XML 83 R72.htm IDEA: XBRL DOCUMENT v3.21.1
Financial Derivatives (Schedule of Financial Derivatives) (Details) - USD ($)
$ in Thousands
Mar. 31, 2021
Dec. 31, 2020
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- $ 23,082 $ 15,479
Financial derivatives–liabilities, at fair value- (19,438) (24,553)
Total 3,644 (9,074)
TBA Securities, Purchase Contracts [Member]    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 1 961
Financial derivatives–liabilities, at fair value- (3,915) 0
TBA Securities, Sale Contracts [Member]    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 3,408 1
Financial derivatives–liabilities, at fair value- (161) (925)
Interest rate swaps | Short    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 5,331 125
Financial derivatives–liabilities, at fair value- (7,856) (15,109)
Interest rate swaps | Long    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 5,372 8,394
Financial derivatives–liabilities, at fair value- (1,028) (65)
Credit default swaps on asset-backed securities    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 320 347
Credit default swaps on asset-backed indices    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 2,087 2,184
Financial derivatives–liabilities, at fair value- (127) (130)
Credit default swaps on corporate bonds    
Derivatives, Fair Value [Line Items]    
Financial derivatives–liabilities, at fair value- (682) (747)
Credit default swaps on corporate bond indices    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 3,427 3,420
Financial derivatives–liabilities, at fair value- (5,128) (6,438)
Total return swaps    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 2 9
Financial derivatives–liabilities, at fair value- (338) (484)
Futures    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 2,704 2
Financial derivatives–liabilities, at fair value- (163) (376)
Futures | Short    
Derivatives, Fair Value [Line Items]    
Total 2,541 (374)
Forwards    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 388 0
Financial derivatives–liabilities, at fair value- (40) (279)
Warrants    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- $ 42 $ 36