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Investment Securities Available for Sale - Schedule of Available for Sale Securities (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2019
Dec. 31, 2018
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost $ 1,882,843 $ 1,534,389
Unrealized Gains 30,505 17,989
Unrealized Losses (9,330) (40,126)
Fair Value 1,904,018 1,512,252
Agency ARMs    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 60,135 73,949
Unrealized Gains 17 8
Unrealized Losses (1,481) (2,563)
Fair Value $ 58,671 71,394
Weighted average reset period 27 years  
Agency ARMs | Freddie Mac    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost $ 23,841 26,338
Unrealized Gains 0 0
Unrealized Losses (675) (1,052)
Fair Value 23,166 25,286
Agency ARMs | Fannie Mae    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 33,323 43,984
Unrealized Gains 17 8
Unrealized Losses (705) (1,384)
Fair Value 32,635 42,608
Agency ARMs | Ginnie Mae    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 2,971 3,627
Unrealized Gains 0 0
Unrealized Losses (101) (127)
Fair Value 2,870 3,500
Agency Fixed- Rate    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 898,806 1,002,057
Unrealized Gains 4,857 0
Unrealized Losses (6,496) (35,721)
Fair Value 897,167 966,336
Agency Fixed- Rate | Freddie Mac    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 79,266 87,018
Unrealized Gains 997 0
Unrealized Losses (433) (2,526)
Fair Value 79,830 84,492
Agency Fixed- Rate | Fannie Mae    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 819,540 915,039
Unrealized Gains 3,860 0
Unrealized Losses (6,063) (33,195)
Fair Value 817,337 881,844
Agency RMBS    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 958,941 1,076,006
Unrealized Gains 4,874 8
Unrealized Losses (7,977) (38,284)
Fair Value 955,838 1,037,730
Non-Agency RMBS    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost 610,624 215,337
Unrealized Gains 11,800 166
Unrealized Losses (896) (1,466)
Fair Value $ 621,528 214,037
Weighted average reset period 45 years  
CMBS    
Debt Securities, Available-for-sale, Fair Value to Amortized Cost [Abstract]    
Amortized Cost $ 264,721 243,046
Unrealized Gains 13,831 17,815
Unrealized Losses (154) (376)
Fair Value $ 278,398 260,485
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 $ 48,557 0
Unrealized Gains 0 0
Unrealized Losses (303) 0
Fair Value $ 48,254 $ 0