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Mortgage-Backed Securities and other securities - OTTI and Interest Income (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Debt Securities, Available-for-sale [Line Items]      
Other than temporary impairment $ 0 $ 0 $ 8,574
Depreciation, Amortization and Accretion, Net [Abstract]      
Net (Premium Amortization/Amortization Basis) Discount Amortization (1,540) (5,141) (7,398)
Interest income 164,071 178,028 217,264
Agency CMBS      
Depreciation, Amortization and Accretion, Net [Abstract]      
Coupon Interest 0 11,336 51,286
Net (Premium Amortization/Amortization Basis) Discount Amortization 0 (636) (2,327)
Interest income 0 10,700 48,959
Agency RMBS      
Debt Securities, Available-for-sale [Line Items]      
Other than temporary impairment     74
Depreciation, Amortization and Accretion, Net [Abstract]      
Coupon Interest 47 2,975 12,181
Net (Premium Amortization/Amortization Basis) Discount Amortization (30) (987) (3,053)
Interest income 17 1,988 9,128
Non-Agency CMBS      
Debt Securities, Available-for-sale [Line Items]      
Other than temporary impairment     6,565
Depreciation, Amortization and Accretion, Net [Abstract]      
Coupon Interest 9,874 15,331 14,178
Net (Premium Amortization/Amortization Basis) Discount Amortization 6,535 6,467 4,017
Interest income 16,409 21,798 18,195
Non-Agency RMBS      
Debt Securities, Available-for-sale [Line Items]      
Other than temporary impairment     1,331
Depreciation, Amortization and Accretion, Net [Abstract]      
Coupon Interest 2,127 2,732 4,682
Net (Premium Amortization/Amortization Basis) Discount Amortization (670) (1,193) (2,214)
Interest income 1,457 1,539 2,468
Other securities      
Debt Securities, Available-for-sale [Line Items]      
Other than temporary impairment     604
Depreciation, Amortization and Accretion, Net [Abstract]      
Coupon Interest 4,685 8,263 11,633
Net (Premium Amortization/Amortization Basis) Discount Amortization (1,574) (4,781) (6,472)
Interest income 3,111 3,482 5,161
Total mortgage-backed securities and other securities      
Debt Securities, Available-for-sale [Line Items]      
Other than temporary impairment     8,574
Depreciation, Amortization and Accretion, Net [Abstract]      
Coupon Interest 16,733 40,637 93,960
Net (Premium Amortization/Amortization Basis) Discount Amortization 4,261 (1,130) (10,049)
Interest income $ 20,994 $ 39,507 $ 83,911