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FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Changes in Level 3 (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 2,100,947 $ 2,407,217
Transfer from level 2 0 0
Purchases 108,894 853,341
Sales (993,739) (308,429)
Paydowns/maturities (93,233) (307,847)
Amortization of premium/discount (48,315) (56,151)
Unrealized gain/(loss) 4,735 53,304
Realized gain/(loss) on sale(1) 19,182 9,524
Ending balance $ 1,098,471 $ 2,650,959