XML 75 R64.htm IDEA: XBRL DOCUMENT v3.19.2
Investment in Securities (Maturities of Securities) (Details)
$ in Thousands
6 Months Ended
Jun. 30, 2019
USD ($)
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 1,668,677
Amortized Cost $ 1,589,291
Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 4.21%
Long  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 1,668,677
Amortized Cost $ 1,637,795
Long | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 4.14%
Long | Agency RMBS  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 1,313,996
Amortized Cost $ 1,306,219
Long | Agency RMBS | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 4.08%
Long | Agency RMBS | Less than three years [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 52,440
Amortized Cost $ 51,998
Long | Agency RMBS | Less than three years [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 4.86%
Long | Agency RMBS | Greater than three years less than seven years [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 597,007
Amortized Cost $ 594,329
Long | Agency RMBS | Greater than three years less than seven years [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 4.13%
Long | Agency RMBS | Greater than seven years less than eleven [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 664,549
Amortized Cost $ 659,892
Long | Agency RMBS | Greater than seven years less than eleven [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 3.97%
Long | Agency RMBS | Interest only securities  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 24,905
Amortized Cost $ 24,346
Long | Agency RMBS | Interest only securities | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 3.36%
Long | Agency RMBS | Interest only securities | Less than three years [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 8,248
Amortized Cost $ 8,047
Long | Agency RMBS | Interest only securities | Less than three years [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 3.27%
Long | Agency RMBS | Interest only securities | Greater than three years less than seven years [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 16,657
Amortized Cost $ 16,299
Long | Agency RMBS | Interest only securities | Greater than three years less than seven years [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 3.41%
Long | Agency RMBS | Interest only securities | Greater than seven years less than eleven [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 0
Amortized Cost $ 0
Long | Agency RMBS | Interest only securities | Greater than seven years less than eleven [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 0.00%
Long | Non-Agency RMBS and CMBS  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 215,261
Amortized Cost $ 193,880
Long | Non-Agency RMBS and CMBS | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 3.69%
Long | Non-Agency RMBS and CMBS | Less than three years [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 81,826
Amortized Cost $ 66,955
Long | Non-Agency RMBS and CMBS | Less than three years [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 2.59%
Long | Non-Agency RMBS and CMBS | Greater than three years less than seven years [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 63,052
Amortized Cost $ 61,152
Long | Non-Agency RMBS and CMBS | Greater than three years less than seven years [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 5.43%
Long | Non-Agency RMBS and CMBS | Greater than seven years less than eleven [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 49,899
Amortized Cost $ 45,239
Long | Non-Agency RMBS and CMBS | Greater than seven years less than eleven [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 3.95%
Long | Non-Agency RMBS and CMBS | Greater than eleven year [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 20,484
Amortized Cost $ 20,534
Long | Non-Agency RMBS and CMBS | Greater than eleven year [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 1.50%
Long | Non-Agency RMBS  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 181,331
Amortized Cost $ 163,039
Long | Non-Agency RMBS | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 3.78%
Long | Non-Agency RMBS | Interest only securities  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 7,413
Amortized Cost $ 5,443
Long | Non-Agency RMBS | Interest only securities | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 1.02%
Long | Non-Agency RMBS | Interest only securities | Less than three years [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 3,625
Amortized Cost $ 2,062
Long | Non-Agency RMBS | Interest only securities | Less than three years [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 0.12%
Long | Non-Agency RMBS | Interest only securities | Greater than three years less than seven years [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 3,788
Amortized Cost $ 3,381
Long | Non-Agency RMBS | Interest only securities | Greater than three years less than seven years [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 1.57%
Long | Non-Agency RMBS | Interest only securities | Greater than seven years less than eleven [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 0
Amortized Cost $ 0
Long | Non-Agency RMBS | Interest only securities | Greater than seven years less than eleven [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 0.00%
Long | Non-Agency RMBS | Interest only securities | Greater than eleven year [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 0
Amortized Cost $ 0
Long | Non-Agency RMBS | Interest only securities | Greater than eleven year [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 0.00%
Long | CLOs And Other Securities [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 105,311
Amortized Cost $ 106,462
Long | CLOs And Other Securities [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 6.12%
Long | CLOs And Other Securities [Member] | Less than three years [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 32,566
Amortized Cost $ 31,927
Long | CLOs And Other Securities [Member] | Less than three years [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 12.98%
Long | CLOs And Other Securities [Member] | Greater than three years less than seven years [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 71,122
Amortized Cost $ 73,126
Long | CLOs And Other Securities [Member] | Greater than three years less than seven years [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 3.25%
Long | CLOs And Other Securities [Member] | Greater than seven years less than eleven [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 0
Amortized Cost $ 0
Long | CLOs And Other Securities [Member] | Greater than seven years less than eleven [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 0.00%
Long | CLOs And Other Securities [Member] | Greater than eleven year [Member]  
Securities, Available-for-sale [Line Items]  
Securities, at fair value $ 1,623
Amortized Cost $ 1,409
Long | CLOs And Other Securities [Member] | Greater than eleven year [Member] | Weighted Average  
Securities, Available-for-sale [Line Items]  
Weighted Average Coupon 0.00%