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Credit Risk and Interest Rate Risk (Tables)
 6 Months Ended
Jun. 30, 2016
Offsetting [Abstract]  
Schedule of Assets and Liabilities Subject to Netting Arrangements
The following table presents information about our liabilities that are subject to such arrangements and can potentially be offset on our consolidated statements of financial condition as of June 30, 2016 and December 31, 2015.
 
June 30, 2016
 
(dollars in thousands)
 
 Gross Amounts of Recognized  Assets (Liabilities)
 Gross Amounts Offset in the Consolidated Statements of Financial Position
Net Amounts Offset in the Consolidated Statements of Financial Position
Gross Amounts Not Offset with Financial  Assets (Liabilities) in the Consolidated Statements of Financial Position  
 
 
Financial
Instruments
Cash Collateral (Received) Pledged (1)
Net Amount
Repurchase Agreements
$
(5,856,263
)
$
—

$
(5,856,263
)
$
7,315,756

$
12,156

$
1,471,649

Interest Rate Swaps - Gross Assets
146

(146
)
—

—

—

—

Interest Rate Swaps - Gross Liabilities
(97,992
)
97,992

—

—

54,180

54,180

Treasury Futures - Gross Liabilities
(15,001
)
15,001

—

—

6,190

6,190

Swaptions - Gross Assets
2,832

—

2,832

—

—

2,832

Swaptions - Gross Liabilities
(8,922
)
—

(8,922
)
10,688

—

1,766

Other Derivative Assets
—

—

—

—

—

—

Total Liabilities
$
(5,975,200
)
$
112,847

$
(5,862,353
)
$
7,326,444

$
72,526

$
1,536,617

(1) Included in other assets

 
December 31, 2015
 
(dollars in thousands)
 
 Gross Amounts of Recognized  Assets (Liabilities)
 Gross Amounts Offset in the Consolidated Statements of Financial Position
Net Amounts Offset in the Consolidated Statements of Financial Position
Gross Amounts Not Offset with Financial  Assets (Liabilities) in the Consolidated Statements of Financial Position  
 
 
Financial
Instruments
Cash Collateral (Received) Pledged (1)
Net Amount
Repurchase Agreements
$
(7,439,339
)
$
—

$
(7,439,339
)
$
8,773,285

$
37,296

$
1,371,242

Interest Rate Swaps - Gross Assets
6,166

(4,934
)
1,232

—

—

1,232

Interest Rate Swaps - Gross Liabilities
(53,777
)
47,408

(6,369
)
8,589

51,424

53,644

Treasury Futures
1,599

(192
)
1,407

—

6,420

7,827

Swaptions - Gross Assets
12,821

—

12,821

—

—

12,821

Swaptions - Gross Liabilities
(3,265
)
—

(3,265
)
—

—

(3,265
)
Total Liabilities
$
(7,475,795
)
$
42,282

$
(7,433,513
)
$
8,781,874

$
95,140

$
1,443,501

(1) Included in other assets