Securities, at Fair Value - Interest Income (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2024	Mar. 31, 2023
Debt Securities, Available-for-sale [Line Items]
Interest income	$ 12,992	$ 7,308
Agency MBS
Debt Securities, Available-for-sale [Line Items]
Coupon interest	7,730	2,051
Effective yield adjustment	(15)	(31)
Interest income	7,715	2,020
Other MBS
Debt Securities, Available-for-sale [Line Items]
Coupon interest	2,085	1,912
Effective yield adjustment	30	188
Interest income	2,115	2,100
Term notes backed by MSR collateral
Debt Securities, Available-for-sale [Line Items]
Coupon interest	1,951	1,963
Effective yield adjustment	1,211	1,225
Interest income	$ 3,162	$ 3,188