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Financial Derivatives (Schedule of Financial Derivatives) (Details) - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- $ 65,082 $ 18,894
Financial derivatives–liabilities, at fair value- (16,528) (12,298)
Total 48,554 6,596
TBA Securities, Purchase Contracts [Member]    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 0 522
Financial derivatives–liabilities, at fair value- 0 (135)
TBA Securities, Sale Contracts [Member]    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 5,082 707
Financial derivatives–liabilities, at fair value- (937) (774)
Interest rate swaps | Short    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 50,234 11,871
Financial derivatives–liabilities, at fair value- (1,583) (6,567)
Interest rate swaps | Long    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 1,015 2,122
Financial derivatives–liabilities, at fair value- (10,362) (2,531)
Credit default swaps on asset-backed securities    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 304 303
Credit default swaps on asset-backed indices    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 1,193 1,751
Financial derivatives–liabilities, at fair value- (38) (39)
Credit default swaps on corporate bonds    
Derivatives, Fair Value [Line Items]    
Financial derivatives–liabilities, at fair value- (84) (99)
Credit default swaps on corporate bond indices    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 154 156
Financial derivatives–liabilities, at fair value- (3,321) (1,870)
Futures    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 5,794 478
Financial derivatives–liabilities, at fair value- (131) (75)
Futures | Short    
Derivatives, Fair Value [Line Items]    
Total 5,663 403
Forwards    
Derivatives, Fair Value [Line Items]    
Financial derivatives–liabilities, at fair value- (72) (208)
Warrants    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- 1,058 706
Put Option [Member]    
Derivatives, Fair Value [Line Items]    
Financial derivatives–assets, at fair value- $ 248 $ 278