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Financial Derivatives (Schedule of Gains and Losses on Derivative Contracts) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Derivative [Line Items]    
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps $ 143 $ 719
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (12,535) (12,264)
Realized gains (losses) on financial derivatives, net (12,392) (11,545)
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps (111) (275)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (9,856) (5,393)
Unrealized gains (losses) on financial derivatives, net (9,967) (5,668)
Derivative [Member]    
Derivative [Line Items]    
Foreign currency transactions 14 25
Foreign currency translation 17 21
Interest rate swaps | Interest Rate Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps 143 719
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (6,384) 1,458
Realized gains (losses) on financial derivatives, net (6,241) 2,177
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps (111) (275)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (20,020) (5,774)
Unrealized gains (losses) on financial derivatives, net (20,131) (6,049)
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 (994) 275
Realized gains (losses) on financial derivatives, net (994) 275
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 917 (239)
Unrealized gains (losses) on financial derivatives, net 917 (239)
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 (556) (746)
Realized gains (losses) on financial derivatives, net (556) (746)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 12,524 (548)
Unrealized gains (losses) on financial derivatives, net 12,524 (548)
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 579 (2,513)
Realized gains (losses) on financial derivatives, net 579 (2,513)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 4,116 (2,407)
Unrealized gains (losses) on financial derivatives, net 4,116 (2,407)
Credit default swaps on corporate bonds | Credit Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 94 (425)
Realized gains (losses) on financial derivatives, net 94 (425)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 1,527 766
Unrealized gains (losses) on financial derivatives, net 1,527 766
Total return swaps | Equity Market/Credit Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (1,571) (1,298)
Realized gains (losses) on financial derivatives, net (1,571) (1,298)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (213) 129
Unrealized gains (losses) on financial derivatives, net (213) 129
TBA securities | Interest Rate Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (3,173) (6,435)
Realized gains (losses) on financial derivatives, net (3,173) (6,435)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (5,423) 1,898
Unrealized gains (losses) on financial derivatives, net (5,423) 1,898
Futures | Interest Rate/Currency Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (1,122) (2,433)
Realized gains (losses) on financial derivatives, net (1,122) (2,433)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (6,115) 359
Unrealized gains (losses) on financial derivatives, net (6,115) 359
Forwards | Currency risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 592 (114)
Realized gains (losses) on financial derivatives, net 592 (114)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 253 423
Unrealized gains (losses) on financial derivatives, net 253 423
Warrants | Equity Market/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 20  
Unrealized gains (losses) on financial derivatives, net 20  
Options | Interest Rate Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps   (33)
Realized gains (losses) on financial derivatives, net   (33)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps   0
Unrealized gains (losses) on financial derivatives, net   $ 0
Options | Credit [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 2,558  
Unrealized gains (losses) on financial derivatives, net $ 2,558