v3.26.1
Financial Derivatives (Schedule of Gains and Losses on Derivative Contracts) (Details) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2026
Jun. 30, 2025
Jun. 30, 2026
Jun. 30, 2025
Derivative [Line Items]        
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps $ 5,976 $ 6,721 $ 15,107 $ 17,539
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (989) (7,240) 9,052 (6,417)
Realized gains (losses) on financial derivatives, net 4,987 (519) 24,159 11,122
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps 171 2,267 (2,092) 180
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 4,300 (27,875) 13,605 (52,904)
Unrealized gains (losses) on financial derivatives, net 4,471 (25,608) 11,513 (52,724)
Interest rate swaps | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps 5,976 6,721 15,107 17,539
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (5,950) (1,321) 155 837
Realized gains (losses) on financial derivatives, net 26 5,400 15,262 18,376
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps 171 2,267 (2,092) 180
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 14,323 (12,939) 14,958 (38,537)
Unrealized gains (losses) on financial derivatives, net 14,494 (10,672) 12,866 (38,357)
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 503 (159) 385 42
Realized gains (losses) on financial derivatives, net 503 (159) 385 42
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (644) 466 (644) 352
Unrealized gains (losses) on financial derivatives, net (644) 466 (644) 352
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 (2,516) (5,429) (990) (5,561)
Realized gains (losses) on financial derivatives, net (2,516) (5,429) (990) (5,561)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (508) (9,424) (1,043) (6,241)
Unrealized gains (losses) on financial derivatives, net (508) (9,424) (1,043) (6,241)
Credit default swaps on corporate bonds | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (34) 67 (66) 59
Realized gains (losses) on financial derivatives, net (34) 67 (66) 59
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 23 (72) 44 (86)
Unrealized gains (losses) on financial derivatives, net 23 (72) 44 (86)
Total return swaps | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 141   149  
Realized gains (losses) on financial derivatives, net 141   149  
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 9   39  
Unrealized gains (losses) on financial derivatives, net 9   39  
Options | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (2,412)   (8,661)  
Realized gains (losses) on financial derivatives, net (2,412)   (8,661)  
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (2,741)   3,070  
Unrealized gains (losses) on financial derivatives, net (2,741)   3,070  
TBA securities | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 4,785 (286) 9,543 (214)
Realized gains (losses) on financial derivatives, net 4,785 (286) 9,543 (214)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (4,781) (804) (1,427) (1,418)
Unrealized gains (losses) on financial derivatives, net (4,781) (804) (1,427) (1,418)
Futures | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 4,630 903 8,035 (139)
Realized gains (losses) on financial derivatives, net 4,630 903 8,035 (139)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (1,686) (747) (1,730) (2,548)
Unrealized gains (losses) on financial derivatives, net (1,686) (747) (1,730) (2,548)
Forwards | Currency risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (137) (1,015) 501 (1,441)
Realized gains (losses) on financial derivatives, net (137) (1,015) 501 (1,441)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 303 (364) 336 (586)
Unrealized gains (losses) on financial derivatives, net 303 (364) 336 (586)
Warrants | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 0   0 0
Realized gains (losses) on financial derivatives, net 0   0 0
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 2   2 (8)
Unrealized gains (losses) on financial derivatives, net 2   2 (8)
Credit Default Swap, Asset Backed Securities | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 1   1  
Realized gains (losses) on financial derivatives, net 1   1  
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 0   0  
Unrealized gains (losses) on financial derivatives, net $ 0   $ 0  
Put Option [Member] | 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   (3,991)   (3,832)
Unrealized gains (losses) on financial derivatives, net   $ (3,991)   $ (3,832)