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Securities Sold Under Agreements to Repurchase - Summary (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2022
Dec. 31, 2021
Assets Sold under Agreements to Repurchase [Line Items]    
Amount Outstanding $ 128,365 $ 609,251
Weighted Average Interest Rate (as a percent) 1.51% 0.15%
Weighted Average Remaining Maturity (Days) 15 days 13 days
U.S. Treasury Bills    
Assets Sold under Agreements to Repurchase [Line Items]    
Amount Outstanding   $ 248,750
Weighted Average Interest Rate (as a percent)   0.12%
Weighted Average Remaining Maturity (Days)   6 days
RMBS    
Assets Sold under Agreements to Repurchase [Line Items]    
Amount Outstanding $ 128,365 $ 360,501
Weighted Average Interest Rate (as a percent) 1.51% 0.16%
Weighted Average Remaining Maturity (Days) 15 days 18 days