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Mortgage-Backed Securities - Investment Type (Details) - USD ($) $ in Thousands | Jun. 30, 2023 | Dec. 31, 2022
--- | --- | ---
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Par Value |  | $ 5,182,595 | $ 3,236,285
Amortized Cost |  | 5,405,886 | 3,522,256
Fair Value |  | 5,059,308 | 3,112,705
Amortized cost |  | 1,204,445 | 1,288,269
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax |  | 902 | 507
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax |  | (176,898) | (181,853)
Debt Securities, Available-for-sale |  | 1,028,449 | 1,106,923
Debt Securities, Trading, Amortized Cost |  | 4,201,440 | 2,233,987
Gross unrealized gain, investment, fair value option |  | 1,030 | 0
Gross unrealized loss, investment, fair value option |  | (171,611) | (228,205)
Debt Securities, Trading |  | 4,030,859 | 2,005,782
Residential Mortgage Backed Securities [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Par Value |  | 5,060,491 | 3,104,498
Amortized Cost |  | 5,080,710 | 3,150,873
Fair Value |  | 4,753,037 | 2,762,878
Amortized cost |  | 937,727 | 977,624
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax |  | 0 | 0
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax |  | (161,660) | (164,949)
Debt Securities, Available-for-sale |  | 776,067 | 812,675
Debt Securities, Trading, Amortized Cost |  | 4,142,983 | 2,173,249
Gross unrealized gain, investment, fair value option |  | 1,030 | 0
Gross unrealized loss, investment, fair value option |  | (167,043) | (223,046)
Debt Securities, Trading |  | 3,976,970 | 1,950,203
Commercial Mortgage Backed Securities [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Par Value |  | 121,931 | 131,578
Amortized Cost |  | 122,514 | 132,333
Fair Value |  | 115,136 | 124,690
Amortized cost |  | 107,227 | 117,031
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax |  | 0 | 0
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax |  | (6,172) | (6,474)
Debt Securities, Available-for-sale |  | 101,055 | 110,557
Debt Securities, Trading, Amortized Cost |  | 15,287 | 15,302
Gross unrealized gain, investment, fair value option |  | 0 | 0
Gross unrealized loss, investment, fair value option |  | (1,206) | (1,169)
Debt Securities, Trading |  | 14,081 | 14,133
Interest-Only-Strip [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Amortized Cost | [1] | 202,489 | 238,841
Fair Value | [1] | 191,017 | 224,985
Amortized cost |  | 159,318 | 193,405
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax |  | 902 | 507
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax |  | (9,011) | (10,373)
Debt Securities, Available-for-sale |  | 151,209 | 183,539
Debt Securities, Trading, Amortized Cost |  | 43,170 | 45,436
Gross unrealized gain, investment, fair value option |  | 0 | 0
Gross unrealized loss, investment, fair value option |  | (3,362) | (3,990)
Debt Securities, Trading |  | 39,808 | 41,446
Interest-Only-Strip, Agency CMBS [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Notional balance |  | 8,342,158 | 9,711,981
Interest-Only-Strip, Non-Agency CMBS [Member] |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Notional balance |  | 4,332,365 | 6,280,761
Non-Agency MBS |  |  |
Debt Securities, Trading and Available-for-sale [Abstract] |  |  |
Par Value |  | 173 | 209
Fair Value |  | 118 | 152
Amortized cost |  | 173 | 209
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Gain, before Tax |  | 0 | 0
Debt Securities, Available-for-sale, Accumulated Gross Unrealized Loss, before Tax |  | (55) | (57)
Debt Securities, Available-for-sale |  | $ 118 | $ 152
[1] | (1) The notional balance for Agency CMBS IO and non-Agency CMBS IO was $8,342,158 and $4,332,365, respectively, as of June 30, 2023, and $9,711,981 and $6,280,761, respectively, as of December 31, 2022.

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