Balance Sheet Offsetting (Tables)

6 Months Ended

Jun. 30, 2013

Balance Sheet Netting

Balance Sheet Netting Disclosure about Offsetting Assets and Liabilities
							Net Amounts
							Presented in
							the		Gross Amounts Not Offset in the
			Gross				Consolidated		Consolidated Balance Sheet
			Amounts		Gross Amounts		Balance		Financial		Cash
			Recognized		Offset		Sheet		Instruments		Collateral		Net Amount
June 30, 2013
Financial assets:
	Derivatives		$	27,612	$	(5)	$	27,607	$	0	$	(3,440)	$	24,167
Financial liabilities:
	Derivatives		$	58,146	$	0	$	58,146	$	0	$	(45,241)	$	12,905
	Repurchase agreements			296,625		0		296,625		(296,625)		0		0
		Total	$	354,771	$	0	$	354,771	$	(296,625)	$	(45,241)	$	12,905
December 31, 2012
Financial assets:
	Derivatives		$	25,922	$	(7)	$	25,915	$	0	$	0	$	25,915
Financial liabilities:
	Derivatives		$	72,126	$	0	$	72,126	$	0	$	(75,103)	$	(2,977)
	Repurchase agreements			302,577		0		302,577		(302,577)		0		0
		Total	$	374,703	$	0	$	374,703	$	(302,577)	$	(75,103)	$	(2,977)

		The table below presents the offsetting of derivative assets and derivative liabilities as of June 30, 2013 and December 31, 2012.
			Derivative Assets and Collateral								Derivative Liabilities and Collateral
			Held by Counterparty								Pledged by Counterparty
			Net Amounts		Gross Amounts						Net Amounts		Gross Amounts
			Presented in		Not Offset						Presented in		Not Offset
			the		in the Consolidated						the		in the Consolidated
			Consolidated		Balance Sheet						Consolidated		Balance Sheet
			Balance		Financial		Cash		Net		Balance		Financial		Cash		Net
June 30, 2013			Sheet		Instruments		Collateral		Amount		Sheet		Instruments		Collateral		Amount
Counterparty:
	Dealer A		$	1,823	$	0	$	0	$	1,823	$	5,028	$	0	$	(2,920)	$	2,108
	Dealer B			2,648		0		(510)		2,138		3,107		0		0		3,107
	Dealer C			332		0		0		332		1,375		0		(900)		475
	Dealer D			4,525		0		(2,930)		1,595		1,218		0		0		1,218
	Dealer E			0		0		0		0		25,144		0		(26,500)		(1,356)
	Dealer F			0		0		0		0		6,870		0		(8,200)		(1,330)
	Dealer G			0		0		0		0		5,091		0		(5,610)		(519)
	Dealer H			0		0		0		0		923		0		(860)		63
	End User			18,279		0		0		18,279		9,390		0		(251)		9,139
		Total	$	27,607	$	0	$	(3,440)	$	24,167	$	58,146	$	0	$	(45,241)	$	12,905
December 31, 2012
Counterparty:
	Dealer A		$	0	$	0	$	0	$	0	$	7,789	$	0	$	(7,820)	$	(31)
	Dealer B			873		0		0		873		6,104		0		(5,050)		1,054
	Dealer C			5		0		0		5		3,460		0		(3,300)		160
	Dealer D			0		0		0		0		3,239		0		(3,350)		(111)
	Dealer E			0		0		0		0		33,598		0		(35,800)		(2,202)
	Dealer F			0		0		0		0		9,105		0		(10,300)		(1,195)
	Dealer G			0		0		0		0		6,623		0		(7,150)		(527)
	Dealer H			0		0		0		0		1,816		0		(1,820)		(4)
	End User			25,037		0		0		25,037		392		0		(513)		(121)
		Total	$	25,915	$	0	$	0	$	25,915	$	72,126	$	0	$	(75,103)	$	(2,977)