XML 64 R53.htm IDEA: XBRL DOCUMENT v3.21.2
Investment in Securities (Summary of Investment Income) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Securities, Available-for-sale [Line Items]        
Interest Income $ 45,890 $ 39,281 $ 85,970 $ 91,389
Agency RMBS        
Securities, Available-for-sale [Line Items]        
Coupon Interest 14,300 12,603 28,652 33,515
Net Amortization (2,972) (9,218) (10,572) (18,062)
Interest Income 11,328 3,385 18,080 15,453
Non-Agency RMBS and CMBS        
Securities, Available-for-sale [Line Items]        
Coupon Interest 3,259 3,631 7,015 7,684
Net Amortization 964 1,377 2,431 2,090
Interest Income 4,223 5,008 9,446 9,774
CLOs        
Securities, Available-for-sale [Line Items]        
Coupon Interest 1,909 3,987 4,445 9,406
Net Amortization 571 376 1,515 (635)
Interest Income 2,480 4,363 5,960 8,771
Other Securities        
Securities, Available-for-sale [Line Items]        
Coupon Interest 4,173 3,098 7,706 6,023
Net Amortization (1,326) (1,104) (1,983) (2,149)
Interest Income 2,847 1,994 5,723 3,874
Securities Investment [Member]        
Securities, Available-for-sale [Line Items]        
Coupon Interest 23,641 23,319 47,818 56,628
Net Amortization (2,763) (8,569) (8,609) (18,756)
Interest Income $ 20,878 $ 14,750 $ 39,209 $ 37,872