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Other assets and liabilities - Summary of TBAs (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
To Be Announced Securities [Roll Forward]    
Receivable/(Payable) from/to Broker $ 801 $ 1,887
Derivative Asset 18,499 19,781
Derivative Liability (9) (92)
TBA | Long    
To Be Announced Securities [Roll Forward]    
Beginning Notional Amount 0  
Buys or Covers 1,650,000  
Sales or Shorts (1,650,000)  
Ending Notional Amount 0 0
Fair Value as of Period End 0  
Receivable/(Payable) from/to Broker 0  
Derivative Asset 0  
Derivative Liability 0  
TBA | Short    
To Be Announced Securities [Roll Forward]    
Beginning Notional Amount (385,963) 0
Buys or Covers 1,320,852 1,390,550
Sales or Shorts (974,889) (1,776,513)
Ending Notional Amount (40,000) (385,963)
Fair Value as of Period End (38,556) (394,225)
Receivable/(Payable) from/to Broker 39,206 394,212
Derivative Asset 650 0
Derivative Liability $ 0 $ (13)