XML 64 R54.htm IDEA: XBRL DOCUMENT v3.21.2
Investment Securities Available for Sale, at Fair Value - Schedule of Investment Securities Available for Sale (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Dec. 31, 2020
Fair Value Option    
Amortized Cost $ 294,720 $ 412,164
Unrealized Gains 19,449 15,795
Unrealized Losses (6,673) (14,517)
Fair Value 307,496 413,442
CECL Securities    
Amortized Cost 138,555 310,290
Unrealized Gains 2,482 6,368
Unrealized Losses (440) (5,374)
Fair Value 140,597 311,284
Total CECL Securities and Fair Value Option    
Amortized Cost 433,275 722,454
Unrealized Gains 21,931 22,163
Unrealized Losses (7,113) (19,891)
Fair Value 448,093 724,726
Agency RMBS    
Fair Value Option    
Amortized Cost 129,198 138,541
Unrealized Gains 0 854
Unrealized Losses (3,609) 0
Fair Value 125,589 139,395
Non-Agency RMBS    
Fair Value Option    
Amortized Cost 108,579 100,465
Unrealized Gains 1,168 170
Unrealized Losses (3,064) (10,786)
Fair Value 106,683 89,849
CECL Securities    
Amortized Cost 115,686 266,855
Unrealized Gains 2,482 4,336
Unrealized Losses (75) (5,374)
Fair Value 118,093 265,817
Non-Agency RMBS | Non Agency RMBS Held In Securitization Trust    
Fair Value Option    
Fair Value   37,600
CECL Securities    
Amortized Cost   71,500
CMBS    
Fair Value Option    
Amortized Cost 32,600 139,019
Unrealized Gains 1,139 5,685
Unrealized Losses 0 (3,731)
Fair Value 33,739 140,973
CECL Securities    
Amortized Cost 22,869 43,435
Unrealized Gains 0 2,032
Unrealized Losses (365) 0
Fair Value 22,504 45,467
ABS    
Fair Value Option    
Amortized Cost 24,343 34,139
Unrealized Gains 17,142 9,086
Unrealized Losses 0 0
Fair Value $ 41,485 $ 43,225