XML 59 R57.htm IDEA: XBRL DOCUMENT v3.20.1
Investment Securities - AFS and Fair Value Option (Details)
$ in Thousands
Mar. 31, 2020
USD ($)
security
Dec. 31, 2019
USD ($)
security
Unrealized Losses    
Number of securities with unrealized losses | security 5 1
RMBS    
Estimated Fair Value    
Securities with a loss less than 12 months $ 3,267  
Securities with a loss greater than 12 months 1,157 $ 1,380
Unrealized Losses    
Securities with a loss less than 12 months (198)  
Securities with a loss greater than 12 months (368) (314)
Portion of securities with variable rate 144,500  
RMBS | Available-for-sale    
Unrealized Losses    
Portion of securities with variable rate   $ 160,900
RMBS | Fair value option    
Unrealized Losses    
Fair value of investment securities before consolidation of VIEs 149,900  
Unpaid principal balance of investment securities before consolidation of VIEs 97,100  
Portion of securities with variable rate 0  
CMBS | Fair value option    
Unrealized Losses    
Fair value of investment securities before consolidation of VIEs 1,200,000  
Unpaid principal balance of investment securities before consolidation of VIEs 2,800,000  
Portion of securities with variable rate 104,700  
VIE eliminations    
Unrealized Losses    
Fair value of investment securities before consolidation of VIEs eliminated against VIE liabilities $ 32,900