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Mortgage-Backed Securities and other securities - Sales and realized gains (losses) (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]      
Net Gain (Loss) $ (10,927) $ 84,271 $ 28,278
Agency CMBS      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]      
Proceeds   1,668,149 891,072
Gross Gains   116,463 32,793
Gross Losses   (6,486) (4,190)
Net Gain (Loss)   109,977 28,603
Agency RMBS      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]      
Proceeds   400,948 205,310
Gross Gains   12,552 1,559
Gross Losses   (506) 0
Net Gain (Loss)   12,046 1,559
Non-Agency CMBS      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]      
Proceeds 27,488 111,804 40,235
Gross Gains 0 1 317
Gross Losses (9,266) (23,624) (1,624)
Net Gain (Loss) (9,266) (23,623) (1,307)
Non-Agency RMBS      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]      
Proceeds   12,658  
Gross Gains   0  
Gross Losses   (60)  
Net Gain (Loss)   (60)  
Other securities      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]      
Proceeds   35,957  
Gross Gains   113  
Gross Losses   (6,223)  
Net Gain (Loss)   (6,110)  
Total mortgage-backed securities and other securities      
Debt Securities, Available-for-sale, Gain (Loss) [Abstract]      
Proceeds 27,488 2,229,516 1,136,617
Gross Gains 0 129,129 34,669
Gross Losses (9,266) (36,899) (5,814)
Net Gain (Loss) $ (9,266) $ 92,230 $ 28,855