XML 66 R55.htm IDEA: XBRL DOCUMENT v3.20.2
Investment in Securities (Proceeds, Realized Gains (Losses) on Sales) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Securities, Available-for-sale [Line Items]        
Available-for-sale securities Realizes Losses - Write offs $ (13,800)   $ (13,800)  
Proceeds 204,629 $ 366,061 1,723,038 $ 1,071,720
Available-for-sale Securities, Gross Realized Gains 5,968 2,878 25,152 5,566
Available-for-sale Securities, Gross Realized Losses (6,616) (2,328) (10,416) (8,044)
Available-for-sale Securities, Gross Realized Gain (Loss) (648) 550 14,736 (2,478)
OTTI charge on securities   4,700   6,000
Agency RMBS        
Securities, Available-for-sale [Line Items]        
Proceeds 140,109 259,207 1,425,590 387,511
Available-for-sale Securities, Gross Realized Gains 4,673 1,872 13,698 2,578
Available-for-sale Securities, Gross Realized Losses (614) (629) (3,231) (2,051)
Available-for-sale Securities, Gross Realized Gain (Loss) 4,059 1,243 10,467 527
Non-Agency RMBS and CMBS        
Securities, Available-for-sale [Line Items]        
Proceeds 20,621 19,139 98,423 148,684
Available-for-sale Securities, Gross Realized Gains 1,031 825 9,432 2,092
Available-for-sale Securities, Gross Realized Losses (2,769) (688) (3,729) (3,835)
Available-for-sale Securities, Gross Realized Gain (Loss) (1,738) 137 5,703 (1,743)
CLOs        
Securities, Available-for-sale [Line Items]        
Proceeds 7,172 11,275 41,714 56,097
Available-for-sale Securities, Gross Realized Gains 0 54 1,122 152
Available-for-sale Securities, Gross Realized Losses (3,178) (497) (3,202) (1,113)
Available-for-sale Securities, Gross Realized Gain (Loss) (3,178) (443) (2,080) (961)
Other Securities        
Securities, Available-for-sale [Line Items]        
Proceeds 36,727 76,440 157,311 479,428
Available-for-sale Securities, Gross Realized Gains 264 127 900 744
Available-for-sale Securities, Gross Realized Losses (55) (514) (254) (1,045)
Available-for-sale Securities, Gross Realized Gain (Loss) $ 209 $ (387) $ 646 $ (301)