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Investment Securities (Tables) | 9 Months Ended
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Sep. 30, 2017
Investment Securities |
Schedule of amortized cost and fair value of securities |
|  | September 30, 2017 |  | December 31, 2016
|  | Amortized |  | Unrealized |  | Unrealized |  | Fair |  | Amortized |  | Unrealized |  | Unrealized |  | Fair
(dollars in thousands) |  | Cost |  | Gains |  | Losses |  | Value |  | Cost |  | Gains |  | Losses |  | Value
U.S. Treasury securities |  | $ | 404,693 |  | $ | — |  | $ | (7,927) |  | $ | 396,766 |  | $ | 405,637 |  | $ | — |  | $ | (13,164) |  | $ | 392,473
Government-sponsored enterprises debt securities |  |  | 249,711 |  |  | 26 |  |  | (4,599) |  |  | 245,138 |  |  | 249,707 |  |  | 16 |  |  | (7,056) |  |  | 242,667
Government agency mortgage-backed securities |  |  | 163,289 |  |  | — |  |  | (3,502) |  |  | 159,787 |  |  | 190,485 |  |  | — |  |  | (4,822) |  |  | 185,663
Government-sponsored enterprises mortgage-backed securities |  |  | 186,957 |  |  | 234 |  |  | (3,052) |  |  | 184,139 |  |  | 208,034 |  |  | 385 |  |  | (4,034) |  |  | 204,385
Non-government asset-backed securities |  |  | 101 |  |  | — |  |  | — |  |  | 101 |  |  | 12,592 |  |  | — |  |  | (9) |  |  | 12,583
Collateralized mortgage obligations: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Government agency |  |  | 3,551,654 |  |  | 1,129 |  |  | (38,879) |  |  | 3,513,904 |  |  | 3,409,822 |  |  | 794 |  |  | (58,794) |  |  | 3,351,822
Government-sponsored enterprises |  |  | 824,664 |  |  | 1,529 |  |  | (11,055) |  |  | 815,138 |  |  | 700,338 |  |  | 789 |  |  | (13,206) |  |  | 687,921
Total available-for-sale securities |  | $ | 5,381,069 |  | $ | 2,918 |  | $ | (69,014) |  | $ | 5,314,973 |  | $ | 5,176,615 |  | $ | 1,984 |  | $ | (101,085) |  | $ | 5,077,514
Schedule of amortized cost and fair value of debt securities by contractual maturity |
|  | September 30, 2017
|  | Amortized |  | Fair
(dollars in thousands) |  | Cost |  | Value
Due after one year through five years |  | $ | 330,821 |  | $ | 323,769
Due after five years through ten years |  |  | 323,583 |  |  | 318,135
|  |  | 654,404 |  |  | 641,904
Government agency mortgage-backed securities |  |  | 163,289 |  |  | 159,787
Government-sponsored enterprises mortgage-backed securities |  |  | 186,957 |  |  | 184,139
Non-government asset-backed securities |  |  | 101 |  |  | 101
Collateralized mortgage obligations: |  |  |  |  |  |
Government agency |  |  | 3,551,654 |  |  | 3,513,904
Government-sponsored enterprises |  |  | 824,664 |  |  | 815,138
Total mortgage- and asset-backed securities |  |  | 4,726,665 |  |  | 4,673,069
Total available-for-sale securities |  | $ | 5,381,069 |  | $ | 5,314,973
Schedule of gross unrealized losses and fair values of securities in a continuous loss position |
|  | Time in Continuous Loss as of September 30, 2017
|  | Less Than 12 Months |  | 12 Months or More |  | Total
|  | Unrealized |  |  |  |  | Unrealized |  |  |  |  | Unrealized |  |  |
(dollars in thousands) |  | Losses |  | Fair Value |  | Losses |  | Fair Value |  | Losses |  | Fair Value
U.S. Treasury securities |  | $ | (802) |  | $ | 97,031 |  | $ | (7,125) |  | $ | 299,735 |  | $ | (7,927) |  | $ | 396,766
Government-sponsored enterprises debt securities |  |  | (1,471) |  |  | 111,554 |  |  | (3,128) |  |  | 98,558 |  |  | (4,599) |  |  | 210,112
Government agency mortgage-backed securities |  |  | (2,080) |  |  | 111,991 |  |  | (1,422) |  |  | 47,796 |  |  | (3,502) |  |  | 159,787
Government-sponsored enterprises mortgage-backed securities |  |  | (441) |  |  | 36,211 |  |  | (2,611) |  |  | 141,003 |  |  | (3,052) |  |  | 177,214
Collateralized mortgage obligations: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Government agency |  |  | (12,237) |  |  | 1,589,897 |  |  | (26,642) |  |  | 1,336,841 |  |  | (38,879) |  |  | 2,926,738
Government-sponsored enterprises |  |  | (2,274) |  |  | 319,802 |  |  | (8,781) |  |  | 241,718 |  |  | (11,055) |  |  | 561,520
Total available-for-sale securities with unrealized losses |  | $ | (19,305) |  | $ | 2,266,486 |  | $ | (49,709) |  | $ | 2,165,651 |  | $ | (69,014) |  | $ | 4,432,137
|  | Time in Continuous Loss as of December 31, 2016
|  | Less Than 12 Months |  | 12 Months or More |  | Total
|  | Unrealized |  |  |  |  | Unrealized |  |  |  |  | Unrealized |  |  |
(dollars in thousands) |  | Losses |  | Fair Value |  | Losses |  | Fair Value |  | Losses |  | Fair Value
U.S. Treasury securities |  | $ | (13,164) |  | $ | 392,473 |  | $ | — |  | $ | — |  | $ | (13,164) |  | $ | 392,473
Government-sponsored enterprises debt securities |  |  | (7,056) |  |  | 207,651 |  |  | — |  |  | — |  |  | (7,056) |  |  | 207,651
Government agency mortgage-backed securities |  |  | (4,822) |  |  | 185,663 |  |  | — |  |  | — |  |  | (4,822) |  |  | 185,663
Government-sponsored enterprises mortgage-backed securities |  |  | (4,034) |  |  | 195,848 |  |  | — |  |  | — |  |  | (4,034) |  |  | 195,848
Non-government asset-backed securities |  |  | (3) |  |  | 5,202 |  |  | (6) |  |  | 7,381 |  |  | (9) |  |  | 12,583
Collateralized mortgage obligations: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Government agency |  |  | (51,484) |  |  | 2,847,103 |  |  | (7,310) |  |  | 233,706 |  |  | (58,794) |  |  | 3,080,809
Government-sponsored enterprises |  |  | (1,807) |  |  | 252,065 |  |  | (11,399) |  |  | 279,282 |  |  | (13,206) |  |  | 531,347
Total available-for-sale securities with unrealized losses |  | $ | (82,370) |  | $ | 4,086,005 |  | $ | (18,715) |  | $ | 520,369 |  | $ | (101,085) |  | $ | 4,606,374

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- Definition For all investments in an unrealized loss position, including those for which other-than-temporary impairments have not been recognized in earnings (including investments for which a portion of an other-than-temporary impairment has been recognized in other comprehensive income), a tabular disclosure of the aggregate related fair value of investments with unrealized losses and the aggregate amount of unrealized losses (that is, the amount by which amortized cost basis exceeds fair value). + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 320 -SubTopic 10 -Section 50 -Paragraph 6 -URI http://asc.fasb.org/extlink&oid=73527792&loc=d3e27290-111563 + Details
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