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Variable Interest Entities - Consolidated Balance Sheet related to this consolidated VIE (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Residential mortgage loans in securitization trust    
ASSETS    
Fair value $ 982,579 $ 667,365
VIE - Primary Beneficiary    
ASSETS    
Accrued interest receivable 1,902 1,728
LIABILITIES    
Non-recourse securitization obligations, collateralized by residential mortgage loans - principal balance, amortized cost 507,051 619,108
Less: debt issuance costs capitalized (1,898) (2,551)
Non-recourse securitization obligations, collateralized by residential mortgage loans, amortized cost, net 505,153 616,557
Non-recourse securitization obligations, collateralized by residential mortgage loans - principal balance, subject to fair value adjustment 476,962 0
Fair value adjustment (32,673) 0
Non-recourse securitization obligations, collateralized by residential mortgage loans - at fair value, net 444,289 0
Total non-recourse securitization obligations, collateralized by residential mortgage loans, net 949,442 616,557
VIE - Primary Beneficiary | Residential mortgage loans in securitization trust    
ASSETS    
Residential mortgage loans in securitization trusts - cost 1,061,973 665,510
Fair value adjustment (79,394) 1,855
Fair value $ 982,579 $ 667,365