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Fair value measurements - Summary of financial instruments measured at fair value (Details) - USD ($)
12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Assets:    
Derivative assets $ 18,499,000 $ 19,781,000
Cash equivalents 442,000 0
AG Arc 39,680,000 53,435,000
Total Assets Measured at Fair Value 4,230,937,000 3,222,792,000
Liabilities:    
Securitized debt (3,262,352,000) (999,215,000)
Derivative liabilities (9,000) (976,000)
Total Liabilities Measured at Fair Value $ (3,262,361,000) $ (1,000,191,000)
Derivative Asset, Statement of Financial Position [Extensible Enumeration] Other assets Other assets
Residential Mortgage    
Assets:    
Residential mortgage loans $ 421,451,000 $ 1,476,972,000
Residential Mortgage | Securitized residential mortgage loans    
Assets:    
Residential mortgage loans 3,707,146,000 1,158,134,000
Non-Agency RMBS    
Assets:    
Debt securities, available for sale 19,537,000 15,362,000
Non-Agency RMBS Interest Only    
Assets:    
Debt securities, available for sale 5,058,000 3,395,000
Agency Interest Only    
Assets:    
Debt securities, available for sale 19,124,000  
30 Year Fixed Rate Agency RMBS    
Assets:    
Debt securities, available for sale   495,713,000
Interest Rate Swaps    
Liabilities:    
Derivative asset, reduction in fair value related to variation margin 17,300,000 19,600,000
Derivative liability, reduction in fair value related to variation margin   900,000
Level 1    
Assets:    
Derivative assets 0 0
Cash equivalents 442,000  
AG Arc 0 0
Total Assets Measured at Fair Value 442,000 0
Liabilities:    
Securitized debt 0 0
Derivative liabilities 0 0
Total Liabilities Measured at Fair Value 0 0
Level 1 | Residential Mortgage    
Assets:    
Residential mortgage loans 0 0
Level 1 | Residential Mortgage | Securitized residential mortgage loans    
Assets:    
Residential mortgage loans 0 0
Level 1 | Non-Agency RMBS    
Assets:    
Debt securities, available for sale 0 0
Level 1 | Non-Agency RMBS Interest Only    
Assets:    
Debt securities, available for sale 0 0
Level 1 | Agency Interest Only    
Assets:    
Debt securities, available for sale 0  
Level 1 | 30 Year Fixed Rate Agency RMBS    
Assets:    
Debt securities, available for sale   0
Level 2    
Assets:    
Derivative assets 18,401,000 19,781,000
Cash equivalents 0  
AG Arc 0 0
Total Assets Measured at Fair Value 47,957,000 516,409,000
Liabilities:    
Securitized debt 0 0
Derivative liabilities 0 (897,000)
Total Liabilities Measured at Fair Value 0 (897,000)
Level 2 | Residential Mortgage    
Assets:    
Residential mortgage loans 754,000 915,000
Level 2 | Residential Mortgage | Securitized residential mortgage loans    
Assets:    
Residential mortgage loans 0 0
Level 2 | Non-Agency RMBS    
Assets:    
Debt securities, available for sale 9,678,000 0
Level 2 | Non-Agency RMBS Interest Only    
Assets:    
Debt securities, available for sale 0 0
Level 2 | Agency Interest Only    
Assets:    
Debt securities, available for sale 19,124,000  
Level 2 | 30 Year Fixed Rate Agency RMBS    
Assets:    
Debt securities, available for sale   495,713,000
Level 3    
Assets:    
Derivative assets 98,000 0
Cash equivalents 0  
AG Arc 39,680,000 53,435,000
Total Assets Measured at Fair Value 4,182,538,000 2,706,383,000
Liabilities:    
Securitized debt (3,262,352,000) (999,215,000)
Derivative liabilities (9,000) (79,000)
Total Liabilities Measured at Fair Value (3,262,361,000) (999,294,000)
Level 3 | Residential Mortgage    
Assets:    
Residential mortgage loans 420,697,000 1,476,057,000
Level 3 | Residential Mortgage | Securitized residential mortgage loans    
Assets:    
Residential mortgage loans 3,707,146,000 1,158,134,000
Level 3 | Non-Agency RMBS    
Assets:    
Debt securities, available for sale 9,859,000 15,362,000
Level 3 | Non-Agency RMBS Interest Only    
Assets:    
Debt securities, available for sale 5,058,000 3,395,000
Level 3 | Agency Interest Only    
Assets:    
Debt securities, available for sale $ 0  
Level 3 | 30 Year Fixed Rate Agency RMBS    
Assets:    
Debt securities, available for sale   $ 0