XML 117 R69.htm IDEA: XBRL DOCUMENT v3.24.0.1
Investment in Securities (Unrealized Loss Positions Securities) (Details) - USD ($)
$ in Thousands
Dec. 31, 2023
Dec. 31, 2022
Securities, Available-for-sale [Line Items]    
Fair Value, Less than 12 Months $ 158,495 $ 720,249
Unrealized Losses, Less than 12 Months (3,275) (60,343)
Fair Value, Greater than 12 Months 451,992 365,355
Unrealized Losses, Greater than 12 Months (48,765) (66,704)
Fair Value, Total 610,487 1,085,604
Unrealized Loss, Total (52,040) (127,047)
Agency RMBS    
Securities, Available-for-sale [Line Items]    
Fair Value, Less than 12 Months 125,112 577,047
Unrealized Losses, Less than 12 Months (730) (51,817)
Fair Value, Greater than 12 Months 426,834 326,223
Unrealized Losses, Greater than 12 Months (45,854) (57,564)
Fair Value, Total 551,946 903,270
Unrealized Loss, Total (46,584) (109,381)
CLOs    
Securities, Available-for-sale [Line Items]    
Fair Value, Less than 12 Months 7,152 6,035
Unrealized Losses, Less than 12 Months (69) (466)
Fair Value, Greater than 12 Months 5 12,212
Unrealized Losses, Greater than 12 Months 0 (3,488)
Fair Value, Total 7,157 18,247
Unrealized Loss, Total (69) (3,954)
Other Securities    
Securities, Available-for-sale [Line Items]    
Fair Value, Less than 12 Months 15,930 90,523
Unrealized Losses, Less than 12 Months (2,276) (2,855)
Fair Value, Greater than 12 Months 10,958 726
Unrealized Losses, Greater than 12 Months (2,029) (693)
Fair Value, Total 26,888 91,249
Unrealized Loss, Total (4,305) (3,548)
Non-Agency RMBS and CMBS    
Securities, Available-for-sale [Line Items]    
Fair Value, Less than 12 Months 10,301 46,644
Unrealized Losses, Less than 12 Months (200) (5,205)
Fair Value, Greater than 12 Months 14,195 26,194
Unrealized Losses, Greater than 12 Months (882) (4,959)
Fair Value, Total 24,496 72,838
Unrealized Loss, Total $ (1,082) $ (10,164)