v3.26.1
Fair Value Measurements - Unobservable Inputs Assumptions (Details)
$ in Thousands
Jun. 30, 2026
USD ($)
Dec. 31, 2025
USD ($)
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivatives, at fair value, net $ 49,647 $ 25,187
Interest rate lock commitments    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivatives, at fair value, net 4,055 3,855
Level 3 | Interest rate lock commitments    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivatives, at fair value, net $ 4,055 $ 3,855
Level 3 | Discount Rate | Minimum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.06 0.05
Level 3 | Discount Rate | Minimum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.06 0
Level 3 | Discount Rate | Minimum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.09 0.09
Level 3 | Discount Rate | Maximum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.15 0.20
Level 3 | Discount Rate | Maximum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.15 0.15
Level 3 | Discount Rate | Maximum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 1 1
Level 3 | Discount Rate | Weighted Average | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.063 0.061
Level 3 | Discount Rate | Weighted Average | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.084 0.086
Level 3 | Discount Rate | Weighted Average | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.100 0.099
Level 3 | Prepay Rate | Minimum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.06 0.06
Level 3 | Prepay Rate | Minimum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.06 0.06
Level 3 | Prepay Rate | Minimum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.06 0.06
Level 3 | Prepay Rate | Maximum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.20 0.25
Level 3 | Prepay Rate | Maximum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.30 0.24
Level 3 | Prepay Rate | Maximum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.22 0.25
Level 3 | Prepay Rate | Weighted Average | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.067 0.068
Level 3 | Prepay Rate | Weighted Average | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.091 0.091
Level 3 | Prepay Rate | Weighted Average | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.071 0.070
Level 3 | CDR | Minimum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0 0
Level 3 | CDR | Minimum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0 0
Level 3 | CDR | Minimum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0 0
Level 3 | CDR | Maximum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.16 0.07
Level 3 | CDR | Maximum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.03 0.03
Level 3 | CDR | Maximum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.09 0.13
Level 3 | CDR | Weighted Average | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.011 0.012
Level 3 | CDR | Weighted Average | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.007 0.008
Level 3 | CDR | Weighted Average | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.008 0.008
Level 3 | Loss Severity | Minimum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.26 0.26
Level 3 | Loss Severity | Minimum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.20 0.20
Level 3 | Loss Severity | Minimum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0 0
Level 3 | Loss Severity | Maximum | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.87 0.54
Level 3 | Loss Severity | Maximum | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.50 0.50
Level 3 | Loss Severity | Maximum | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.86 0.84
Level 3 | Loss Severity | Weighted Average | Non-Agency RMBS - Senior    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.298 0.290
Level 3 | Loss Severity | Weighted Average | Non-Agency RMBS - Subordinated    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.302 0.320
Level 3 | Loss Severity | Weighted Average | Non-Agency RMBS - Interest-only    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Significant Inputs 0.270 0.284
Level 3 | Pull-through Rate | Minimum | Interest rate lock commitments    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative assets - IRLCs 0.20 0.10
Level 3 | Pull-through Rate | Maximum | Interest rate lock commitments    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative assets - IRLCs 0.99 0.95
Level 3 | Pull-through Rate | Weighted Average | Interest rate lock commitments    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Derivative assets - IRLCs 0.673 0.700