Securities, at Fair Value - Interest Income (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2023	Dec. 31, 2022	Dec. 31, 2021
Debt Securities, Available-for-sale [Line Items]
Interest income	$ 42,376	$ 28,921	$ 56,690
Agency MBS
Debt Securities, Available-for-sale [Line Items]
Coupon interest	20,676	0	0
Effective yield adjustment	(146)	0	0
Interest income	20,529	0	0
Other MBS
Debt Securities, Available-for-sale [Line Items]
Coupon interest	8,128	4,793	4,076
Effective yield adjustment	191	3,143	13,265
Interest income	8,319	7,936	17,341
Term Notes Backed by MSR Collateral
Debt Securities, Available-for-sale [Line Items]
Coupon interest	8,423	6,610	7,462
Effective yield adjustment	5,104	14,374	31,887
Interest income	$ 13,527	20,984	39,349
RPL/NPL MBS
Debt Securities, Available-for-sale [Line Items]
Accretion income			8,800
MSR Related Assets
Debt Securities, Available-for-sale [Line Items]
Accretion income		$ 7,800	$ 20,500