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FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Changes in Level 3 (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 2,407,217 $ 2,683,744
Transfer from level 2 0 0
Purchases 227,758 241,286
Sales (15,477) (370,337)
Paydowns/maturities (36,136) (46,891)
Amortization of premium/discount (18,958) (15,015)
Unrealized gain/(loss) 34,459 18,970
Realized gain/(loss) on sale 11 12,693
Ending balance $ 2,598,874 $ 2,524,450