XML 56 R44.htm IDEA: XBRL DOCUMENT v3.22.2
Mortgage-Backed Securities and other securities - Financing Receivables (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Components of interest income        
Net (Premium Amortization/Amortization Basis) Discount Accretion     $ (2,599) $ (204)
Interest Income $ 39,577 $ 41,195 75,219 87,212
Agency RMBS        
Components of interest income        
Coupon Interest 5 12 13 27
Net (Premium Amortization/Amortization Basis) Discount Accretion (2) (8) (6) (19)
Interest Income 3 4 7 8
Non-Agency CMBS        
Components of interest income        
Coupon Interest 2,129 2,213 5,101 4,550
Net (Premium Amortization/Amortization Basis) Discount Accretion 401 2,131 (1) 4,561
Interest Income 2,530 4,344 5,100 9,111
Non-Agency RMBS        
Components of interest income        
Coupon Interest 813 740 1,358 1,153
Net (Premium Amortization/Amortization Basis) Discount Accretion (152) (406) (167) (464)
Interest Income 661 334 1,191 689
Other securities        
Components of interest income        
Coupon Interest 767 1,083 1,655 2,674
Net (Premium Amortization/Amortization Basis) Discount Accretion 272 (175) 38 (944)
Interest Income 1,039 908 1,693 1,730
Total        
Components of interest income        
Coupon Interest 3,714 4,048 8,127 8,404
Net (Premium Amortization/Amortization Basis) Discount Accretion 519 1,542 (136) 3,134
Interest Income $ 4,233 $ 5,590 $ 7,991 $ 11,538