Quarterly report pursuant to Section 13 or 15(d)

Offsetting Assets and Liabilities (Details)

v3.20.2
Offsetting Assets and Liabilities (Details) - USD ($)
$ in Thousands
Jun. 30, 2020
Dec. 31, 2019
Offsetting [Abstract]    
Gross amount of recognized derivative assets $ 113,529 $ 494,822
Gross amount of derivative liabilities offset against derivative assets in the balance sheet 3,002 306,771
Net amount of derivative assets presented in the balance sheet 110,527 188,051
Gross amount of derivative liabilities not offset against derivative assets in the balance sheet 1,298 6,740
Gross amount of cash collateral received not offset against derivative assets in the balance sheet 0 0
Net amount of derivative assets after effects of amounts offset and not offset in the balance sheet 109,229 181,311
Gross amount of recognized reverse repurchase agreements 76,416 220,000
Gross amount of financial liabilities offset against reverse repurchase agreements in the balance sheet 0 0
Net amount of reverse repurchase agreements presented in the balance sheet 76,416 220,000
Gross amount of financial liabilities not offset against reverse repurchase agreements in the balance sheet 0 0
Gross amount of cash collateral received not offset against reverse repurchase agreements in the balance sheet (50,546) (215,565)
Net amount of reverse repurchase agreements after effects of amounts offset and not offset in the balance sheet 25,870 4,435
Gross amount of recognized assets subject to master netting arrangements or similar agreements 189,945 714,822
Gross amount of liabilities offset against assets subject to master netting arrangements or similar agreements in the balance sheet 3,002 306,771
Net amount of assets subject to master netting arrangements or similar agreements presented in the balance sheet 186,943 408,051
Gross amount of liabilities not offset against assets subject to master netting arrangements or similar agreements in the balance sheet 1,298 6,740
Gross amount of cash collateral received not offset against assets subject to master netting arrangements or similar agreements in the balance sheet 50,546 215,565
Net amount of assets subject to master netting arrangements or similar agreements after effects of amounts offset and not offset in the balance sheet 135,099 185,746
Gross amount of recognized repurchase agreements 16,991,248 29,147,463
Gross amount of financial assets offset against repurchase agreements in the balance sheet 0 0
Net amount of repurchase agreements presented in the balance sheet 16,991,248 29,147,463
Gross amount of financial assets not offset against repurchase agreements in the balance sheet 16,991,248 29,147,463
Gross amount of cash collateral pledged not offset against repurchase agreements in the balance sheet 0 0
Net amount of repurchase agreements after effects of amounts offset and not offset in the balance sheet 0 0
Gross amount of recognized derivative liabilities 4,300 313,511
Gross amount of derivative assets offset against derivative liabilities in the balance sheet 3,002 306,771
Net amount of derivative liabilities presented in the balance sheet 1,298 6,740
Gross amount of derivatives assets not offset against derivative liabilities in the balance sheet 1,298 6,740
Gross amount of cash collateral pledged not offset against derivative liabilities in the balance sheet 0 0
Net amount of derivative liabilities after effects of amounts offset and not offset in the balance sheet 0 0
Gross amount of recognized liabilities subject to master netting arrangements or similar agreements 16,995,548 29,460,974
Gross amount of assets offset against liabilities subject to master netting arrangements or similar agreements in the balance sheet 3,002 306,771
Net amount of liabilities subject to master netting arrangements or similar agreements presented in the balance sheet 16,992,546 29,154,203
Gross amount of assets not offset against liabilities subject to master netting arrangements or similar agreements in the balance sheet 16,992,546 29,154,203
Gross amount of cash collateral pledged not offset against liabilities subject to master netting arrangements or similar agreements in the balance sheet 0 0
Net amount of liabilities subject to master netting arrangements or similar agreements after effects of amounts offset and not offset in the balance sheet $ 0 $ 0