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Financial Derivatives (Schedule of Gains and Losses on Derivative Contracts) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Derivative [Line Items]        
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps $ 2,841 $ (1,069) $ 640 $ (1,808)
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 16,154 (713) 88,468 6,264
Realized gains (losses) on financial derivatives, net 18,995 (1,782) 89,108 4,456
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps 361 252 1,759 (47)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 49,880 896 96,280 6,192
Unrealized gains (losses) on financial derivatives, net 50,241 1,148 98,039 6,145
Derivative [Member]        
Derivative [Line Items]        
Foreign currency transactions       18
Foreign currency translation (18) (7) (43) (38)
Interest rate swaps | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps 2,841 (1,069) 640 (1,808)
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 5,442 (243) 15,514 (96)
Realized gains (losses) on financial derivatives, net 8,283 (1,312) 16,154 (1,904)
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps 361 252 1,759 (47)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 22,845 2,790 62,879 6,244
Unrealized gains (losses) on financial derivatives, net 23,206 3,042 64,638 6,197
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 (844) (4) (854) 39
Realized gains (losses) on financial derivatives, net (844) (4) (854) 39
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 717 0 615 (44)
Unrealized gains (losses) on financial derivatives, net 717 0 615 (44)
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 375 (136) 40 1,062
Realized gains (losses) on financial derivatives, net 375 (136) 40 1,062
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (514) 69 1,190 (1,109)
Unrealized gains (losses) on financial derivatives, net (514) 69 1,190 (1,109)
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 811 (264) 1,048 (351)
Realized gains (losses) on financial derivatives, net 811 (264) 1,048 (351)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (1,281) 244 2,376 (647)
Unrealized gains (losses) on financial derivatives, net (1,281) 244 2,376 (647)
Credit default swaps on corporate bonds | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (57) 184 (76) 265
Realized gains (losses) on financial derivatives, net (57) 184 (76) 265
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (18) (192) 89 (346)
Unrealized gains (losses) on financial derivatives, net (18) (192) 89 (346)
Total return swaps | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 0 (41) 0 (1,243)
Realized gains (losses) on financial derivatives, net 0 (41) 0 (1,243)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (37) (465) (37) 476
Unrealized gains (losses) on financial derivatives, net (37) (465) (37) 476
TBA securities | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 9,085 (425) 55,876 0
Realized gains (losses) on financial derivatives, net 9,085 (425) 55,876 0
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 27,926 (2,381) 27,997 (210)
Unrealized gains (losses) on financial derivatives, net 27,926 (2,381) 27,997 (210)
Futures | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 445 (271) 15,493 1,641
Realized gains (losses) on financial derivatives, net 445 (271) 15,493 1,641
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 365 843 183 1,721
Unrealized gains (losses) on financial derivatives, net 365 843 183 1,721
Forwards | Currency risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 897 487 1,693 411
Realized gains (losses) on financial derivatives, net 897 487 1,693 411
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 17 (85) 468 640
Unrealized gains (losses) on financial derivatives, net 17 (85) 468 640
Warrants | Equity Market/Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 0 0 (413) 0
Realized gains (losses) on financial derivatives, net 0 0 (413) 0
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (140) 221 372 187
Unrealized gains (losses) on financial derivatives, net (140) 221 372 187
Options | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 0 0 147 4,536
Realized gains (losses) on financial derivatives, net 0 0 147 4,536
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 0 (148) 148 (720)
Unrealized gains (losses) on financial derivatives, net $ 0 $ (148) $ 148 $ (720)