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Financial Derivatives (Schedule of Gains and Losses on Derivative Contracts) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Derivative [Line Items]    
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps $ (816) $ 143
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 6,629 (12,535)
Realized gains (losses) on financial derivatives, net 5,813 (12,392)
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps 410 (111)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 10,267 (9,856)
Unrealized gains (losses) on financial derivatives, net 10,677 (9,967)
Derivative [Member]    
Derivative [Line Items]    
Foreign currency transactions 18 14
Foreign currency translation (34) 17
Interest rate swaps | Interest Rate Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps (816) 143
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 447 (6,384)
Realized gains (losses) on financial derivatives, net (369) (6,241)
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps 410 (111)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 7,675 (20,020)
Unrealized gains (losses) on financial derivatives, net 8,085 (20,131)
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 26 (994)
Realized gains (losses) on financial derivatives, net 26 (994)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (27) 917
Unrealized gains (losses) on financial derivatives, net (27) 917
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 1,069 (556)
Realized gains (losses) on financial derivatives, net 1,069 (556)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (958) 12,524
Unrealized gains (losses) on financial derivatives, net (958) 12,524
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 (924) 579
Realized gains (losses) on financial derivatives, net (924) 579
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 528 4,116
Unrealized gains (losses) on financial derivatives, net 528 4,116
Credit default swaps on corporate bonds | Credit Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (72) 94
Realized gains (losses) on financial derivatives, net (72) 94
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 66 1,527
Unrealized gains (losses) on financial derivatives, net 66 1,527
Total return swaps | Credit Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (341) (1,571)
Realized gains (losses) on financial derivatives, net (341) (1,571)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 139 (213)
Unrealized gains (losses) on financial derivatives, net 139 (213)
TBA securities | Interest Rate Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 5,319 (3,173)
Realized gains (losses) on financial derivatives, net 5,319 (3,173)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (703) (5,423)
Unrealized gains (losses) on financial derivatives, net (703) (5,423)
Futures | Interest Rate Risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 1,017 (1,122)
Realized gains (losses) on financial derivatives, net 1,017 (1,122)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 2,915 (6,115)
Unrealized gains (losses) on financial derivatives, net 2,915 (6,115)
Forwards | Currency risk [Member]    
Derivative [Line Items]    
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 88 592
Realized gains (losses) on financial derivatives, net 88 592
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 627 253
Unrealized gains (losses) on financial derivatives, net 627 253
Warrants | Equity Market/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 5 20
Unrealized gains (losses) on financial derivatives, net $ 5 20
Options | Interest Rate 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   2,558
Unrealized gains (losses) on financial derivatives, net   $ 2,558