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FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Changes in Level 3 (Details) - USD ($)
$ in Thousands
6 Months Ended
Jun. 30, 2016
Jun. 30, 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 530,506 365,848
Sales (129,633) (721,210)
Paydowns/maturities (135,614) (88,559)
Amortization of premium/discount (36,591) (30,666)
Unrealized gain/(loss) 61,927 (20,144)
Realized gain/(loss) on sale 2,398 23,745
Ending balance $ 2,700,210 $ 2,212,758