Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2021

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Derivative Instruments Presented on the Balance Sheet and Notional Amounts

The following table sets forth the derivative instruments presented on the consolidated balance sheets and notional amounts as of December 31, 2021 and 2020:

							Notional Amounts
As of:	Derivatives Not Designated as Hedging Instruments	Number of Contracts	Assets		Liabilities		Long Exposure		Short Exposure
			($ in thousands)
December 31, 2021	Interest rate futures	10,438	$	—	$	(728)	$	—	$	1,043,800
December 31, 2021	TBAs	N/A	$	2,428	$	—	$	—	$	523,938
December 31, 2020	Interest rate futures	1,295	$	—	$	(198)	$	—	$	129,500

Schedule of Derivatives Not Designated as Hedging Instruments

The gains and losses arising from these derivative instruments in the consolidated statements of operations and comprehensive income (loss) for the years ended December 31, 2021, and 2020 are set forth as follows:

As of:	Derivatives Not Designated as Hedging Instruments	Net Realized Gains (Losses) on Derivative Instruments		Net Change in Unrealized Appreciation (Depreciation) on Derivative Instruments
		(in thousands)
December 31, 2021	Interest rate futures	$	13,253	$	(530)
December 31, 2021	TBAs	$	(3,691)	$	2,428
December 31, 2020	Interest rate futures	$	(14,076)	$	(257)