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Mortgage-Backed Securities - Investment Type (Details) - USD ($) $ in Thousands | Dec. 31, 2022 | Dec. 31, 2021
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Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Par Value |  | $ 3,236,285 | $ 2,815,612
Amortized Cost |  | 3,522,256 | 3,190,092
Fair Value |  | 3,112,705 | 3,181,839
Amortized cost |  | 1,288,269 | 1,687,080
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax |  | 507 | 27,191
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax |  | (181,853) | (20,462)
Debt Securities, Available-for-sale |  | 1,106,923 | 1,693,809
Debt Securities, Trading, Amortized Cost |  | 2,233,987 | 1,503,012
Gross unrealized gain, investment, fair value option |  | 0 | 57
Gross unrealized loss, investment, fair value option |  | (228,205) | (15,039)
Debt Securities, Trading |  | 2,005,782 | 1,488,030
Residential Mortgage Backed Securities [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Par Value |  | 3,104,498 | 2,639,747
Amortized Cost |  | 3,150,873 | 2,713,907
Fair Value |  | 2,762,878 | 2,686,775
Amortized cost |  | 977,624 | 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 |  | (164,949) | (19,994)
Debt Securities, Available-for-sale |  | 812,675 | 1,220,523
Debt Securities, Trading, Amortized Cost |  | 2,173,249 | 1,481,169
Gross unrealized gain, investment, fair value option |  | 0 | 0
Gross unrealized loss, investment, fair value option |  | (223,046) | (14,917)
Debt Securities, Trading |  | 1,950,203 | 1,466,252
Commercial Mortgage Backed Securities [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Par Value |  | 131,578 | 174,899
Amortized Cost |  | 132,333 | 177,211
Fair Value |  | 124,690 |
Amortized cost |  | 117,031 | 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 |  | (6,474) | 0
Debt Securities, Available-for-sale |  | 110,557 | 184,847
Debt Securities, Trading, Amortized Cost |  | 15,302 |
Gross unrealized gain, investment, fair value option |  | 0 |
Gross unrealized loss, investment, fair value option |  | (1,169) |
Debt Securities, Trading |  | 14,133 |
Interest-Only-Strip [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Amortized Cost | [1] | 238,841 | 298,197
Fair Value | [1] | 224,985 | 309,419
Amortized cost |  | 193,405 | 276,354
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax |  | 507 | 11,713
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax |  | (10,373) | (426)
Debt Securities, Available-for-sale |  | 183,539 | 287,641
Debt Securities, Trading, Amortized Cost |  | 45,436 | 21,843
Gross unrealized gain, investment, fair value option |  | 0 | 57
Gross unrealized loss, investment, fair value option |  | (3,990) | (122)
Debt Securities, Trading |  | 41,446 | 21,778
Interest-Only-Strip, Agency CMBS [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Notional balance |  | 9,711,981 | 10,630,713
Interest-Only-Strip, Non-Agency CMBS [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Notional balance |  | 6,280,761 | 8,635,666
Non-Agency MBS |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Par Value |  | 209 | 966
Amortized cost |  | 209 | 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 |  | (57) | (42)
Debt Securities, Available-for-sale |  | $ 152 | $ 798
[1] | (1) The notional balance for Agency CMBS IO and non-Agency CMBS IO was $9,711,981 and $6,280,761, respectively, as of December 31, 2022, and $10,630,713 and $8,635,666, respectively, as of December 31, 2021.

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