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Financial Derivatives (Credit Default Swaps) (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2022
Dec. 31, 2021
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 65,082 $ 18,894
Financial derivatives–liabilities, at fair value- (16,528) (12,298)
Fair Value (48,554) (6,596)
Credit default swaps on asset-backed indices    
Derivative [Line Items]    
Financial derivatives–assets, at fair value- 1,193 1,751
Financial derivatives–liabilities, at fair value- (38) (39)
Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Short    
Derivative [Line Items]    
Notional Amount (1) (491)
Financial derivatives–liabilities, at fair value- $ 0 $ 0
Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Short | Weighted Average    
Derivative [Line Items]    
Remaining Years to Maturity 27 years 9 months 3 days 24 years 5 months 1 day
Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Notional Amount $ (10,471) $ (13,947)
Financial derivatives–assets, at fair value- $ 1,187 $ 1,744
Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Short | Weighted Average    
Derivative [Line Items]    
Remaining Years to Maturity 43 years 4 months 6 days 42 years 5 months 4 days
Credit default swaps on asset-backed securities    
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 304 $ 303
Credit default swaps on asset-backed securities | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Notional Amount (912) (910)
Financial derivatives–assets, at fair value- $ 304 $ 303
Credit default swaps on asset-backed securities | Financial Derivatives - Assets | Short | Weighted Average    
Derivative [Line Items]    
Remaining Years to Maturity 13 years 5 months 15 days 13 years 8 months 15 days
Credit default swaps    
Derivative [Line Items]    
Notional Amount $ (67,259) $ (37,190)
Fair Value $ 1,792 $ (202)
Credit default swaps | Weighted Average    
Derivative [Line Items]    
Remaining Years to Maturity 10 years 8 months 19 days 19 years 1 month 6 days
Credit default swaps on corporate bond indices    
Derivative [Line Items]    
Financial derivatives–assets, at fair value- $ 154 $ 156
Financial derivatives–liabilities, at fair value- (3,321) (1,870)
Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Short    
Derivative [Line Items]    
Notional Amount (53,589) (21,183)
Financial derivatives–liabilities, at fair value- $ (3,321) $ (1,870)
Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Short | Weighted Average    
Derivative [Line Items]    
Remaining Years to Maturity 4 years 9 months 25 days 4 years 9 months
Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Short    
Derivative [Line Items]    
Notional Amount $ (1,550) $ 0
Financial derivatives–assets, at fair value- $ 51 $ 0
Remaining Years to Maturity 1 year 8 months 19 days  
Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Short | Weighted Average    
Derivative [Line Items]    
Remaining Years to Maturity   0 days