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Securities, at Fair Value - Interest Income (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Debt Securities, Available-for-sale [Line Items]      
Interest Income, Securities, Mortgage-Backed $ 28,921 $ 56,690 $ 90,094
Residential Mortgage Securities      
Debt Securities, Available-for-sale [Line Items]      
Coupon interest 4,793 4,076 47,686
Effective yield adjustment 3,143 13,265 6,450
Interest Income, Securities, Mortgage-Backed 7,936 17,341 54,136
MSR-related assets      
Debt Securities, Available-for-sale [Line Items]      
Coupon interest 6,610 7,462 25,970
Effective yield adjustment 14,374 31,887 9,987
Interest Income, Securities, Mortgage-Backed 20,984 39,349 $ 35,957
Accretion income $ 7,800 20,500  
RPL/NPL MBS      
Debt Securities, Available-for-sale [Line Items]      
Accretion income   $ 8,800