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Investment Securities Available for Sale - Schedule of Available for Sale Securities (Details) - USD ($)
$ in Thousands
6 Months Ended
Jun. 30, 2019
Dec. 31, 2018
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost $ 1,732,866 $ 1,534,389
Unrealized Gains 21,769 17,989
Unrealized Losses (10,766) (40,126)
Fair Value 1,743,869 1,512,252
Agency ARMs    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 64,230 73,949
Unrealized Gains 20 8
Unrealized Losses (1,731) (2,563)
Fair Value $ 62,519 71,394
Weighted average reset period 28 months  
Agency ARMs | Freddie Mac    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost $ 24,618 26,338
Unrealized Gains 0 0
Unrealized Losses (733) (1,052)
Fair Value 23,885 25,286
Agency ARMs | Fannie Mae    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 36,379 43,984
Unrealized Gains 20 8
Unrealized Losses (895) (1,384)
Fair Value 35,504 42,608
Agency ARMs | Ginnie Mae    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 3,233 3,627
Unrealized Gains 0 0
Unrealized Losses (103) (127)
Fair Value 3,130 3,500
Agency Fixed- Rate    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 938,478 1,002,057
Unrealized Gains 1,730 0
Unrealized Losses (8,527) (35,721)
Fair Value 931,681 966,336
Agency Fixed- Rate | Freddie Mac    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 82,165 87,018
Unrealized Gains 650 0
Unrealized Losses (502) (2,526)
Fair Value 82,313 84,492
Agency Fixed- Rate | Fannie Mae    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 856,313 915,039
Unrealized Gains 1,080 0
Unrealized Losses (8,025) (33,195)
Fair Value 849,368 881,844
Agency RMBS    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 1,002,708 1,076,006
Unrealized Gains 1,750 8
Unrealized Losses (10,258) (38,284)
Fair Value 994,200 1,037,730
Non-Agency RMBS    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 428,443 215,337
Unrealized Gains 4,719 166
Unrealized Losses (322) (1,466)
Fair Value $ 432,840 214,037
Weighted average reset period 5 months  
Purchases not yet settled included in accrued expenses and other liabiiities $ 3,100  
CMBS    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 276,947 243,046
Unrealized Gains 15,300 17,815
Unrealized Losses (157) (376)
Fair Value $ 292,090 260,485
Weighted average reset period 1 month  
CMBS | Available-for-sale securities    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Investment securities, available for sale held in securitization trusts   52,700
ABS    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost $ 24,768 0
Unrealized Gains 0 0
Unrealized Losses (29) 0
Fair Value $ 24,739 $ 0