v3.26.1
Financial Derivatives (Schedule of Gains and Losses on Derivative Contracts) (Details) - USD ($)
$ in Thousands
 3 Months Ended
Mar. 31, 2026
Mar. 31, 2025
Derivative [Line Items]    
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps $ 9,131 $ 10,818
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 10,041 823
Realized gains (losses) on financial derivatives, net 19,172 11,641
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps (2,263) (2,087)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 9,305 (25,028)
Unrealized gains (losses) on financial derivatives, net 7,042 (27,115)
Interest rate swaps | Interest Rate Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps 9,131 10,818
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 6,105 2,158
Realized gains (losses) on financial derivatives, net 15,236 12,976
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps (2,263) (2,087)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 633 (25,596)
Unrealized gains (losses) on financial derivatives, net (1,630) (27,683)
Credit default swaps on asset-backed indices | Credit Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (118) 201
Realized gains (losses) on financial derivatives, net (118) 201
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 0 (114)
Unrealized gains (losses) on financial derivatives, net 0 (114)
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 1,527 (132)
Realized gains (losses) on financial derivatives, net 1,527 (132)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (535) 3,183
Unrealized gains (losses) on financial derivatives, net (535) 3,183
Credit default swaps on corporate bonds | Credit Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (32) (8)
Realized gains (losses) on financial derivatives, net (32) (8)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 21 (14)
Unrealized gains (losses) on financial derivatives, net 21 (14)
Total return swaps | Credit Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 7  
Realized gains (losses) on financial derivatives, net 7  
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  
Options | Credit Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (6,249)  
Realized gains (losses) on financial derivatives, net (6,249)  
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 5,812  
Unrealized gains (losses) on financial derivatives, net 5,812  
TBA securities | Interest Rate Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 4,758 72
Realized gains (losses) on financial derivatives, net 4,758 72
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 3,354 (614)
Unrealized gains (losses) on financial derivatives, net 3,354 (614)
Futures | Interest Rate Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 3,405 (1,042)
Realized gains (losses) on financial derivatives, net 3,405 (1,042)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (43) (1,802)
Unrealized gains (losses) on financial derivatives, net (43) (1,802)
Forwards | Currency risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 638 (426)
Realized gains (losses) on financial derivatives, net 638 (426)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 33 (222)
Unrealized gains (losses) on financial derivatives, net $ 33 (222)
Warrants | 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   (8)
Unrealized gains (losses) on financial derivatives, net   (8)
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   159
Unrealized gains (losses) on financial derivatives, net   $ 159