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Repurchase Agreements - Narrative (Details)
$ in Thousands
3 Months Ended
Mar. 31, 2022
USD ($)
financialInstitution
counterparty
Dec. 31, 2021
USD ($)
Mar. 31, 2021
USD ($)
Assets Sold under Agreements to Repurchase [Line Items]      
Repurchase agreements, number of financial institutions | financialInstitution 3    
Repurchase agreements, number of counterparties | counterparty 2    
Number of counterparties with amounts outstanding under repurchase agreements | counterparty 2    
Cash and cash equivalents $ 303,762 $ 289,602 $ 290,977
Liquid assets, percent of outstanding repurchase agreements 267.70%    
Repurchase agreements      
Assets Sold under Agreements to Repurchase [Line Items]      
Average days to maturity 10 days    
Weighted average interest rate 1.73%    
Accrued interest payable $ 400    
Weighted average advance rate 51.70%    
Average interest rate haircut 48.30%    
Cash and cash equivalents $ 303,800    
Unencumbered investment securities $ 84,078    
Repurchase agreements | Non-Agency RMBS      
Assets Sold under Agreements to Repurchase [Line Items]      
Average interest rate haircut 48.80%    
Unencumbered investment securities $ 45,373    
Repurchase agreements | CMBS      
Assets Sold under Agreements to Repurchase [Line Items]      
Average interest rate haircut 45.00%    
Unencumbered investment securities $ 0