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Securities, at Fair Value - Impact of AFS Securities on AOCI (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
AOCI from AFS Securities:        
Unrealized gain on AFS securities at beginning of period $ 41,856 $ 75,752 $ 46,833 $ 79,607
Unrealized (losses) on securities available-for-sale (4,937) (9,589) (9,914) (13,444)
Change in AOCI from AFS securities (4,937) (9,589) (9,914) (13,444)
Balance at end of period 36,919 66,163 36,919 66,163
Agency MBS        
AOCI from AFS Securities:        
Unrealized (losses) on securities available-for-sale $ (4,937) $ (9,589) $ (9,914) $ (13,444)