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REPURCHASE AGREEMENTS AND OTHER BORROWINGS - Remaining Maturities (Details) - USD ($)
$ in Thousands
Mar. 31, 2018
Dec. 31, 2017
Assets Sold under Agreements to Repurchase [Line Items]    
Fair Value of securities pledged, including accrued interest receivable $ 3,818,590 $ 3,726,523
Repurchase agreement liabilities associated with these liabilities $ 3,619,280 $ 3,533,786
Net weighted average borrowing rate 1.86% 1.54%
Overnight (1 Day or Less) [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair Value of securities pledged, including accrued interest receivable $ 0 $ 0
Repurchase agreement liabilities associated with these liabilities $ 0 $ 0
Net weighted average borrowing rate 0.00% 0.00%
Between 2 and 30 Days [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair Value of securities pledged, including accrued interest receivable $ 2,263,087 $ 1,983,958
Repurchase agreement liabilities associated with these liabilities $ 2,127,683 $ 1,871,833
Net weighted average borrowing rate 1.91% 1.53%
Between 31 and 90 Days [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair Value of securities pledged, including accrued interest receivable $ 1,096,463 $ 1,266,590
Repurchase agreement liabilities associated with these liabilities $ 1,038,162 $ 1,208,518
Net weighted average borrowing rate 1.88% 1.53%
Greater Than 90 days [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair Value of securities pledged, including accrued interest receivable $ 459,040 $ 475,975
Repurchase agreement liabilities associated with these liabilities $ 453,435 $ 453,435
Net weighted average borrowing rate 1.57% 1.57%