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Repurchase Agreements (Tables) | 12 Months Ended
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Dec. 31, 2019
Banking and Thrift [Abstract] |
Schedule of Borrowings Under Purchase Agreements Secured by Investments | The following table presents detailed information about the Company’s borrowings under these repurchase agreements and associated distressed and other residential mortgage loans pledged as collateral at December 31, 2019 and 2018, respectively (dollar amounts in thousands):
| Maximum Aggregate Uncommitted Principal Amount |  | Outstanding Repurchase Agreements |  | Carrying Value of Loans Pledged (1) |  | Weighted Average Rate |  | Weighted Average Months to Maturity
December 31, 2019 | $ | 1,200,000 |  |  | $ | 754,132 |  |  | $ | 961,749 |  |  | 3.67 | % |  | 11.20
December 31, 2018 | $ | 950,000 |  |  | $ | 589,148 |  |  | $ | 754,352 |  |  | 4.67 | % |  | 9.24
(1) Includes distressed and other residential mortgage loans at fair value of $881.2 million and $626.2 million and distressed and other residential mortgage loans, net of $80.6 million and $128.1 million at December 31, 2019 and 2018, respectively. The following table presents detailed information about the Company’s borrowings under repurchase agreements secured by investment securities and associated assets pledged as collateral at December 31, 2019 and 2018, respectively (dollar amounts in thousands):
| December 31,
| 2019 |  | 2018
| Outstanding Borrowings |  | Fair Value of Collateral Pledged |  | Amortized Cost Of Collateral Pledged |  | Outstanding Borrowings |  | Fair Value of Collateral Pledged |  | Amortized Cost Of Collateral Pledged
Agency RMBS (1) | $ | 812,742 |  |  | $ | 865,765 |  |  | $ | 864,428 |  |  | $ | 925,230 |  |  | $ | 978,357 |  |  | $ | 1,014,284 |
Agency CMBS (2) | 133,184 |  |  | 139,317 |  |  | 140,118 |  |  | — |  |  | — |  |  | — |
Non-Agency RMBS (3) | 594,286 |  |  | 797,784 |  |  | 785,952 |  |  | 88,730 |  |  | 117,958 |  |  | 118,414 |
CMBS (4) | 811,890 |  |  | 1,036,513 |  |  | 853,043 |  |  | 529,617 |  |  | 687,876 |  |  | 539,788 |
Balance at end of the period | $ | 2,352,102 |  |  | $ | 2,839,379 |  |  | $ | 2,643,541 |  |  | $ | 1,543,577 |  |  | $ | 1,784,191 |  |  | $ | 1,672,486 |
(1) | Includes senior RMBS securities with a fair value amounting to $26.2 million included in Consolidated SLST as of December 31, 2019.
(2) | Includes senior CMBS securities with a fair value amounting to $88.4 million included in the Consolidated K-Series as of December 31, 2019.
(3) | Includes first loss subordinated RMBS securities with a fair value amounting to $214.8 million included in Consolidated SLST as of December 31, 2019.
(4) | Includes first loss PO, IO and mezzanine CMBS securities with a fair value amounting to $848.2 million and $543.0 million included in the Consolidated K-Series as of December 31, 2019 and 2018, respectively.
Outstanding Repurchase Agreements by Contractual Maturity | The following table presents contractual maturity information about the Company’s outstanding repurchase agreements secured by investment securities at December 31, 2019 and 2018, respectively (dollar amounts in thousands):
Contractual Maturity | December 31, 2019 |  | December 31, 2018
Within 30 days | $ | 449,474 |  |  | $ | 732,051 |
Over 30 days to 90 days | 1,647,683 |  |  | 677,906 |
Over 90 days | 254,945 |  |  | 133,620 |
Total | $ | 2,352,102 |  |  | $ | 1,543,577 |
Unencumbered Investments Securities | The following table presents information about the Company’s unencumbered investment securities at December 31, 2019 and 2018, respectively (dollar amounts in thousands):
Unencumbered Securities | December 31, 2019 |  | December 31, 2018
Agency RMBS | $ | 83,351 |  |  | $ | 59,372 |
CMBS | 235,199 |  |  | 107,040 |
Non-Agency RMBS | 168,063 |  |  | 96,081 |
ABS | 49,214 |  |  | — |
Total | $ | 535,827 |  |  | $ | 262,493 |

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- Definition Tabular disclosure of financial instruments held by the entity for its own account for trading or investment purposes that are carried at fair value and pledged to counterparties as collateral for financing transactions. Description may include equity, fixed income, debt or other securities. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=66007379&loc=d3e113888-111728 Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 30 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=109249958&loc=SL6224234-111729 + Details
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