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Real Estate Securities - Schedule of Real Estate Securities Portfolio (Details) - USD ($) $ in Thousands | Dec. 31, 2025 | Dec. 31, 2024
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Debt Securities, Available-for-sale [Line Items] |  |
Current Face | $ 265,170 | $ 224,214
Premium / (Discount) | (45,465) | (49,774)
Amortized Cost | 255,799 | 207,992
Gross Unrealized Gains | 16,907 | 8,795
Gross Unrealized Losses | (12,402) | (15,427)
Fair Value | $ 260,304 | $ 201,360
Weighted Average Coupon | 4.55% | 3.62%
Weighted Average Yield | 9.89% | 11.58%
Weighted Average Life (Years) | 4 years 11 months 4 days | 5 years 2 months 12 days
Residential Portfolio Segment |  |
Debt Securities, Available-for-sale [Line Items] |  |
Unpaid Principal Balance | $ 8,251,113 | $ 6,781,862
Loans at fair value | 8,199,296 | 6,417,895
Total Non-Agency RMBS | Residential Portfolio Segment |  |
Debt Securities, Available-for-sale [Line Items] |  |
Current Face | 182,208 | 123,318
Premium / (Discount) | (8,450) | (7,895)
Amortized Cost | 193,222 | 128,458
Gross Unrealized Gains | 10,844 | 5,310
Gross Unrealized Losses | (2,685) | (6,189)
Fair Value | $ 201,381 | $ 127,579
Weighted Average Coupon | 4.09% | 3.08%
Weighted Average Yield | 8.82% | 9.40%
Weighted Average Life (Years) | 5 years 4 months 20 days | 5 years 7 months 24 days
Non-QM Loans | Residential Portfolio Segment |  |
Debt Securities, Available-for-sale [Line Items] |  |
Current Face | $ 48,814 | $ 49,516
Premium / (Discount) | (2,160) | (2,772)
Amortized Cost | 48,526 | 49,015
Gross Unrealized Gains | 816 | 1,678
Gross Unrealized Losses | (2,379) | (5,544)
Fair Value | $ 46,963 | $ 45,149
Weighted Average Coupon | 3.11% | 2.83%
Weighted Average Yield | 6.66% | 7.65%
Weighted Average Life (Years) | 3 years 6 months 25 days | 4 years 7 months 13 days
Real estate securities notional amount | $ 66,300 | $ 85,600
Retained securities amount | 42,400 | 40,300
Unpaid Principal Balance | 36,578 | 13,098
Loans at fair value | 35,108 | 12,279
Agency-Eligible Loans | Residential Portfolio Segment |  |
Debt Securities, Available-for-sale [Line Items] |  |
Current Face | 44,491 | 51,861
Premium / (Discount) | (2,656) | (3,062)
Amortized Cost | 42,439 | 49,488
Gross Unrealized Gains | 1,841 | 1,555
Gross Unrealized Losses | (117) | (148)
Fair Value | $ 44,163 | $ 50,895
Weighted Average Coupon | 3.57% | 3.45%
Weighted Average Yield | 7.41% | 7.47%
Weighted Average Life (Years) | 6 years 8 months 26 days | 6 years 10 months 28 days
Real estate securities notional amount | $ 40,400 | $ 50,400
Retained securities amount | 42,200 | 48,200
Unpaid Principal Balance | 20,524 | 101,570
Loans at fair value | 21,149 | 102,145
Home Equity Loans | Residential Portfolio Segment |  |
Debt Securities, Available-for-sale [Line Items] |  |
Current Face | 84,647 | 15,526
Premium / (Discount) | (2,018) | 640
Amortized Cost | 99,617 | 26,076
Gross Unrealized Gains | 7,514 | 1,445
Gross Unrealized Losses | (189) | (491)
Fair Value | $ 106,942 | $ 27,030
Weighted Average Coupon | 5.55% | 3.40%
Weighted Average Yield | 10.47% | 16.36%
Weighted Average Life (Years) | 5 years 6 months 3 days | 5 years 3 months 3 days
Real estate securities notional amount | $ 249,100 | $ 163,300
Retained securities amount | 78,700 |
Unpaid Principal Balance | 135,804 | 99,863
Loans at fair value | 142,339 | 103,964
Prime Jumbo Loans | Residential Portfolio Segment |  |
Debt Securities, Available-for-sale [Line Items] |  |
Current Face | 4,256 | 6,415
Premium / (Discount) | (1,616) | (2,701)
Amortized Cost | 2,640 | 3,879
Gross Unrealized Gains | 673 | 632
Gross Unrealized Losses | 0 | (6)
Fair Value | $ 3,313 | $ 4,505
Weighted Average Coupon | 4.49% | 0.97%
Weighted Average Yield | 8.82% | 9.41%
Weighted Average Life (Years) | 18 years 4 months 9 days | 7 years 11 months 12 days
Real estate securities notional amount |  | $ 28,300
Legacy WMC CMBS |  |
Debt Securities, Available-for-sale [Line Items] |  |
Current Face | $ 82,962 | 100,896
Premium / (Discount) | (37,015) | (41,879)
Amortized Cost | 45,947 | 59,017
Gross Unrealized Gains | 5,814 | 2,577
Gross Unrealized Losses | (9,196) | (8,809)
Fair Value | $ 42,565 | $ 52,785
Weighted Average Coupon | 5.95% | 5.13%
Weighted Average Yield | 15.30% | 16.74%
Weighted Average Life (Years) | 1 year 8 months 23 days | 1 year 9 months 7 days
Unpaid Principal Balance | $ 23,500 | $ 23,500
Loans at fair value | 6,300 | 6,000
Agency RMBS Interest Only |  |
Debt Securities, Available-for-sale [Line Items] |  |
Amortized Cost | 16,630 | 20,517
Gross Unrealized Gains | 249 | 908
Gross Unrealized Losses | (521) | (429)
Fair Value | $ 16,358 | $ 20,996
Weighted Average Coupon | 4.57% | 4.32%
Weighted Average Yield | 7.30% | 10.35%
Weighted Average Life (Years) | 5 years 2 months 1 day | 6 years 6 months 18 days
Agency RMBS Interest Only | Residential Portfolio Segment |  |
Debt Securities, Available-for-sale [Line Items] |  |
Real estate securities notional amount | $ 85,000 | $ 107,200

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