XML 67 R41.htm IDEA: XBRL DOCUMENT v3.22.2
Investment Securities - Summary (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase $ (128,365) $ (609,251)
Senior    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 975 3,076
Allocated Capital (74) (1,013)
Mezzanine    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 2,145 2,178
Allocated Capital 549 547
Subordinate    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 55,414 80,058
Allocated Capital 42,799 80,058
Interest Only/Excess    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 10,133 15,052
Allocated Capital 10,133 15,052
Total AOMT RMBS    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 68,667 100,364
Allocated Capital 53,407 94,644
Subordinate    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 3,354 10,292
Allocated Capital 3,354 10,292
Interest Only/Excess    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 2,634 2,923
Allocated Capital 2,634 2,923
Total Other Non-Agency RMBS    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 5,988 13,215
Allocated Capital 5,988 13,215
Fannie Mae    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 820,101 281,225
Allocated Capital 706,996 13,939
Freddie Mac    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 28,103 90,830
Allocated Capital 28,103 3,335
Whole Pool Total Agency RMBS    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 848,204 372,055
Allocated Capital 735,099 17,274
RMBS    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 922,859 485,634
Securities Sold Under Agreement to Repurchase (128,365) (360,501)
Allocated Capital 794,494 125,133
Subordinate    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 6,573 7,993
Allocated Capital 6,573 7,993
Interest Only/Excess    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 2,409 2,763
Allocated Capital 2,409 2,763
Total AOMT CMBS    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Real Estate Securities at Fair Value 8,982 10,756
Allocated Capital 8,982 10,756
Senior    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase (1,049) (4,089)
Mezzanine    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase (1,596) (1,631)
Subordinate    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase (12,615) 0
Interest Only/Excess    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase 0 0
Total AOMT RMBS    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase (15,260) (5,720)
Subordinate    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase 0 0
Interest Only/Excess    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase 0 0
Total Other Non-Agency RMBS    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase 0 0
Fannie Mae    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase (113,105) (267,286)
Freddie Mac    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase 0 (87,495)
Whole Pool Total Agency RMBS    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase (113,105) (354,781)
RMBS    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase (128,365) (360,501)
Subordinate    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase 0 0
Interest Only/Excess    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase 0 0
Total AOMT CMBS    
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]    
Securities Sold Under Agreement to Repurchase $ 0 $ 0