Related Party Transactions - Schedule of Related Party Transactions (Details) - USD ($) $ in Thousands	3 Months Ended		12 Months Ended
	Mar. 31, 2022	Mar. 31, 2021	Dec. 31, 2021
Related Party Transaction [Line Items]
ARMOUR management fees	$ 8,125	$ 7,428
Less management fees waived	(1,950)	(2,400)
Total management fee expense	6,175	5,028
U.S. Treasuries
Related Party Transaction [Line Items]
U.S. Treasury Securities Purchased	2,654,611	390,126
Proceeds from sales of U.S. Treasury Securities	1,470,125	390,098
BUCKLER Securities, LLC | Corporate Joint Venture
Related Party Transaction [Line Items]
Repurchase agreements	3,372,837		$ 1,963,679
Collateral posted on repurchase agreements	3,488,675		2,036,385
Interest on repurchase agreements	1,033	$ 1,388
BUCKLER Securities, LLC | Corporate Joint Venture | U.S. Treasuries
Related Party Transaction [Line Items]
U.S. Treasury Securities Purchased	600,000		100,000
Proceeds from sales of U.S. Treasury Securities	$ 800,000		$ 0