XML 65 R54.htm IDEA: XBRL DOCUMENT v3.21.2
Investment in Securities (Proceeds, Realized Gains (Losses) on Sales) (Details) - USD ($)
3 Months Ended 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Securities, Available-for-sale [Line Items]        
Proceeds $ 328,763,000 $ 40,462,000 $ 1,116,415,000 $ 1,765,704,000
Available-for-sale Securities, Gross Realized Gains 10,024,000 4,509,000 24,154,000 29,458,000
Available-for-sale Securities, Gross Realized Losses (3,254,000) (553,000) (12,870,000) (10,506,000)
Available-for-sale Securities, Gross Realized Gain (Loss) 6,770,000 3,956,000 11,284,000 18,952,000
Available-for-sale securities Realizes Losses - adjustments to cost basis of certain securities (300,000) (2,500,000) (1,500,000) (16,300,000)
Agency RMBS        
Securities, Available-for-sale [Line Items]        
Proceeds 128,510,000 10,675,000 620,728,000 1,438,469,000
Available-for-sale Securities, Gross Realized Gains 831,000 2,467,000 4,171,000 15,982,000
Available-for-sale Securities, Gross Realized Losses (1,860,000) (564,000) (9,114,000) (3,369,000)
Available-for-sale Securities, Gross Realized Gain (Loss) (1,029,000) 1,903,000 (4,943,000) 12,613,000
Non-Agency RMBS and CMBS        
Securities, Available-for-sale [Line Items]        
Proceeds 55,122,000 17,926,000 196,874,000 116,349,000
Available-for-sale Securities, Gross Realized Gains 3,887,000 1,669,000 13,396,000 11,081,000
Available-for-sale Securities, Gross Realized Losses (1,081,000) (171,000) (2,598,000) (3,880,000)
Available-for-sale Securities, Gross Realized Gain (Loss) 2,806,000 1,498,000 10,798,000 7,201,000
CLOs        
Securities, Available-for-sale [Line Items]        
Proceeds 0 0 129,001,000 41,714,000
Available-for-sale Securities, Gross Realized Gains 2,846,000 0 3,882,000 1,122,000
Available-for-sale Securities, Gross Realized Losses 0 256,000 (973,000) (2,928,000)
Available-for-sale Securities, Gross Realized Gain (Loss) 2,846,000 256,000 2,909,000 (1,806,000)
Other Securities        
Securities, Available-for-sale [Line Items]        
Proceeds 145,131,000 11,861,000 169,812,000 169,172,000
Available-for-sale Securities, Gross Realized Gains 2,460,000 373,000 2,705,000 1,273,000
Available-for-sale Securities, Gross Realized Losses (313,000) (74,000) (185,000) (329,000)
Available-for-sale Securities, Gross Realized Gain (Loss) $ 2,147,000 $ 299,000 $ 2,520,000 $ 944,000