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Consolidated K-Series (Tables) | 6 Months Ended
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Jun. 30, 2019
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items] |
Schedule of Geographic Concentration of Credit Risk | The geographic concentrations of credit risk exceeding 5% of the unpaid principal balance of distressed and other residential mortgage loans at fair value as of June 30, 2019 and December 31, 2018, respectively, are as follows:
| June 30, 2019 |  | December 31, 2018
California | 23.7 | % |  | 27.9 | %
Florida | 9.8 | % |  | 9.0 | %
Texas | 5.7 | % |  | 4.2 | %
New York | 5.6 | % |  | 5.1 | %
The geographic concentrations of credit risk exceeding 5% of the total loan balances in our residential mortgage loans held in securitization trusts as of June 30, 2019 and December 31, 2018 are as follows:
| June 30, 2019 |  | December 31, 2018
New York | 34.7 | % |  | 33.9 | %
Massachusetts | 17.6 | % |  | 20.0 | %
New Jersey | 15.1 | % |  | 14.5 | %
Florida | 11.2 | % |  | 9.9 | %
Maryland | 5.4 | % |  | 5.3 | %
The geographic concentrations of credit risk exceeding 5% of the unpaid principal balance of our distressed residential mortgage loans, net as of June 30, 2019 and December 31, 2018, respectively, are as follows:
| June 30, 2019 |  | December 31, 2018
North Carolina | 10.1 | % |  | 9.0 | %
Florida | 9.9 | % |  | 10.4 | %
Georgia | 7.0 | % |  | 7.2 | %
South Carolina | 5.6 | % |  | 5.6 | %
Virginia | 5.6 | % |  | 5.3 | %
Texas | 5.5 | % |  | 4.9 | %
New York | 5.4 | % |  | 5.4 | %
Ohio | 5.2 | % |  | 5.0 | %
Multi-family loans held in securitization trusts |
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items] |
Schedule of Geographic Concentration of Credit Risk | The geographic concentrations of credit risk exceeding 5% of the total loan balances related to multi-family loans held in securitization trusts as of June 30, 2019 and our CMBS investments included in investment securities available for sale, held in securitization trusts, and multi-family loans held in securitization trusts as of December 31, 2018 are as follows:
| June 30, 2019 |  | December 31, 2018
California | 16.1 | % |  | 14.8 | %
Texas | 12.4 | % |  | 13.0 | %
Maryland | 5.8 | % |  | 5.0 | %
New York | 5.1 | % |  | 6.4 | %
Florida | 5.0 | % |  | 4.5 | %
Consolidated K-Series |
SEC Schedule, 12-29, Real Estate Companies, Investment in Mortgage Loans on Real Estate [Line Items] |
Condensed Consolidated Balance Sheet of the Consolidated K-Series | The condensed consolidated balance sheets of the Consolidated K-Series at June 30, 2019 and December 31, 2018, respectively, are as follows (dollar amounts in thousands):
Balance Sheets | June 30, 2019 |  | December 31, 2018
Assets |  |  |
Multi-family loans held in securitization trusts, at fair value | $ | 14,573,925 |  |  | $ | 11,679,847 |
Receivables | 48,958 |  |  | 41,850 |
Total Assets | $ | 14,622,883 |  |  | $ | 11,721,697 |
Liabilities and Equity |  |  |
Multi-family CDOs, at fair value | $ | 13,772,726 |  |  | $ | 11,022,248 |
Accrued expenses | 47,921 |  |  | 41,102 |
Total Liabilities | 13,820,647 |  |  | 11,063,350 |
Equity | 802,236 |  |  | 658,347 |
Total Liabilities and Equity | $ | 14,622,883 |  |  | $ | 11,721,697 |
Condensed Consolidated Statements of Operations of the Consolidated K-Series | The condensed consolidated statements of operations of the Consolidated K-Series for the three and six months ended June 30, 2019 and 2018, respectively, are as follows (dollar amounts in thousands):
| Three Months Ended June 30, |  | Six Months Ended June 30,
Statements of Operations | 2019 |  | 2018 |  | 2019 |  | 2018
Interest income | $ | 133,157 |  |  | $ | 85,629 |  |  | $ | 244,925 |  |  | $ | 170,721 |
Interest expense | 114,914 |  |  | 74,686 |  |  | 211,711 |  |  | 149,165 |
Net interest income | 18,243 |  |  | 10,943 |  |  | 33,214 |  |  | 21,556 |
Unrealized gain on multi-family loans and debt held in securitization trusts, net | 5,207 |  |  | 12,019 |  |  | 14,617 |  |  | 19,564 |
Net income | $ | 23,450 |  |  | $ | 22,962 |  |  | $ | 47,831 |  |  | $ | 41,120 |

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