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Securities, at Fair Value - Impact of AFS Securities on AOCI (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
AOCI from AFS Securities:    
Unrealized gain on AFS securities at beginning of period $ 46,833 $ 79,607
Unrealized (losses) on securities available-for-sale (4,977) (3,855)
Change in AOCI from AFS securities (4,977) (3,855)
Balance at end of period 41,856 75,752
Agency MBS    
AOCI from AFS Securities:    
Unrealized (losses) on securities available-for-sale $ (4,977) $ (3,855)