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FAIR VALUE OF FINANCIAL INSTRUMENTS - Schedule of Changes in Level 3 (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 1,385,957 $ 1,106,517
Transfer from level 2 0 0
Purchases 1,193,671 303,007
Sales (533,811) (306,109)
Paydowns/maturities (178,402) (93,185)
Amortization of premium/discount (9,333) (17,842)
Unrealized gain/(loss) 16,813 (9,203)
Realized gain/(loss) on sale 10,639 (4,896)
Ending balance $ 1,885,534 $ 978,289