Financing - Summary of financing arrangements (Details) - USD ($) $ in Thousands		12 Months Ended
		Dec. 31, 2022	Dec. 31, 2021
Repurchase Agreements [Abstract]
Current Face		$ 4,490,780
Carrying Value		$ 3,883,539	$ 2,776,958
Weighted Average Funding Cost		4.44%
Weighted Average Life (in years)		6 years 3 months 18 days
Cash pledged (i.e., restricted cash) under repurchase agreements		$ 3,400	5,000
Asset Pledged as Collateral
Repurchase Agreements [Abstract]
Collateral Fair Value		883,643
Securitized residential mortgage loans
Repurchase Agreements [Abstract]
Current Face		3,869,593
Carrying Value		$ 3,262,352	999,215
Weighted Average Funding Cost		4.12%
Weighted Average Life (in years)		7 years 3 months 3 days
Total Financing Arrangements
Repurchase Agreements [Abstract]
Current Face		$ 621,187
Carrying Value		$ 621,187	1,777,743
Weighted Average Funding Cost		6.12%
Weighted Average Life (in years)		3 months 14 days
Total Financing Arrangements | Asset Pledged as Collateral
Repurchase Agreements [Abstract]
Collateral Fair Value		$ 883,643
Residential Mortgage
Repurchase Agreements [Abstract]
Current Face		360,241
Carrying Value		$ 360,241	1,286,287
Weighted Average Funding Cost		6.21%
Weighted Average Life (in years)		5 months 8 days
Collateral Fair Value		$ 356,467	1,476,972
Debt interest rate		6.12%
Residential Mortgage | Asset Pledged as Collateral
Repurchase Agreements [Abstract]
Collateral Fair Value		$ 418,023
Residential Mortgage | Securitized residential mortgage loans
Repurchase Agreements [Abstract]
Current Face		232,088
Carrying Value		$ 232,088	71,308
Weighted Average Funding Cost		6.11%
Weighted Average Life (in years)		1 month 9 days
Collateral Fair Value	[1]	$ 3,707,146	1,158,134
Residential Mortgage | Securitized residential mortgage loans | Asset Pledged as Collateral
Repurchase Agreements [Abstract]
Collateral Fair Value		423,967
Non-Agency RMBS
Repurchase Agreements [Abstract]
Current Face		14,695
Carrying Value		$ 14,695	10,213
Weighted Average Funding Cost		5.75%
Weighted Average Life (in years)		29 days
Non-Agency RMBS | Asset Pledged as Collateral
Repurchase Agreements [Abstract]
Collateral Fair Value		$ 24,595
Agency RMBS
Repurchase Agreements [Abstract]
Current Face		14,163
Carrying Value		$ 14,163	$ 409,935
Weighted Average Funding Cost		4.54%
Weighted Average Life (in years)		3 days
Agency RMBS | Asset Pledged as Collateral
Repurchase Agreements [Abstract]
Collateral Fair Value		$ 17,058
Non-Agency Loans | Counterparty One and Two
Repurchase Agreements [Abstract]
Line of credit facility, maximum borrowing capacity		$ 2,600,000

[1] These balances relate to certain residential mortgage loans which were securitized resulting in the Company consolidating the variable interest entities that were created to facilitate these securitizations as the Company was determined to be the primary beneficiary. See Note 3 for additional details.