XML 55 R30.htm IDEA: XBRL DOCUMENT v3.7.0.1
Fair Value of Financial Instruments Fair Value on a Recurring Basis (Details) - USD ($)
$ in Thousands
Mar. 31, 2017
Dec. 31, 2016
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Mortgage-backed securities $ 3,186,749 $ 3,212,084
Derivative assets 272 28,534
Total assets carried at fair value 3,187,021 3,240,618
Derivative liabilities 58 6,922
Total liabilities carried at fair value 58 6,922
Level 1    
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 0 0
Total liabilities carried at fair value 0 0
Level 2    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Mortgage-backed securities 3,176,247 3,201,157
Derivative assets 272 28,534
Total assets carried at fair value 3,176,519 3,229,691
Derivative liabilities 58 6,922
Total liabilities carried at fair value 58 6,922
Level 3    
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Mortgage-backed securities 10,502 10,927
Derivative assets 0 0
Total assets carried at fair value 10,502 10,927
Derivative liabilities 0 0
Total liabilities carried at fair value $ 0 $ 0