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Securities, at Fair Value - Interest Income (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2023
Sep. 30, 2022
Sep. 30, 2023
Sep. 30, 2022
Debt Securities, Available-for-sale [Line Items]        
Interest income $ 11,945 $ 5,612 $ 29,201 $ 16,181
Agency MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 6,353 0 12,874 0
Effective yield adjustment (50) 0 (126) 0
Interest income 6,303 0 12,748 0
Other MBS        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 2,082 1,308 6,019 3,258
Effective yield adjustment (32) 699 185 2,971
Interest income 2,050 2,007 6,204 6,229
Term notes backed by MSR collateral        
Debt Securities, Available-for-sale [Line Items]        
Coupon interest 2,216 2,015 6,279 4,591
Effective yield adjustment 1,376 1,590 3,970 5,361
Interest income $ 3,592 $ 3,605 $ 10,249 $ 9,952