XML 81 R64.htm IDEA: XBRL DOCUMENT v3.22.0.1
Investment Securities Available For Sale, at Fair Value - Realized Gain or Loss Activity (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds $ 432,585 $ 1,820,194 $ 97,951
Realized Gains 16,006 19,679 21,971
Realized Losses (4,786) (81,208) (156)
Net Realized Gains (Losses) 11,220 (61,529) 21,815
Total Agency      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds   1,138,377  
Realized Gains   11,068  
Realized Losses   (16,063)  
Net Realized Gains (Losses)   (4,995)  
Agency RMBS      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds 123,622 992,966  
Realized Gains 0 5,402  
Realized Losses (3,480) (15,854)  
Net Realized Gains (Losses) (3,480) (10,452)  
Agency RMBS | Agency ARMs      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds   49,892  
Realized Gains   44  
Realized Losses   (4,157)  
Net Realized Gains (Losses)   (4,113)  
Agency RMBS | Agency Fixed Rate      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds   943,074  
Realized Gains   5,358  
Realized Losses   (11,697)  
Net Realized Gains (Losses)   (6,339)  
Agency CMBS      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds   145,411  
Realized Gains   5,666  
Realized Losses   (209)  
Net Realized Gains (Losses)   5,457  
Non-Agency RMBS      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds 176,166 433,076 1,021
Realized Gains 4,923 435 33
Realized Losses (854) (34,856) 0
Net Realized Gains (Losses) 4,069 (34,421) 33
Non-Agency RMBS | Non Agency RMBS Held In Securitization Trust      
Debt Securities, Available-for-sale [Line Items]      
Net Realized Gains (Losses) (5,500)    
CMBS      
Debt Securities, Available-for-sale [Line Items]      
Sales Proceeds 132,797 248,741 96,930
Realized Gains 11,083 8,176 21,938
Realized Losses (452) (30,289) (156)
Net Realized Gains (Losses) $ 10,631 $ (22,113) $ 21,782