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Repurchase Agreements - Additional Information (Details)
$ in Thousands
12 Months Ended
Dec. 31, 2021
USD ($)
counterparty
Dec. 31, 2020
USD ($)
counterparty
Concentration Risk [Line Items]    
Number of counterparties with master repurchase agreements 34 33
Repurchase agreements, carrying amount | $ $ 3,948,037 $ 4,536,065
Number of counterparties with repurchase agreements outstanding 18 18
Credit Risk and Non-Agency Securities    
Concentration Risk [Line Items]    
Haircut (as a percent) 3.45% 3.13%
Counterparty Concentration Risk | Repurchase Agreement Borrowings    
Concentration Risk [Line Items]    
Number of counterparties 2 1
Counterparty Concentration Risk | BUCKLER Securities, LLC | Repurchase Agreement Borrowings    
Concentration Risk [Line Items]    
Percentage of concentration risk 49.70% 66.10%
Counterparty Concentration Risk | BUCKLER Securities, LLC | Stockholders' Equity, Total    
Concentration Risk [Line Items]    
Percentage of concentration risk 5.00% 8.30%
Weighted average maturity 35 days 21 days
Counterparty Concentration Risk | One Repurchase Agreement Counterparty | Repurchase Agreement Borrowings    
Concentration Risk [Line Items]    
Percentage of concentration risk 16.00%  
Counterparty Concentration Risk | Two Repurchase Agreement Counterparties | Repurchase Agreement Borrowings    
Concentration Risk [Line Items]    
Percentage of concentration risk   9.00%
Minimum | Counterparty Concentration Risk | One Repurchase Agreement Counterparty | Repurchase Agreement Borrowings    
Concentration Risk [Line Items]    
Percentage of concentration risk 5.00%  
Minimum | Counterparty Concentration Risk | Two Repurchase Agreement Counterparties | Repurchase Agreement Borrowings    
Concentration Risk [Line Items]    
Percentage of concentration risk   5.00%
Maximum    
Concentration Risk [Line Items]    
Ratio of indebtedness to net capital 12  
Maximum | Counterparty Concentration Risk | One Repurchase Agreement Counterparty | Repurchase Agreement Borrowings    
Concentration Risk [Line Items]    
Percentage of concentration risk 10.00%  
Maximum | Counterparty Concentration Risk | Two Repurchase Agreement Counterparties | Repurchase Agreement Borrowings    
Concentration Risk [Line Items]    
Percentage of concentration risk   10.00%