XML 110 R69.htm IDEA: XBRL DOCUMENT v3.20.1
Investment in Securities (Unrealized Loss Positions Securities) (Details)
$ in Thousands
Dec. 31, 2019
USD ($)
Securities, Available-for-sale [Line Items]  
Fair Value, Less than 12 Months $ 471,379
Unrealized Losses, Less than 12 Months (5,146)
Fair Value, Greater than 12 Months 162,938
Unrealized Losses, Greater than 12 Months (3,861)
Fair Value, Total 634,317
Unrealized Loss, Total (9,007)
Agency RMBS  
Securities, Available-for-sale [Line Items]  
Fair Value, Less than 12 Months 328,968
Unrealized Losses, Less than 12 Months (1,503)
Fair Value, Greater than 12 Months 125,095
Unrealized Losses, Greater than 12 Months (1,999)
Fair Value, Total 454,063
Unrealized Loss, Total (3,502)
Non-Agency RMBS  
Securities, Available-for-sale [Line Items]  
Fair Value, Less than 12 Months 88,495
Unrealized Losses, Less than 12 Months (880)
Fair Value, Greater than 12 Months 27,218
Unrealized Losses, Greater than 12 Months (699)
Fair Value, Total 115,713
Unrealized Loss, Total (1,579)
CLOs  
Securities, Available-for-sale [Line Items]  
Fair Value, Less than 12 Months 37,354
Unrealized Losses, Less than 12 Months (1,911)
Fair Value, Greater than 12 Months 9,245
Unrealized Losses, Greater than 12 Months (1,103)
Fair Value, Total 46,599
Unrealized Loss, Total (3,014)
Other Securities  
Securities, Available-for-sale [Line Items]  
Fair Value, Less than 12 Months 16,562
Unrealized Losses, Less than 12 Months (852)
Fair Value, Greater than 12 Months 1,380
Unrealized Losses, Greater than 12 Months (60)
Fair Value, Total 17,942
Unrealized Loss, Total $ (912)