XML 39 R26.htm IDEA: XBRL DOCUMENT v3.4.0.3
Offsetting Assets and Liabilities (Tables)
3 Months Ended
Mar. 31, 2016
Offsetting Assets And Liabilities [Abstract]  
Offsetting of Assets [Table Text Block]
(in thousands)
Offsetting of Assets
Net AmountGross Amount Not Offset in the
of AssetsConsolidated Balance Sheet
Gross AmountPresentedFinancial
Gross AmountOffset in thein theInstrumentsCash
of RecognizedConsolidatedConsolidatedReceived asReceived asNet
AssetsBalance SheetBalance SheetCollateralCollateralAmount
March 31, 2016
Interest rate swaps$785$-$785$-$(785)$-
December 31, 2015
Receiver swaptions$669$-$669$(669)$-$-
Offsetting of Liabilties [Table Text Block]
(in thousands)
Offsetting of Liabilities
Net AmountGross Amount Not Offset in the
of AssetsConsolidated Balance Sheet
Gross AmountPresentedFinancial
Gross AmountOffset in thein theInstruments
of RecognizedConsolidatedConsolidatedPosted asCash PostedNet
LiabilitiesBalance SheetBalance SheetCollateralCollateralAmount
March 31, 2016
Repurchase Agreements$1,939,489$-$1,939,489$(1,938,239)$(1,250)$-
Interest rate swaps806-806-(806)-
$1,940,295$-$1,940,295$(1,938,239)$(2,056)$-
December 31, 2015
Repurchase Agreements$1,798,813$-$1,798,813$(1,794,816)$(3,997)$-