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Repurchase Agreements - Narrative (Details)
$ in Thousands
6 Months Ended
Jun. 30, 2022
USD ($)
financialInstitution
counterparty
Dec. 31, 2021
USD ($)
Jun. 30, 2021
USD ($)
Assets Sold under Agreements to Repurchase [Line Items]      
Cash and cash equivalents $ 407,104 $ 289,602 $ 324,927
Repurchase agreements, number of financial institutions | financialInstitution 4    
Repurchase agreements, number of counterparties | counterparty 2    
Financings under repurchase agreements, aggregate outstanding balance $ 811,400    
Number of counterparties with amounts outstanding under repurchase agreements | counterparty 2    
Credit Suisse AG and Credit Suisse First Boston LLC      
Assets Sold under Agreements to Repurchase [Line Items]      
Repurchase agreement percentage at risk 6.23%    
Repurchase agreements      
Assets Sold under Agreements to Repurchase [Line Items]      
Cash and cash equivalents $ 368,900    
Unencumbered investment securities $ 88,260    
Average days to maturity 11 days    
Weighted average interest rate 2.84%    
Accrued interest payable $ 200    
Weighted average advance rate 51.70%    
Average interest rate haircut 48.30%    
Repurchase agreements | Non-Agency RMBS      
Assets Sold under Agreements to Repurchase [Line Items]      
Unencumbered investment securities $ 52,672    
Average interest rate haircut 48.70%    
Repurchase agreements | CMBS      
Assets Sold under Agreements to Repurchase [Line Items]      
Unencumbered investment securities $ 0    
Average interest rate haircut 45.00%