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Investment Securities Available For Sale, at Fair Value (Tables) | 9 Months Ended
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Sep. 30, 2023
Investments, Debt and Equity Securities [Abstract] |
Schedule of Available-for-sale Securities Reconciliation | The Company's investment securities available for sale consisted of the following as of September 30, 2023 and December 31, 2022, respectively (dollar amounts in thousands):
| September 30, 2023 |  | December 31, 2022
| Amortized Cost |  | Unrealized |  | Fair Value |  | Amortized Cost |  | Unrealized |  | Fair Value
|  | Gains |  | Losses |  |  |  | Gains |  | Losses |
Fair Value Option |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Agency RMBS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Fixed rate |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Fannie Mae | $ | 868,656 |  |  | $ | 64 |  |  | $ | (18,193) |  |  | $ | 850,527 |  |  | $ | — |  |  | $ | — |  |  | $ | — |  |  | $ | — |
Freddie Mac | 591,245 |  |  | — |  |  | (18,977) |  |  | 572,268 |  |  | — |  |  | — |  |  | — |  |  | — |
Total Fixed rate | 1,459,901 |  |  | 64 |  |  | (37,170) |  |  | 1,422,795 |  |  | — |  |  | — |  |  | — |  |  | — |
Adjustable rate |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Fannie Mae | 43,377 |  |  | — |  |  | (1,036) |  |  | 42,341 |  |  | — |  |  | — |  |  | — |  |  | — |
Freddie Mac | 28,803 |  |  | — |  |  | (522) |  |  | 28,281 |  |  | — |  |  | — |  |  | — |  |  | — |
Total Adjustable rate | 72,180 |  |  | — |  |  | (1,558) |  |  | 70,622 |  |  | — |  |  | — |  |  | — |  |  | — |
Interest-only |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Ginnie Mae | 42,205 |  |  | 107 |  |  | (725) |  |  | 41,587 |  |  | — |  |  | — |  |  | — |  |  | — |
Total Interest-only | 42,205 |  |  | 107 |  |  | (725) |  |  | 41,587 |  |  | — |  |  | — |  |  | — |  |  | — |
Total Agency RMBS | 1,574,286 |  |  | 171 |  |  | (39,453) |  |  | 1,535,004 |  |  | — |  |  | — |  |  | — |  |  | — |
Non-Agency RMBS | 42,059 |  |  | 8,729 |  |  | (13,161) |  |  | 37,627 |  |  | 48,958 |  |  | 9,436 |  |  | (13,469) |  |  | 44,925 |
CMBS | 6,000 |  |  | — |  |  | (352) |  |  | 5,648 |  |  | 32,033 |  |  | — |  |  | (1,900) |  |  | 30,133 |
ABS | — |  |  | — |  |  | — |  |  | — |  |  | 797 |  |  | 59 |  |  | — |  |  | 856 |
Total investment securities available for sale - fair value option | 1,622,345 |  |  | 8,900 |  |  | (52,966) |  |  | 1,578,279 |  |  | 81,788 |  |  | 9,495 |  |  | (15,369) |  |  | 75,914 |
CECL Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Non-Agency RMBS | 25,763 |  |  | — |  |  | (1,827) |  |  | 23,936 |  |  | 25,616 |  |  | — |  |  | (1,971) |  |  | 23,645 |
Total investment securities available for sale - CECL Securities | 25,763 |  |  | — |  |  | (1,827) |  |  | 23,936 |  |  | 25,616 |  |  | — |  |  | (1,971) |  |  | 23,645 |
Total | $ | 1,648,108 |  |  | $ | 8,900 |  |  | $ | (54,793) |  |  | $ | 1,602,215 |  |  | $ | 107,404 |  |  | $ | 9,495 |  |  | $ | (17,340) |  |  | $ | 99,559 |
Schedule of Investments Securities Sold | The following table summarizes our investment securities sold during the three months ended September 30, 2023 and 2022, respectively (dollar amounts in thousands):
| Three Months Ended September 30, 2023
| Sales Proceeds |  | Realized Gains |  | Realized Losses |  | Net Realized Gains (Losses)
CMBS | $ | 24,772 |  |  | $ | — |  |  | $ | (1,035) |  |  | $ | (1,035) |
Total | $ | 24,772 |  |  | $ | — |  |  | $ | (1,035) |  |  | $ | (1,035) |
| Three Months Ended September 30, 2022
| Sales Proceeds |  | Realized Gains |  | Realized Losses |  | Net Realized Gains (Losses)
ABS | $ | 36,215 |  |  | $ | 18,001 |  |  | $ | — |  |  | $ | 18,001 |
Total | $ | 36,215 |  |  | $ | 18,001 |  |  | $ | — |  |  | $ | 18,001 |
The following table summarizes our investment securities sold during the nine months ended September 30, 2023 and 2022, respectively (dollar amounts in thousands):
| Nine Months Ended September 30, 2023
| Sales Proceeds |  | Realized Gains |  | Realized Losses |  | Net Realized Gains (Losses)
ABS | $ | 595 |  |  | $ | — |  |  | $ | (41) |  |  | $ | (41) |
CMBS | 24,772 |  |  | — |  |  | (1,035) |  |  | (1,035) |
Total | $ | 25,367 |  |  | $ | — |  |  | $ | (1,076) |  |  | $ | (1,076) |
| Nine Months Ended September 30, 2022
| Sales Proceeds |  | Realized Gains |  | Realized Losses |  | Net Realized Gains (Losses)
Non-Agency RMBS | $ | 24,374 |  |  | $ | 374 |  |  | $ | — |  |  | $ | 374 |
ABS | 36,215 |  |  | 18,001 |  |  | — |  |  | 18,001 |
Total | $ | 60,589 |  |  | $ | 18,375 |  |  | $ | — |  |  | $ | 18,375 |
Schedule of Weighted Average Lives of Investment Securities | The following table sets forth the weighted average lives of our investment securities available for sale as of September 30, 2023 and December 31, 2022, respectively (dollar amounts in thousands):
Weighted Average Life | September 30, 2023 |  | December 31, 2022
0 to 5 years | $ | 42,759 |  |  | $ | 39,655 |
Over 5 to 10 years | 1,546,244 |  |  | 46,558 |
10+ years | 13,212 |  |  | 13,346 |
Total | $ | 1,602,215 |  |  | $ | 99,559 |
Schedule of Investment Securities Available-for-sale in an Unrealized Loss Position | The following table presents the Company's CECL Securities in an unrealized loss position with no credit losses reported, aggregated by investment category and length of time that individual securities have been in a continuous unrealized loss position as of September 30, 2023 and December 31, 2022, respectively (dollar amounts in thousands):
September 30, 2023 | Less than 12 months |  | Greater than 12 months |  | Total |  |
| Carrying Value |  | Gross Unrealized Losses |  | Carrying Value |  | Gross Unrealized Losses |  | Carrying Value |  | Gross Unrealized Losses |  |  |  |
Non-Agency RMBS | $ | — |  |  | $ | — |  |  | $ | 23,936 |  |  | $ | (1,827) |  |  | $ | 23,936 |  |  | $ | (1,827) |  |  |  |  |
Total | $ | — |  |  | $ | — |  |  | $ | 23,936 |  |  | $ | (1,827) |  |  | $ | 23,936 |  |  | $ | (1,827) |  |  |  |  |
December 31, 2022 | Less than 12 months |  | Greater than 12 months |  | Total
| Carrying Value |  | Gross Unrealized Losses |  | Carrying Value |  | Gross Unrealized Losses |  | Carrying Value |  | Gross Unrealized Losses
Non-Agency RMBS | $ | 23,609 |  |  | $ | (1,966) |  |  | $ | 36 |  |  | $ | (5) |  |  | $ | 23,645 |  |  | $ | (1,971) |
Total | $ | 23,609 |  |  | $ | (1,966) |  |  | $ | 36 |  |  | $ | (5) |  |  | $ | 23,645 |  |  | $ | (1,971) |

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