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REPURCHASE AGREEMENTS AND OTHER BORROWINGS - Remaining Maturities (Details) - USD ($)
$ in Thousands
Dec. 31, 2018
Dec. 31, 2017
Assets Sold under Agreements to Repurchase [Line Items]    
Fair Value of securities pledged, including accrued interest receivable $ 3,214,369 $ 3,726,523
Repurchase agreement liabilities associated with these liabilities $ 3,025,052 $ 3,533,786
Net weighted average borrowing rate 2.65% 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 $ 1,720,804 $ 1,983,958
Repurchase agreement liabilities associated with these liabilities $ 1,611,185 $ 1,871,833
Net weighted average borrowing rate 2.72% 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 $ 1,493,565 $ 1,266,590
Repurchase agreement liabilities associated with these liabilities $ 1,413,867 $ 1,208,518
Net weighted average borrowing rate 2.57% 1.53%
Greater Than 90 days [Member]    
Assets Sold under Agreements to Repurchase [Line Items]    
Fair Value of securities pledged, including accrued interest receivable $ 0 $ 475,975
Repurchase agreement liabilities associated with these liabilities $ 0 $ 453,435
Net weighted average borrowing rate 0.00% 1.57%