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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, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Derivative [Line Items]        
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps $ (1,150) $ 82 $ (1,900) $ 852
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (485) (9,425) (23,790) (32,655)
Realized gains (losses) on financial derivatives, net (1,635) (9,343) (25,690) (31,803)
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps 516 171 541 (60)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (794) 1,318 (2,611) (9,068)
Unrealized gains (losses) on financial derivatives, net (278) 1,489 (2,070) (9,128)
Derivative [Member]        
Derivative [Line Items]        
Foreign currency transactions (15) 17 12 47
Foreign currency translation 20 16 39 8
Interest rate swaps | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps (1,150) 82 (1,900) 852
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (29) 34 (8,761) (1,117)
Realized gains (losses) on financial derivatives, net (1,179) 116 (10,661) (265)
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps 516 171 541 (60)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 1,104 (2,598) (16,373) (11,915)
Unrealized gains (losses) on financial derivatives, net 1,620 (2,427) (15,832) (11,975)
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 1 16 (955) 419
Realized gains (losses) on financial derivatives, net 1 16 (955) 419
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (1) (12) 915 (394)
Unrealized gains (losses) on financial derivatives, net (1) (12) 915 (394)
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 (239) (261) 3,660 (1,245)
Realized gains (losses) on financial derivatives, net (239) (261) 3,660 (1,245)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 503 (81) 7,642 (832)
Unrealized gains (losses) on financial derivatives, net 503 (81) 7,642 (832)
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 (1,067) (1,113) (550) (4,387)
Realized gains (losses) on financial derivatives, net (1,067) (1,113) (550) (4,387)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (1,059) 909 3,080 (1,026)
Unrealized gains (losses) on financial derivatives, net (1,059) 909 3,080 (1,026)
Credit default swaps on corporate bonds | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (93) (259) 356 (764)
Realized gains (losses) on financial derivatives, net (93) (259) 356 (764)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (334) 268 711 1,110
Unrealized gains (losses) on financial derivatives, net (334) 268 711 1,110
Total return swaps | Equity Market/Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (125) 251 (2,180) (1,046)
Realized gains (losses) on financial derivatives, net (125) 251 (2,180) (1,046)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (348) (716) 607 (681)
Unrealized gains (losses) on financial derivatives, net (348) (716) 607 (681)
TBA securities | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 2,367 (5,067) (6,778) (17,183)
Realized gains (losses) on financial derivatives, net 2,367 (5,067) (6,778) (17,183)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (744) 1,542 1,280 3,680
Unrealized gains (losses) on financial derivatives, net (744) 1,542 1,280 3,680
Futures | Interest Rate/Currency Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (402) (3,551) (7,866) (8,365)
Realized gains (losses) on financial derivatives, net (402) (3,551) (7,866) (8,365)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 52 1,627 (434) 761
Unrealized gains (losses) on financial derivatives, net 52 1,627 (434) 761
Forwards | Currency risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (898) 525 (616) 1,068
Realized gains (losses) on financial derivatives, net (898) 525 (616) 1,068
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 33 379 343 228
Unrealized gains (losses) on financial derivatives, net $ 33 $ 379 343 228
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     (382)  
Unrealized gains (losses) on financial derivatives, net     (382)  
Options | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps       (35)
Realized gains (losses) on financial derivatives, net       (35)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps       1
Unrealized gains (losses) on financial derivatives, net       $ 1
Options | Credit [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps     (100)  
Realized gains (losses) on financial derivatives, net     (100)  
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