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CMBS Structured Pass Through Certificates, MSCR Notes and Mortgage Backed Securities - Summary of CMBS I/O Strips (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 18, 2022
Feb. 03, 2022
Sep. 29, 2021
Jun. 11, 2021
May 04, 2021
Apr. 28, 2021
Mar. 31, 2023
Dec. 31, 2022
MSCR Notes                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 10,015 $ 10,313
Collateralized Mortgage-Backed Securities                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 37,007 $ 32,328
Interest Rate             8.67% 7.28%
Current Yield             8.82% 7.45%
Multifamily | CMBS I/O Strip, One                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 1,781 $ 1,807
Interest Rate             2.02% 2.02%
Current Yield             14.58% 14.56%
Multifamily | CMBS I/O Strip, Two                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 16,976 $ 18,364
Interest Rate             2.98% 2.98%
Current Yield             16.44% 15.98%
Multifamily | CMBS I/O Strip, Three                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 5,582 $ 5,676
Interest Rate             1.59% 1.59%
Payments for purchase of securities         $ 15,000 $ 50,000    
Current Yield             16.02% 15.52%
Multifamily | CMBS I/O Strip, Four                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 3,636 $ 3,693
Interest Rate             3.39% 3.39%
Current Yield             16.20% 15.73%
Multifamily | CMBS I/O Strip, Five                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 442 $ 455
Interest Rate             2.31% 2.31%
Current Yield             19.65% 18.91%
Multifamily | CMBS I/O Strip, Six                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 3,409 $ 4,188
Interest Rate             1.19% 1.19%
Payments for purchase of securities $ 50,000 $ 40,000 $ 35,000 $ 80,000        
Current Yield             13.75% 13.34%
Multifamily | CMBS IO Strip Seven                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 1,043 $ 1,117
Interest Rate             1.18% 1.18%
Current Yield             17.17% 16.77%
Multifamily | CMBS IO Strip Eight                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 2,405 $ 2,445
Interest Rate             1.89% 1.89%
Current Yield             16.35% 15.87%
Multifamily | CMBS I/O Strip, Nine                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 1,322 $ 1,333
Interest Rate             3.10% 3.10%
Current Yield             14.08% 13.74%
Multifamily | CMBS I/O Strip, Ten                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 247 $ 250
Interest Rate             2.61% 2.61%
Current Yield             14.83% 14.44%
Multifamily | CMBS I/O Strip, Eleven                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 3,673 $ 3,726
Interest Rate             1.92% 1.92%
Current Yield             15.48% 15.03%
Multifamily | CMBS I/O Strip, Twelve                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 3,792 $ 3,822
Interest Rate             2.95% 2.95%
Current Yield             14.04% 13.70%
Multifamily | CMBS I/O Strips                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 44,308 $ 46,876
Interest Rate             2.47% 2.46%
Current Yield             15.77% 15.32%
Multifamily | MSCR Notes One                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 3,899 $ 4,019
Interest Rate             13.98% 13.02%
Current Yield             13.98% 13.02%
Multifamily | MSCR Notes Two                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 4,825 $ 4,988
Interest Rate             10.98% 10.02%
Current Yield             10.98% 10.02%
Multifamily | MSCR Notes Three                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 1,291 $ 1,306
Interest Rate             11.33% 10.37%
Current Yield             12.45% 11.40%
Multifamily | MSCR Notes                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 10,015 $ 10,313
Interest Rate             12.19% 11.23%
Current Yield             12.34% 11.36%
Multifamily | Mortgage Backed Securities 5                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 3,965 $ 4,473
Interest Rate             10.56% 9.29%
Current Yield             10.54% 9.27%
Multifamily | Mortgage Backed Securities 7                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 5,733  
Interest Rate             13.07%  
Current Yield             13.10%  
Single-Family | Mortgage Backed Securities 1                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 9,793 $ 9,638
Interest Rate             7.79% 7.08%
Current Yield             8.11% 7.39%
Single-Family | Mortgage Backed Securities 2                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 8,286 $ 8,966
Interest Rate             4.87% 4.87%
Current Yield             5.07% 5.08%
Single-Family | Mortgage Backed Securities 3                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 535 $ 526
Interest Rate             6.23% 6.23%
Current Yield             6.33% 6.33%
Single-Family | Mortgage Backed Securities 4                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 869 $ 819
Interest Rate             3.60% 3.60%
Current Yield             4.20% 4.23%
Self Storage | Mortgage Backed Securities 6                
Debt and Equity Securities, FV-NI [Line Items]                
Carrying Value             $ 7,826 $ 7,906
Interest Rate             10.34% 9.57%
Current Yield             10.36% 9.59%