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Financial Derivatives (Schedule of Gains and Losses on Derivative Contracts) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Derivative [Line Items]    
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps $ (1,702) $ (816)
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 25,037 6,629
Realized gains (losses) on financial derivatives, net 23,335 5,813
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps 561 410
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 44,738 10,267
Unrealized gains (losses) on financial derivatives, net 45,299 10,677
Derivative [Member]    
Derivative [Line Items]    
Foreign currency transactions   18
Foreign currency translation (8) (34)
Interest rate swaps | Interest Rate Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps (1,702) (816)
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (2,149) 447
Realized gains (losses) on financial derivatives, net (3,851) (369)
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps 561 410
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 34,051 7,675
Unrealized gains (losses) on financial derivatives, net 34,612 8,085
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 (4) 26
Realized gains (losses) on financial derivatives, net (4) 26
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 1 (27)
Unrealized gains (losses) on financial derivatives, net 1 (27)
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 15 1,069
Realized gains (losses) on financial derivatives, net 15 1,069
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 407 (958)
Unrealized gains (losses) on financial derivatives, net 407 (958)
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 (177) (924)
Realized gains (losses) on financial derivatives, net (177) (924)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 306 528
Unrealized gains (losses) on financial derivatives, net 306 528
Credit default swaps on corporate bonds | Credit Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (8) (72)
Realized gains (losses) on financial derivatives, net (8) (72)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 16 66
Unrealized gains (losses) on financial derivatives, net 16 66
Total return swaps | Credit Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps   (341)
Realized gains (losses) on financial derivatives, net   (341)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps   139
Unrealized gains (losses) on financial derivatives, net   139
TBA securities | Interest Rate Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 20,788 5,319
Realized gains (losses) on financial derivatives, net 20,788 5,319
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 3,825 (703)
Unrealized gains (losses) on financial derivatives, net 3,825 (703)
Futures | Interest Rate Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 6,659 1,017
Realized gains (losses) on financial derivatives, net 6,659 1,017
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 5,260 2,915
Unrealized gains (losses) on financial derivatives, net 5,260 2,915
Forwards | Currency risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 326 88
Realized gains (losses) on financial derivatives, net 326 88
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 136 627
Unrealized gains (losses) on financial derivatives, net 136 627
Warrants | Equity Market/Credit Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (413) 0
Realized gains (losses) on financial derivatives, net (413) 0
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 766 5
Unrealized gains (losses) on financial derivatives, net 766 $ 5
Put Option [Member] | Credit Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 0  
Realized gains (losses) on financial derivatives, net 0  
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (30)  
Unrealized gains (losses) on financial derivatives, net $ (30)