Credit Risk and Interest Rate Risk (Tables)

6 Months Ended

Jun. 30, 2018

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, 2018 and December 31, 2017.

	June 30, 2018
	(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	$	(9,127,048	)	$	—		$	(9,127,048	)	$	10,626,383	$	—	$	1,499,335
Interest Rate Swaps - Gross Assets	166,115			(42,140		)	123,975			—		16,079		140,054
Interest Rate Swaps - Gross Liabilities	(16,730		)	16,730			—			—		—		—
Treasury Futures - Gross Assets	2,949			—			2,949			—		2,105		5,054
Treasury Futures - Gross Liabilities	—			—			—			—		—		—
Swaptions - Gross Assets	2,417			—			2,417			—		—		2,417
Swaptions - Gross Liabilities	—			—			—			—		—		—
Total Liabilities	$	(8,972,297	)	$	(25,410	)	$	(8,997,707	)	$	10,626,383	$	18,184	$	1,646,860

(1) Included in other assets

	December 31, 2017
	(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	$	(7,250,452	)	$	—		$	(7,250,452	)	$	8,788,680	$	1,156	$	1,539,384
Interest Rate Swaps - Gross Assets	44,874			(1,617		)	43,257			—		11,570		54,827
Interest Rate Swaps - Gross Liabilities	(1,617		)	1,617			—			—		—		—
Treasury Futures - Gross Assets	3,552			—			3,552			—		376		3,928
Treasury Futures - Gross Liabilities	—			—			—			—		—		—
Swaptions - Gross Assets	2,105			—			2,105			—		—		2,105
Swaptions - Gross Liabilities	(320		)	—			(320		)	—		—		(320		)
Total Liabilities	$	(7,201,858	)	$	—		$	(7,201,858	)	$	8,788,680	$	13,102	$	1,599,924

(1) Included in other assets