FANNIE MAE COMMITMENTS AND PLEDGED SECURITIES (Tables)

12 Months Ended

Dec. 31, 2019

FANNIE MAE COMMITMENTS AND PLEDGED SECURITIES

Schedule of Pledged Securities at Fair Value

	December 31,
(in thousands)	2019		2018		2017		2016
Pledged cash and cash equivalents:
Restricted cash	$	2,150	$	3,029	$	2,201	$	4,358
Money market funds		5,054		6,440		86,584		78,384
Total pledged cash and cash equivalents	$	7,204	$	9,469	$	88,785	$	82,742
Agency MBS		114,563		106,862		9,074		2,108
Total pledged securities, at fair value	$	121,767	$	116,331	$	97,859	$	84,850

Schedule of Investment Information Related to AFS Agency MBS

Fair Value and Amortized Cost of Agency MBS (in thousands)	December 31, 2019		December 31, 2018
Fair value	$	114,563	$	106,862
Amortized cost		113,580		106,963
Total gains for securities with net gains in AOCI		1,145		77
Total losses for securities with net losses in AOCI		(162)		(178)

Schedule of Contractual Maturity Information Related to Agency MBS

	December 31, 2019
Detail of Agency MBS Maturities (in thousands)	Fair Value		Amortized Cost
Within one year	$	—	$	—
After one year through five years		2,812		2,815
After five years through ten years		92,040		92,153
After ten years		19,711		18,612
Total	$	114,563	$	113,580