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Financial Derivatives (Schedule of Financial Derivatives) (Details) - USD ($)
$ in Thousands
Sep. 30, 2021
Dec. 31, 2020
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- $ 15,976 $ 15,479
Financial derivatives–liabilities, at fair value- (14,119) (24,553)
Total 1,857 (9,074)
TBA Securities, Purchase Contracts [Member]    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 0 961
Financial derivatives–liabilities, at fair value- (2,596) 0
TBA Securities, Sale Contracts [Member]    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 2,399 1
Financial derivatives–liabilities, at fair value- (485) (925)
Interest rate swaps | Short    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 4,450 125
Financial derivatives–liabilities, at fair value- (8,094) (15,109)
Interest rate swaps | Long    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 4,167 8,394
Financial derivatives–liabilities, at fair value- (757) (65)
Credit default swaps on asset-backed securities    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 303 347
Credit default swaps on asset-backed indices    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 1,599 2,184
Financial derivatives–liabilities, at fair value- (38) (130)
Credit default swaps on corporate bonds    
Derivatives, Fair Value [Line Items]    
Financial derivatives–liabilities, at fair value- (101) (747)
Credit default swaps on corporate bond indices    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 174 3,420
Financial derivatives–liabilities, at fair value- (1,955) (6,438)
Total return swaps    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 0 9
Financial derivatives–liabilities, at fair value- 0 (484)
Futures    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 1,440 2
Financial derivatives–liabilities, at fair value- (93) (376)
Futures | Short    
Derivatives, Fair Value [Line Items]    
Total 1,347 (374)
Forwards    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 360 0
Financial derivatives–liabilities, at fair value- 0 (279)
Warrants    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 938 36
Put Option [Member]    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- $ 146 $ 0