XML 49 R55.htm IDEA: XBRL DOCUMENT v3.20.1
Investment in Securities (Proceeds, Realized Gains (Losses) on Sales) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Securities, Available-for-sale [Line Items]    
Proceeds $ 1,518,817 $ 708,574
Available-for-sale Securities, Gross Realized Gains 19,476 2,882
Available-for-sale Securities, Gross Realized Losses (4,092) (7,316)
Available-for-sale Securities, Gross Realized Gain (Loss) 15,384 (4,434)
Agency RMBS    
Securities, Available-for-sale [Line Items]    
Proceeds 1,285,482 128,304
Available-for-sale Securities, Gross Realized Gains 9,221 712
Available-for-sale Securities, Gross Realized Losses (2,813) (1,679)
Available-for-sale Securities, Gross Realized Gain (Loss) 6,408 (967)
Non-Agency RMBS and CMBS    
Securities, Available-for-sale [Line Items]    
Proceeds 77,802 129,545
Available-for-sale Securities, Gross Realized Gains 8,496 1,272
Available-for-sale Securities, Gross Realized Losses (1,056) (3,443)
Available-for-sale Securities, Gross Realized Gain (Loss) 7,440 (2,171)
CLOs    
Securities, Available-for-sale [Line Items]    
Proceeds 34,542 44,822
Available-for-sale Securities, Gross Realized Gains 1,122 140
Available-for-sale Securities, Gross Realized Losses (23) (935)
Available-for-sale Securities, Gross Realized Gain (Loss) 1,099 (795)
Other Securities    
Securities, Available-for-sale [Line Items]    
Proceeds 120,991 405,903
Available-for-sale Securities, Gross Realized Gains 637 758
Available-for-sale Securities, Gross Realized Losses (200) (1,259)
Available-for-sale Securities, Gross Realized Gain (Loss) $ 437 $ (501)