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FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Changes in Level 3 (Details) - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2015
Dec. 31, 2014
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 2,683,744 $ 0
Transfer from level 2 86,577 1,422,995
Purchases 574,433 2,121,503
Sales (783,189) (692,306)
Paydowns/maturities (116,390) (155,525)
Amortization of premium/discount (50,630) (60,992)
Unrealized gain/(loss) (3,575) 19,769
Realized gain/(loss) on sale 24,412 28,300
Ending balance $ 2,415,382 $ 2,683,744