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Mortgage-Backed Securities - Investment Type (Details) - USD ($) $ in Thousands | Sep. 30, 2022 | Dec. 31, 2021
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Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Investment Owned, Face Amount |  | $ 3,301,343 | $ 2,815,612
Debt Securities, Trading and Available-for-sale, Amortized Cost |  | 3,607,545 | 3,190,092
Debt Securities, Trading and Available-for-sale |  | 3,150,306 | 3,181,839
Amortized cost |  | 1,336,727 | 1,687,080
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax |  | 288 | 27,191
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax |  | (196,917) | (20,462)
Debt Securities, Available-for-sale |  | 1,140,098 | 1,693,809
Debt Securities, Trading, Amortized Cost |  | 2,270,818 | 1,503,012
Gross unrealized gain, investment, fair value option |  | 0 | 57
Gross unrealized loss, investment, fair value option |  | (260,610) | (15,039)
Debt Securities, Trading |  | 2,010,208 | 1,488,030
Residential Mortgage Backed Securities [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Investment Owned, Face Amount |  | 3,164,044 | 2,639,747
Debt Securities, Trading and Available-for-sale, Amortized Cost |  | 3,211,908 | 2,713,907
Debt Securities, Trading and Available-for-sale |  | 2,776,569 | 2,686,775
Amortized cost |  | 1,002,705 | 1,232,738
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax |  | 0 | 7,779
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax |  | (180,099) | (19,994)
Debt Securities, Available-for-sale |  | 822,606 | 1,220,523
Debt Securities, Trading, Amortized Cost |  | 2,209,203 | 1,481,169
Gross unrealized gain, investment, fair value option |  | 0 | 0
Gross unrealized loss, investment, fair value option |  | (255,240) | (14,917)
Debt Securities, Trading |  | 1,953,963 | 1,466,252
Commercial Mortgage Backed Securities [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Investment Owned, Face Amount |  | 137,067 | 174,899
Debt Securities, Trading and Available-for-sale, Amortized Cost |  | 137,987 |
Debt Securities, Trading and Available-for-sale |  | 130,384 |
Amortized cost |  | 122,678 | 177,211
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax |  | 0 | 7,636
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax |  | (6,171) | 0
Debt Securities, Available-for-sale |  | 116,507 | 184,847
Debt Securities, Trading, Amortized Cost |  | 15,309 |
Gross unrealized gain, investment, fair value option |  | 0 |
Gross unrealized loss, investment, fair value option |  | (1,432) |
Debt Securities, Trading |  | 13,877 |
Interest-Only-Strip [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Debt Securities, Trading and Available-for-sale, Amortized Cost | [1] | 257,418 | 298,197
Debt Securities, Trading and Available-for-sale | [1] | 243,171 | 309,419
Amortized cost |  | 211,112 | 276,354
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax |  | 288 | 11,713
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax |  | (10,597) | (426)
Debt Securities, Available-for-sale |  | 200,803 | 287,641
Debt Securities, Trading, Amortized Cost |  | 46,306 | 21,843
Gross unrealized gain, investment, fair value option |  | 0 | 57
Gross unrealized loss, investment, fair value option |  | (3,938) | (122)
Debt Securities, Trading |  | 42,368 | 21,778
Interest-Only-Strip, Agency CMBS [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Notional balance |  | 9,986,364 | 10,630,713
Interest-Only-Strip, Non-Agency CMBS [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Notional balance |  | 6,594,280 | 8,635,666
Non-Agency MBS |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Investment Owned, Face Amount |  | 232 | 966
Amortized cost |  | 232 | 777
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax |  | 0 | 63
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax |  | (50) | (42)
Debt Securities, Available-for-sale |  | $ 182 | $ 798
[1] | (1) The notional balance for Agency CMBS IO and non-Agency CMBS IO was $9,986,364 and $6,594,280, respectively, as of September 30, 2022, and $10,630,713 and $8,635,666, respectively, as of December 31, 2021.

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