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Securities, at Fair Value - Impact of AFS Securities on AOCI (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
AOCI from AFS Securities:      
Unrealized gain on AFS securities at beginning of period $ 79,607 $ 392,722 $ 417,167
Unrealized (losses)/gains on securities available-for-sale (32,774) 420,281 20,335
Reclassification adjustment for securities sales included in net income 0 (389,127) (44,600)
Reclassification adjustment for impairments included in net income 0 (344,269) (180)
Change in AOCI from AFS securities (32,774) (313,115) (24,445)
Balance at end of period 46,833 79,607 392,722
Agency MBS      
AOCI from AFS Securities:      
Unrealized (losses)/gains on securities available-for-sale $ (32,774) $ 420,281 $ 20,335