XML 70 R61.htm IDEA: XBRL DOCUMENT v3.23.2
Investment Securities Available for Sale, at Fair Value - Schedule of Investment Securities Available for Sale (Details) - USD ($)
$ in Thousands
Jun. 30, 2023
Dec. 31, 2022
Fair Value Option    
Amortized Cost $ 723,851 $ 81,788
Unrealized Gains 8,847 9,495
Unrealized Losses (22,377) (15,369)
Fair Value 710,321 75,914
CECL Securities    
Amortized Cost 25,713 25,616
Unrealized Gains 0 0
Unrealized Losses (1,762) (1,971)
Fair Value 23,951 23,645
Total CECL Securities and Fair Value Option    
Amortized Cost 749,564 107,404
Unrealized Gains 8,847 9,495
Unrealized Losses (24,139) (17,340)
Fair Value 734,272 99,559
Agency RMBS    
Fair Value Option    
Amortized Cost 648,027 0
Unrealized Gains 0 0
Unrealized Losses (7,894) 0
Fair Value 640,133 0
Non-Agency RMBS    
Fair Value Option    
Amortized Cost 43,808 48,958
Unrealized Gains 8,847 9,436
Unrealized Losses (12,864) (13,469)
Fair Value 39,791 44,925
CECL Securities    
Amortized Cost 25,713 25,616
Unrealized Gains 0 0
Unrealized Losses (1,762) (1,971)
Fair Value 23,951 23,645
CMBS    
Fair Value Option    
Amortized Cost 32,016 32,033
Unrealized Gains 0 0
Unrealized Losses (1,619) (1,900)
Fair Value 30,397 30,133
ABS    
Fair Value Option    
Amortized Cost 0 797
Unrealized Gains 0 59
Unrealized Losses 0 0
Fair Value $ 0 $ 856