Fair Value (Tables)

6 Months Ended

Jun. 30, 2017

Fair Value Disclosures [Abstract]

Assets Measured at Fair Value on Recurring Basis

(in thousands)
				Quoted Prices
				in Active		Significant
				Markets for		Other		Significant
				Identical		Observable		Unobservable
		Fair Value		Assets		Inputs		Inputs
		Measurements		(Level 1)		(Level 2)		(Level 3)
June 30, 2017
Mortgage-backed securities	$	3,737,827	$	-	$	3,737,827	$	-
Margin posted on derivative agreements		13,325		13,325		-		-
Interest rate swaps		5,811		-		5,811		-
TBA securities		2,090		-		2,090		-
December 31, 2016
Mortgage-backed securities	$	3,022,174	$	-	$	3,022,174	$	-
Margin posted on derivative agreements		9,865		9,865		-		-
Interest rate swaps		9,500		-		9,500		-
TBA securities		(1,117)		-		(1,117)		-