XML 72 R61.htm IDEA: XBRL DOCUMENT v3.24.2.u1
Securities, at Fair Value - Interest Income (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2024
Jun. 30, 2023
Jun. 30, 2024
Jun. 30, 2023
Debt Securities, Available-for-sale [Line Items]        
Interest income $ 13,629 $ 9,948 $ 26,621 $ 17,256
Agency MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 8,682 4,471 16,412 6,522
Effective yield adjustment (36) (45) (51) (76)
Interest income 8,646 4,426 16,361 6,446
Other MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 2,075 2,025 4,160 3,936
Effective yield adjustment 44 28 74 217
Interest income 2,119 2,053 4,234 4,153
Term notes backed by MSR collateral        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 1,810 2,100 3,761 4,063
Effective yield adjustment 1,054 1,369 2,265 2,594
Interest income $ 2,864 $ 3,469 $ 6,026 $ 6,657