater than 90 days

 

Total

U.S. government agency MBS (GCF repo)

$

 25,004 

 

$

 514,780 

 

$

 750,018 

 

$

 353,790 

 

$

 1,643,592 

MBS (gestational repo)

 

 -

 

 

 411,611 

 

 

 -

 

 

 -

 

 

 411,611 

SBA loans

 

 -

 

 

 -

 

 

 -

 

 

 -

 

 

 -



$

 25,004 

 

$

 926,391 

 

$

 750,018 

 

$

 353,790 

 

$

 2,055,203 



 

 

 

 

 

 

 

 

 

 

 

 

 

 

Reverse repurchase agreements with FICC netted with repurchase agreements with FICC

 

$

 (374,320)



 

 

 

 

 

 

 

 

 

 

 

 

 

 

Receivables under resale agreements

 

 

 

 

 

 

 

 

 

 

 

 

$

 1,680,883