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Investment Securities Available for Sale, at Fair Value - Schedule of Investment Securities Available for Sale (Details) - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
Fair Value Option    
Amortized Cost $ 108,590 $ 154,581
Unrealized Gains 19,171 19,517
Unrealized Losses (7,054) (2,774)
Fair Value 120,707 171,324
CECL Securities    
Amortized Cost 25,483 27,743
Unrealized Gains 202 1,787
Unrealized Losses (612) (10)
Fair Value 25,073 29,520
Total CECL Securities and Fair Value Option    
Amortized Cost 134,073 182,324
Unrealized Gains 19,373 21,304
Unrealized Losses (7,666) (2,784)
Fair Value 145,780 200,844
Non-Agency RMBS    
Fair Value Option    
Amortized Cost 55,151 100,186
Unrealized Gains 1,275 949
Unrealized Losses (6,000) (2,636)
Fair Value 50,426 98,499
CECL Securities    
Amortized Cost 25,483 27,743
Unrealized Gains 202 1,787
Unrealized Losses (612) (10)
Fair Value 25,073 29,520
CMBS    
Fair Value Option    
Amortized Cost 32,600 32,600
Unrealized Gains 30 684
Unrealized Losses (1,054) (138)
Fair Value 31,576 33,146
ABS    
Fair Value Option    
Amortized Cost 20,839 21,795
Unrealized Gains 17,866 17,884
Unrealized Losses 0 0
Fair Value $ 38,705 $ 39,679