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Investment Securities Available For Sale - Summary (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost $ 1,980,415 $ 1,534,389
Unrealized Gains 35,721 17,989
Unrealized Losses (9,996) (40,126)
Fair Value $ 2,006,140 $ 1,512,252
Agency ARMs    
Debt Securities, Available-for-sale [Line Items]    
Weighted average reset period 26 months 31 months
Agency RMBS:    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost $ 922,976 $ 1,076,006
Unrealized Gains 7,410 8
Unrealized Losses (7,509) (38,284)
Fair Value 922,877 1,037,730
Unrealized gains (losses), net (100)  
Agency RMBS: | Unrealized gains (losses) , net    
Debt Securities, Available-for-sale [Line Items]    
Fair Value 21,000  
Agency RMBS: | Agency ARMs    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 55,740 73,949
Unrealized Gains 13 8
Unrealized Losses (1,347) (2,563)
Fair Value 54,406 71,394
Agency RMBS: | Agency Fixed-Rate    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 867,236 1,002,057
Unrealized Gains 7,397 0
Unrealized Losses (6,162) (35,721)
Fair Value 868,471 966,336
Agency CMBS    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 51,334 0
Unrealized Gains 19 0
Unrealized Losses (395) 0
Fair Value 50,958 0
Unrealized gains (losses), net (400)  
Agency CMBS | Unrealized gains (losses) , net    
Debt Securities, Available-for-sale [Line Items]    
Fair Value 30,700  
Total Agency    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 974,310 1,076,006
Unrealized Gains 7,429 8
Unrealized Losses (7,904) (38,284)
Fair Value 973,835 1,037,730
Non-Agency RMBS    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 701,583 215,337
Unrealized Gains 14,992 166
Unrealized Losses (1,261) (1,466)
Fair Value 715,314 214,037
Unrealized gains (losses), net 1,200  
Non-Agency RMBS | Unrealized gains (losses) , net    
Debt Securities, Available-for-sale [Line Items]    
Fair Value 123,800  
CMBS    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 254,620 243,046
Unrealized Gains 13,300 17,815
Unrealized Losses (143) (376)
Fair Value 267,777 260,485
Unrealized gains (losses), net 500  
Investment securities held in securitization   52,700
CMBS | Unrealized gains (losses) , net    
Debt Securities, Available-for-sale [Line Items]    
Fair Value 20,600  
ABS    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 49,902 0
Unrealized Gains 0 0
Unrealized Losses (688) 0
Fair Value 49,214 $ 0
Unrealized gains (losses), net (700)  
ABS | Unrealized gains (losses) , net    
Debt Securities, Available-for-sale [Line Items]    
Fair Value $ 49,200