XML 57 R34.htm IDEA: XBRL DOCUMENT v3.4.0.3
Fair Value of Financial Instruments Fair Value on a Recurring Basis (Details) - USD ($)
$ in Thousands
Mar. 31, 2016
Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Mortgage-backed securities $ 3,328,752 $ 3,493,701
Derivative assets 14,845 7,835
Derivative liabilities 90,487 41,205
Fair Value, Measurements, Recurring [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Mortgage-backed securities 3,328,752 3,493,701
Derivative assets 14,845 7,835
Total assets carried at fair value 3,343,597 3,501,536
Derivative liabilities 90,487 41,205
Total liabilities carried at fair value 90,487 41,205
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 1 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Mortgage-backed securities 0 0
Derivative assets 0 0
Total assets carried at fair value 0 0
Derivative liabilities 41,283 29,097
Total liabilities carried at fair value 41,283 29,097
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 2 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Mortgage-backed securities 3,314,046 3,477,266
Derivative assets 14,845 7,835
Total assets carried at fair value 3,328,891 3,485,101
Derivative liabilities 49,204 12,108
Total liabilities carried at fair value 49,204 12,108
Fair Value, Measurements, Recurring [Member] | Fair Value, Inputs, Level 3 [Member]    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Mortgage-backed securities 14,706 16,435
Derivative assets 0 0
Total assets carried at fair value 14,706 16,435
Derivative liabilities 0 0
Total liabilities carried at fair value $ 0 $ 0