XML 88 R65.htm IDEA: XBRL DOCUMENT v3.19.3
Investment in Securities (Summary of Investment Income) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
[1]
Sep. 30, 2019
Sep. 30, 2018
Securities, Available-for-sale [Line Items]        
Net Amortization       $ (35,130)
Interest Income $ 39,985 $ 35,300 $ 114,548 $ 95,333 [1]
Agency RMBS        
Securities, Available-for-sale [Line Items]        
Coupon Interest 16,026   42,681  
Net Amortization (6,290)   (15,883)  
Interest Income 9,736   26,798  
Non-Agency RMBS and CMBS        
Securities, Available-for-sale [Line Items]        
Coupon Interest 3,383   10,514  
Net Amortization 430   1,666  
Interest Income 3,813   12,180  
CLOs        
Securities, Available-for-sale [Line Items]        
Coupon Interest 3,480   11,391  
Net Amortization (627)   (1,138)  
Interest Income 2,853   10,253  
Other Securities        
Securities, Available-for-sale [Line Items]        
Coupon Interest 1,670   4,706  
Net Amortization (611)   (1,528)  
Interest Income 1,059   3,178  
Securities Investment [Member]        
Securities, Available-for-sale [Line Items]        
Coupon Interest 24,559   69,292  
Net Amortization (7,098)   (16,883)  
Interest Income $ 17,461   $ 52,409  
[1] Includes interest income and interest expense of a consolidated securitization trust of $1.3 million and $0.7 million, respectively, for the three-month period ended September 30, 2018. Includes interest income and interest expense of a consolidated securitization trust of $3.9 million and $2.4 million, respectively, for the nine-month period ended September 30, 2018. See Note 6 for further details on the Company's consolidated securitization trust.