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Investment Securities Available for Sale, at Fair Value - Schedule of Investment Securities Available for Sale (Details) - USD ($)
$ in Thousands
Jun. 30, 2022
Dec. 31, 2021
Fair Value Option    
Amortized Cost $ 102,278 $ 154,581
Unrealized Gains 23,226 19,517
Unrealized Losses (9,580) (2,774)
Fair Value 115,924 171,324
CECL Securities    
Amortized Cost 25,526 27,743
Unrealized Gains 0 1,787
Unrealized Losses (944) (10)
Fair Value 24,582 29,520
Total CECL Securities and Fair Value Option    
Amortized Cost 127,804 182,324
Unrealized Gains 23,226 21,304
Unrealized Losses (10,524) (2,784)
Fair Value 140,506 200,844
Non-Agency RMBS    
Fair Value Option    
Amortized Cost 50,307 100,186
Unrealized Gains 7,009 949
Unrealized Losses (7,076) (2,636)
Fair Value 50,240 98,499
CECL Securities    
Amortized Cost 25,526 27,743
Unrealized Gains 0 1,787
Unrealized Losses (944) (10)
Fair Value 24,582 29,520
CMBS    
Fair Value Option    
Amortized Cost 32,600 32,600
Unrealized Gains 0 684
Unrealized Losses (2,504) (138)
Fair Value 30,096 33,146
ABS    
Fair Value Option    
Amortized Cost 19,371 21,795
Unrealized Gains 16,217 17,884
Unrealized Losses 0 0
Fair Value $ 35,588 $ 39,679