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FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Changes in Level 3 (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2016
Sep. 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 86,577
Purchases 853,341 574,433
Sales (308,429) (783,189)
Paydowns/maturities (307,847) (116,390)
Amortization of premium/discount (56,151) (50,630)
Unrealized gain/(loss) 53,304 (3,575)
Realized gain/(loss) on sale 9,524 24,412
Ending balance $ 2,650,959 $ 2,415,382