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Financial Derivatives (Schedule of Gains and Losses on Derivative Contracts) (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
Derivative [Line Items]      
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps $ (2,277) $ (2,038) $ 1,695
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 13,796 (29,471) (32,562)
Realized gains (losses) on financial derivatives, net 11,519 (31,509) (30,867)
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps (763) 219 (764)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 11,075 831 (4,573)
Unrealized gains (losses) on financial derivatives, net 10,312 1,050 (5,337)
Foreign currency transactions (224) (173) (2,392)
Derivative [Member]      
Derivative [Line Items]      
Foreign currency transactions 18 12 45
Foreign currency translation (43) 61 1
Interest rate swaps | Interest Rate Risk [Member]      
Derivative [Line Items]      
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps (2,277) (2,038) 1,695
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 644 (17,060) (876)
Realized gains (losses) on financial derivatives, net (1,633) (19,098) 819
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps (763) 219 (764)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 12,051 (6,597) (5,778)
Unrealized gains (losses) on financial derivatives, net 11,288 (6,378) (6,542)
Credit default swaps on asset-backed securities | Credit Risk [Member]      
Derivative [Line Items]      
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 34 (5,452) 528
Realized gains (losses) on financial derivatives, net 34 (5,452) 528
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (43) 5,402 (479)
Unrealized gains (losses) on financial derivatives, net (43) 5,402 (479)
Credit default swaps on corporate bond indices | Credit Risk [Member]      
Derivative [Line Items]      
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 931 6,486 (1,883)
Realized gains (losses) on financial derivatives, net 931 6,486 (1,883)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (1,039) 2,691 (1,848)
Unrealized gains (losses) on financial derivatives, net (1,039) 2,691 (1,848)
Credit default swaps on corporate bond indices | Credit Risk [Member]      
Derivative [Line Items]      
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (330) 1,502 (5,262)
Realized gains (losses) on financial derivatives, net (330) 1,502 (5,262)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (963) (712) (1,364)
Unrealized gains (losses) on financial derivatives, net (963) (712) (1,364)
Credit default swaps on corporate bonds | Credit Risk [Member]      
Derivative [Line Items]      
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 256 285 (708)
Realized gains (losses) on financial derivatives, net 256 285 (708)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (345) 486 1,007
Unrealized gains (losses) on financial derivatives, net (345) 486 1,007
Total return swaps | Credit Risk [Member]      
Derivative [Line Items]      
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (1,242) (2,057) (1,460)
Realized gains (losses) on financial derivatives, net (1,242) (2,057) (1,460)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 476 114 (584)
Unrealized gains (losses) on financial derivatives, net 476 114 (584)
TBA securities | Interest Rate Risk [Member]      
Derivative [Line Items]      
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 8,020 (4,624) (15,755)
Realized gains (losses) on financial derivatives, net 8,020 (4,624) (15,755)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 283 454 4,026
Unrealized gains (losses) on financial derivatives, net 283 454 4,026
Futures | Interest Rate Risk [Member]      
Derivative [Line Items]      
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 4,656 (7,447) (7,924)
Realized gains (losses) on financial derivatives, net 4,656 (7,447) (7,924)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 776 (477) 458
Unrealized gains (losses) on financial derivatives, net 776 (477) 458
Forwards | Currency risk [Member]      
Derivative [Line Items]      
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 1,183 (1,004) 813
Realized gains (losses) on financial derivatives, net 1,183 (1,004) 813
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 73 (153) (12)
Unrealized gains (losses) on financial derivatives, net 73 (153) (12)
Warrants | Equity Market/Credit Risk [Member]      
Derivative [Line Items]      
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 0 0  
Realized gains (losses) on financial derivatives, net 0 0  
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (46) (377)  
Unrealized gains (losses) on financial derivatives, net (46) (377)  
Options | Interest Rate Risk [Member]      
Derivative [Line Items]      
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps   (100) (35)
Realized gains (losses) on financial derivatives, net   (100) (35)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps   0 1
Unrealized gains (losses) on financial derivatives, net   $ 0 $ 1
Put Option [Member] | Credit Risk [Member]      
Derivative [Line Items]      
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (356)    
Realized gains (losses) on financial derivatives, net (356)    
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (148)    
Unrealized gains (losses) on financial derivatives, net $ (148)