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Financing - Summary of repurchase agreements (Details) - USD ($)
$ in Thousands
Dec. 31, 2022
Dec. 31, 2021
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value $ 3,883,539 $ 2,776,958
Securitized residential mortgage loans    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 3,262,352 999,215
Residential Mortgage Loans    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 360,241 1,286,287
Residential Mortgage Loans | Securitized residential mortgage loans    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 232,088 71,308
Residential Mortgage Loans | Within 30 Days    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 0  
Residential Mortgage Loans | Within 30 Days | Securitized residential mortgage loans    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 144,488  
Residential Mortgage Loans | Over 30 Days to 3 Months    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 162,508  
Residential Mortgage Loans | Over 30 Days to 3 Months | Securitized residential mortgage loans    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 87,600  
Residential Mortgage Loans | Over 3 Months to 12 Months    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 165,979  
Residential Mortgage Loans | Over 3 Months to 12 Months | Securitized residential mortgage loans    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 0  
Residential Mortgage Loans | Over 12 Months    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 31,754  
Residential Mortgage Loans | Over 12 Months | Securitized residential mortgage loans    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 0  
Non-Agency RMBS    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 14,695 10,213
Non-Agency RMBS | Within 30 Days    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 10,859  
Non-Agency RMBS | Over 30 Days to 3 Months    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 3,836  
Non-Agency RMBS | Over 3 Months to 12 Months    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 0  
Non-Agency RMBS | Over 12 Months    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 0  
Agency RMBS    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 14,163 409,935
Agency RMBS | Within 30 Days    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 14,163  
Agency RMBS | Over 30 Days to 3 Months    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 0  
Agency RMBS | Over 3 Months to 12 Months    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 0  
Agency RMBS | Over 12 Months    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 0  
Total Financing Arrangements    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 621,187 $ 1,777,743
Total Financing Arrangements | Within 30 Days    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 169,510  
Total Financing Arrangements | Over 30 Days to 3 Months    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 253,944  
Total Financing Arrangements | Over 3 Months to 12 Months    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value 165,979  
Total Financing Arrangements | Over 12 Months    
Assets Sold under Agreements to Repurchase [Line Items]    
Carrying Value $ 31,754