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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, 2023
Dec. 31, 2022
Fair Value Option    
Amortized Cost $ 183,307 $ 81,788
Unrealized Gains 9,962 9,495
Unrealized Losses (14,982) (15,369)
Fair Value 178,287 75,914
CECL Securities    
Amortized Cost 25,663 25,616
Unrealized Gains 0 0
Unrealized Losses (1,379) (1,971)
Fair Value 24,284 23,645
Total CECL Securities and Fair Value Option    
Amortized Cost 208,970 107,404
Unrealized Gains 9,962 9,495
Unrealized Losses (16,361) (17,340)
Fair Value 202,571 99,559
Agency RMBS    
Fair Value Option    
Amortized Cost 106,116 0
Unrealized Gains 1,084 0
Unrealized Losses 0 0
Fair Value 107,200 0
Non-Agency RMBS    
Fair Value Option    
Amortized Cost 44,483 48,958
Unrealized Gains 8,878 9,436
Unrealized Losses (13,434) (13,469)
Fair Value 39,927 44,925
CECL Securities    
Amortized Cost 25,663 25,616
Unrealized Gains 0 0
Unrealized Losses (1,379) (1,971)
Fair Value 24,284 23,645
CMBS    
Fair Value Option    
Amortized Cost 32,025 32,033
Unrealized Gains 0 0
Unrealized Losses (1,357) (1,900)
Fair Value 30,668 30,133
ABS    
Fair Value Option    
Amortized Cost 683 797
Unrealized Gains 0 59
Unrealized Losses (191) 0
Fair Value $ 492 $ 856