XML 165 R57.htm IDEA: XBRL DOCUMENT v3.22.0.1
Investment in Securities (Summary of Investment Income) (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Dec. 31, 2021
Sep. 30, 2021
Jun. 30, 2021
Mar. 31, 2021
Dec. 31, 2020
Sep. 30, 2020
Jun. 30, 2020
Mar. 31, 2020
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Securities, Available-for-sale [Line Items]                      
Net Amortization                 $ 32,578 $ 41,681 $ 48,132
Interest Income $ 49,390 $ 40,146 $ 45,890 $ 40,079 $ 39,067 $ 43,075 $ 39,281 $ 52,108 175,505 173,531 159,901
Level 3                      
Securities, Available-for-sale [Line Items]                      
Assets, Transfers into Level 3                 13,797 92,143 35,567
Agency RMBS                      
Securities, Available-for-sale [Line Items]                      
Coupon Interest                 58,495 59,987 62,103
Net Amortization                 (24,642) (31,975) (24,731)
Interest Income                 33,853 28,012 37,372
Non-Agency RMBS and CMBS                      
Securities, Available-for-sale [Line Items]                      
Coupon Interest                 13,987 15,257 13,855
Net Amortization                 3,423 5,775 2,782
Interest Income                 17,410 21,032 16,637
CLOs                      
Securities, Available-for-sale [Line Items]                      
Coupon Interest                 10,701 14,103 15,857
Net Amortization                 (1,035) 3,529 (1,599)
Interest Income                 9,666 17,632 14,258
Other Securities                      
Securities, Available-for-sale [Line Items]                      
Coupon Interest                 17,332 11,545 7,157
Net Amortization                 (5,538) (4,986) (2,468)
Interest Income                 11,794 6,559 4,689
Securities Investment [Member]                      
Securities, Available-for-sale [Line Items]                      
Coupon Interest                 100,515 100,892 98,972
Net Amortization                 (27,792) (27,657) (26,016)
Interest Income                 $ 72,723 $ 73,235 $ 72,956