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Financial Derivatives (Futures) (Details) - USD ($)
$ in Thousands
9 Months Ended 12 Months Ended
Sep. 30, 2021
Dec. 31, 2020
Derivative [Line Items]    
Fair Value $ 1,857 $ (9,074)
Financial derivatives–assets, at fair value- 15,976 15,479
Derivative Liability $ 14,119 24,553
Futures    
Derivative [Line Items]    
Remaining Years to Maturity 3 months 3 days  
Financial derivatives–assets, at fair value- $ 1,440 2
Derivative Liability 93 376
Short | Futures    
Derivative [Line Items]    
Notional Amount 219,500 176,600
Fair Value 1,347 $ (374)
Remaining Years to Maturity   2 months 26 days
Financial Derivatives - Liabilities | Short | U.S. Treasury futures    
Derivative [Line Items]    
Notional Amount $ 0 $ 178,200
Remaining Years to Maturity 2 months 23 days 2 months 26 days
Derivative Liability $ 0 $ (367)
Financial Derivatives - Liabilities | Long | U.S. Treasury futures    
Derivative [Line Items]    
Notional Amount $ 1,900 $ 1,900
Remaining Years to Maturity 0 years 2 months 19 days
Derivative Liability $ (93) $ (9)
Financial Derivatives - Assets | Short | U.S. Treasury futures    
Derivative [Line Items]    
Notional Amount $ 221,400 $ 300
Remaining Years to Maturity 3 months 3 days 2 months 19 days
Financial derivatives–assets, at fair value- $ 1,440 $ 2
Financial Derivatives - Assets | Long | U.S. Treasury futures    
Derivative [Line Items]    
Remaining Years to Maturity 2 months 23 days