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Investment Securities Available For Sale, at Fair Value (Tables) | 6 Months Ended
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Jun. 30, 2024
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 June 30, 2024 and December 31, 2023, respectively (dollar amounts in thousands):
| June 30, 2024 |  | December 31, 2023
| Amortized Cost |  | Unrealized |  | Fair Value |  | Amortized Cost |  | Unrealized |  | Fair Value
|  | Gains |  | Losses |  |  |  | Gains |  | Losses |
Fair Value Option |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Agency RMBS |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Fixed rate |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Fannie Mae | $ | 1,367,506 |  |  | $ | 6,675 |  |  | $ | (6,053) |  |  | $ | 1,368,128 |  |  | $ | 1,084,702 |  |  | $ | 15,902 |  |  | $ | (723) |  |  | $ | 1,099,881 |
Freddie Mac | 1,057,425 |  |  | 2,710 |  |  | (9,939) |  |  | 1,050,196 |  |  | 676,436 |  |  | 5,679 |  |  | (1,106) |  |  | 681,009 |
Total Fixed rate | 2,424,931 |  |  | 9,385 |  |  | (15,992) |  |  | 2,418,324 |  |  | 1,761,138 |  |  | 21,581 |  |  | (1,829) |  |  | 1,780,890 |
Adjustable rate |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Fannie Mae | 104,818 |  |  | 770 |  |  | (7) |  |  | 105,581 |  |  | 110,036 |  |  | 1,299 |  |  | — |  |  | 111,335 |
Freddie Mac | 36,577 |  |  | 213 |  |  | — |  |  | 36,790 |  |  | 37,424 |  |  | 442 |  |  | — |  |  | 37,866 |
Total Adjustable rate | 141,395 |  |  | 983 |  |  | (7) |  |  | 142,371 |  |  | 147,460 |  |  | 1,741 |  |  | — |  |  | 149,201 |
Interest-only |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Ginnie Mae | 62,052 |  |  | — |  |  | (14,152) |  |  | 47,900 |  |  | 52,623 |  |  | 6,813 |  |  | (203) |  |  | 59,233 |
Freddie Mac | 5,791 |  |  | — |  |  | (544) |  |  | 5,247 |  |  | — |  |  | — |  |  | — |  |  | — |
Total Interest-only | 67,843 |  |  | — |  |  | (14,696) |  |  | 53,147 |  |  | 52,623 |  |  | 6,813 |  |  | (203) |  |  | 59,233 |
Total Agency RMBS | 2,634,169 |  |  | 10,368 |  |  | (30,695) |  |  | 2,613,842 |  |  | 1,961,221 |  |  | 30,135 |  |  | (2,032) |  |  | 1,989,324 |
Non-Agency RMBS | 55,321 |  |  | 6,246 |  |  | (3,330) |  |  | 58,237 |  |  | 22,097 |  |  | 6,646 |  |  | (4,281) |  |  | 24,462 |
Total investment securities available for sale - fair value option | 2,689,490 |  |  | 16,614 |  |  | (34,025) |  |  | 2,672,079 |  |  | 1,983,318 |  |  | 36,781 |  |  | (6,313) |  |  | 2,013,786 |
CECL Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Non-Agency RMBS | — |  |  | — |  |  | — |  |  | — |  |  | 35 |  |  | — |  |  | (4) |  |  | 31 |
Total investment securities available for sale - CECL Securities | — |  |  | — |  |  | — |  |  | — |  |  | 35 |  |  | — |  |  | (4) |  |  | 31 |
Total | $ | 2,689,490 |  |  | $ | 16,614 |  |  | $ | (34,025) |  |  | $ | 2,672,079 |  |  | $ | 1,983,353 |  |  | $ | 36,781 |  |  | $ | (6,317) |  |  | $ | 2,013,817 |
Schedule of Realized Gain or Loss Activity | The Company did not sell investment securities during the three and six months ended June 30, 2024. The following tables summarize our investment securities sold during the three and six months ended June 30, 2023, respectively (dollar amounts in thousands):
| Three Months Ended June 30, 2023
| Sales Proceeds |  | Realized Gains |  | Realized Losses |  | Net Realized Gains (Losses)
ABS | $ | 595 |  |  | $ | — |  |  | $ | (41) |  |  | $ | (41) |
Total | $ | 595 |  |  | $ | — |  |  | $ | (41) |  |  | $ | (41) |
| Six Months Ended June 30, 2023
| Sales Proceeds |  | Realized Gains |  | Realized Losses |  | Net Realized Gains (Losses)
ABS | $ | 595 |  |  | $ | — |  |  | $ | (41) |  |  | $ | (41) |
Total | $ | 595 |  |  | $ | — |  |  | $ | (41) |  |  | $ | (41) |
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 June 30, 2024 and December 31, 2023, respectively (dollar amounts in thousands):
Weighted Average Life | June 30, 2024 |  | December 31, 2023
0 to 5 years | $ | 228,599 |  |  | $ | 283,554 |
Over 5 to 10 years | 2,439,873 |  |  | 1,727,269 |
10+ years | 3,607 |  |  | 2,994 |
Total | $ | 2,672,079 |  |  | $ | 2,013,817 |
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 December 31, 2023, respectively (dollar amounts in thousands):
December 31, 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 | $ | — |  |  | $ | — |  |  | $ | 31 |  |  | $ | (4) |  |  | $ | 31 |  |  | $ | (4) |
Total | $ | — |  |  | $ | — |  |  | $ | 31 |  |  | $ | (4) |  |  | $ | 31 |  |  | $ | (4) |

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