Securities, at Fair Value - Interest Income (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2024	Sep. 30, 2023	Sep. 30, 2024	Sep. 30, 2023
Debt Securities, Available-for-sale [Line Items]
Interest income	$ 14,742	$ 11,945	$ 41,363	$ 29,201
Agency MBS
Debt Securities, Available-for-sale [Line Items]
Coupon interest	10,967	6,353	27,379	12,874
Effective yield adjustment	(28)	(50)	(80)	(126)
Interest income	10,939	6,303	27,299	12,748
Other MBS
Debt Securities, Available-for-sale [Line Items]
Coupon interest	2,009	2,082	6,170	6,019
Effective yield adjustment	13	(32)	87	185
Interest income	2,022	2,050	6,257	6,204
Term notes backed by MSR collateral
Debt Securities, Available-for-sale [Line Items]
Coupon interest	1,265	2,216	5,026	6,279
Effective yield adjustment	516	1,376	2,781	3,970
Interest income	$ 1,781	$ 3,592	$ 7,807	$ 10,249