Securities, at Fair Value - Narrative (Details) - USD ($)		3 Months Ended		12 Months Ended
		Mar. 31, 2023	Mar. 31, 2022	Dec. 31, 2022	Dec. 31, 2021
Debt Securities, Available-for-sale [Line Items]
Securities, at fair value	[1]	$ 504,639,000		$ 333,364,000
Allowance for loan loss		33,062,000	$ 35,457,000	35,314,000	$ 39,447,000
Securities, at fair value
Debt Securities, Available-for-sale [Line Items]
Securities, at fair value		97,200,000		97,900,000
Amortized costs		87,600,000		86,400,000
Gross unrealized gains		$ 9,600,000		$ 11,500,000
Weighted average yield		15.50%		14.30%
Weighted average to maturity		7 months 6 days		9 months 18 days
CRT, Fair Value Option
Debt Securities, Available-for-sale [Line Items]
Securities, at fair value		$ 49,400,000		$ 48,600,000
Debt securities, sold			369,000
Realized gain			13,000
Gross unrealized losses		315,000		1,200,000
Non-Agency MBS
Debt Securities, Available-for-sale [Line Items]
Securities, at fair value		24,800,000		24,600,000
Gross unrealized losses				$ 0
AFS securities
Debt Securities, Available-for-sale [Line Items]
Gross unrealized losses		0
Allowance for loan loss		$ 0	$ 0

[1] See Note 6 for information regarding the Company’s pledged assets.