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Derivative Instruments - Interest Rate Swaps (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Interest Rate Swaps | Derivative Instruments Not Accounted as Hedges Under GAAP | Fixed Income Interest Rate    
Currency swaps and forwards    
Notional Amount $ 2,551,000 $ 3,127,800
Average Fixed Pay Rate 2.20% 2.30%
Average Floating Receive Rate 2.00% 2.60%
Average Maturity (Years) 7 years 1 month 6 days 6 years
Interest Rate Swaps | Derivative Instruments Not Accounted as Hedges Under GAAP | Variable Pay Rate    
Currency swaps and forwards    
Notional Amount $ 1,405,000 $ 728,400
Average Fixed Pay Rate 2.00% 2.50%
Average Floating Receive Rate 1.90% 2.40%
Average Maturity (Years) 3 years 6 months 8 years 3 months 18 days
Interest Rate Swaps | Derivative Instruments Not Accounted as Hedges Under GAAP | 1 year or less | Fixed Income Interest Rate    
Currency swaps and forwards    
Notional Amount $ 200,000 $ 400,000
Average Fixed Pay Rate 1.80% 1.50%
Average Floating Receive Rate 1.90% 2.80%
Average Maturity (Years) 4 months 24 days 6 months
Interest Rate Swaps | Derivative Instruments Not Accounted as Hedges Under GAAP | Greater than 1 years and less than 3 years | Fixed Income Interest Rate    
Currency swaps and forwards    
Notional Amount   $ 200,000
Average Fixed Pay Rate   1.80%
Average Floating Receive Rate   2.60%
Average Maturity (Years)   1 year 4 months 24 days
Interest Rate Swaps | Derivative Instruments Not Accounted as Hedges Under GAAP | Greater than 1 years and less than 3 years | Variable Pay Rate    
Currency swaps and forwards    
Notional Amount $ 810,000  
Average Fixed Pay Rate 2.00%  
Average Floating Receive Rate 2.00%  
Average Maturity (Years) 1 year 7 months 6 days  
Interest Rate Swaps | Derivative Instruments Not Accounted as Hedges Under GAAP | Greater than 3 years and less than 5 years | Fixed Income Interest Rate    
Currency swaps and forwards    
Notional Amount $ 622,400 $ 1,104,700
Average Fixed Pay Rate 2.60% 2.30%
Average Floating Receive Rate 1.90% 2.50%
Average Maturity (Years) 4 years 1 month 6 days 3 years 9 months 18 days
Interest Rate Swaps | Derivative Instruments Not Accounted as Hedges Under GAAP | Greater than 3 years and less than 5 years | Variable Pay Rate    
Currency swaps and forwards    
Notional Amount $ 550,000  
Average Fixed Pay Rate 1.90%  
Average Floating Receive Rate 1.60%  
Average Maturity (Years) 5 years  
Interest Rate Swaps | Derivative Instruments Not Accounted as Hedges Under GAAP | Greater than 5 years | Fixed Income Interest Rate    
Currency swaps and forwards    
Notional Amount $ 1,728,600 $ 1,423,100
Average Fixed Pay Rate 2.10% 2.50%
Average Floating Receive Rate 2.00% 2.50%
Average Maturity (Years) 8 years 10 months 24 days 9 years 10 months 24 days
Interest Rate Swaps | Derivative Instruments Not Accounted as Hedges Under GAAP | Greater than 5 years | Variable Pay Rate    
Currency swaps and forwards    
Notional Amount $ 45,000 $ 728,400
Average Fixed Pay Rate 1.90% 2.50%
Average Floating Receive Rate 2.30% 2.40%
Average Maturity (Years) 19 years 6 months 8 years 3 months 18 days
Forward Starting Interest Rate Swap    
Currency swaps and forwards    
Notional Amount $ 0 $ 0