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Securities, at Fair Value - Residential Mortgage Securities (Details) - USD ($)
$ in Thousands
Sep. 30, 2022
Dec. 31, 2021
Debt Securities, Available-for-sale [Line Items]    
Fair  Value [1] $ 227,407 $ 256,685
Residential Mortgage Securities    
Debt Securities, Available-for-sale [Line Items]    
Principal/ Current Face 81,138 99,999
Purchase Premiums 4,907 7,466
Accretable Purchase Discounts (601) (55)
Discount Designated as Credit Reserve (14,833) (20,768)
Gross Amortized Cost 70,611 86,642
Gross Unrealized Gains 9,885 16,282
Gross Unrealized Losses (1,249) (10)
Net Unrealized Gain/(Loss) 8,636 16,272
Fair  Value 79,247 102,914
CRT, Fair Value Option    
Debt Securities, Available-for-sale [Line Items]    
Gross Unrealized Gains 240 1,800
Gross Unrealized Losses (1,200) (10)
Fair  Value $ 48,700 $ 67,500
[1] See Note 6 for information regarding the Company’s pledged assets.