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Securities, at Fair Value - Impact of AFS Securities on AOCI (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
AOCI from AFS Securities:      
Unrealized gain on AFS securities at beginning of period $ 46,833 $ 79,607 $ 392,722
Unrealized (losses)/gains on securities available-for-sale (25,492) (32,774) 420,281
Reclassification adjustment for securities sales included in net income 0 0 (389,127)
Reclassification adjustment for impairments included in net income 0 0 (344,269)
Change in AOCI from AFS securities (25,492) (32,774) (313,115)
Balance at end of period 21,341 46,833 79,607
Agency MBS      
AOCI from AFS Securities:      
Unrealized (losses)/gains on securities available-for-sale $ (25,492) $ (32,774) $ 420,281