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Consolidated Condensed Schedule Of Investments (Long Investments) - USD ($)
shares in Thousands
 6 Months Ended 12 Months Ended
Jun. 30, 2017
Dec. 31, 2016
Schedule of Investments [Line Items]    
Fair Value $ 1,794,129,000 $ 1,505,026,000
Investment Owned, at Cost $ 1,799,464,000 $ 1,525,710,000
Percentage collaterallized by GNRCMO certificates 100.00% 100.00%
Non-performing loans, maturity date not applicable $ 6,600,000 $ 28,600,000
Mortgage Loans in Process of Foreclosure, Amount $ 4,700,000 $ 3,200,000
Unrated But Agency-Guaranteed [Member]    
Schedule of Investments [Line Items]    
Long investment holdings as a percentage of stockholders' equity 159.17% 139.27%
Long Investment Aaa Rating [Member]    
Schedule of Investments [Line Items]    
Long investment holdings as a percentage of stockholders' equity 3.48% 0.84%
Long Investment Aa Rating [Member]    
Schedule of Investments [Line Items]    
Long investment holdings as a percentage of stockholders' equity   0.03%
Long Investment A Rating [Member]    
Schedule of Investments [Line Items]    
Long investment holdings as a percentage of stockholders' equity 0.05% 0.05%
Long Investment BBB Rating [Member]    
Schedule of Investments [Line Items]    
Long investment holdings as a percentage of stockholders' equity 3.92% 2.60%
Long Investment BB Rating [Member]    
Schedule of Investments [Line Items]    
Long investment holdings as a percentage of stockholders' equity 38.17% 30.24%
Long Investment Unrated Rating [Member]    
Schedule of Investments [Line Items]    
Long investment holdings as a percentage of stockholders' equity 76.88% 60.39%
Principal And Interest - Fixed Rate Agency Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 116.16% [1],[2],[3],[4] 121.61% [5],[6],[7],[8]
Fair Value $ 739,908,000 [1],[3],[4] $ 784,132,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (30 Year) 4.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 166,436,000 [1],[3],[4] $ 147,479,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Fair Value $ 176,498,000 [1],[3],[4] $ 156,144,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (30 Year) 4.00% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2039-09 [1],[3],[4] 2042-02 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (30 Year) 4.00% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-07 [1],[3],[4] 2047-01 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Four Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 112,317,000 [1],[3],[4] $ 121,756,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Fair Value $ 119,004,000 [1],[3],[4] $ 128,798,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Four Percent [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2041-11 [1],[3],[4] 2043-08 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Four Percent [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-07 [1],[3],[4] 2047-01 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (30 Year) 3.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 71,402,000 [1],[3],[4] $ 58,682,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Fair Value $ 73,762,000 [1],[3],[4] $ 60,451,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (30 Year) 3.50% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2042-09 [1],[3],[4] 2043-03 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (30 Year) 3.50% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-05 [1],[3],[4] 2047-01 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Four Point Five Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 64,503,000 [1],[3],[4] $ 67,681,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Fair Value $ 69,793,000 [1],[3],[4] $ 73,305,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Four Point Five Percent [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2041-10 [1],[3],[4] 2041-10 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Four Point Five Percent [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-06 [1],[3],[4] 2046-03 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (15 Year) 3.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 56,342,000 [1],[3],[4] $ 51,402,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Fair Value $ 59,031,000 [1],[3],[4] $ 54,019,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (15 Year) 3.50% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2028-03 [1],[3],[4] 2028-03 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (15 Year) 3.50% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2032-03 [1],[3],[4] 2031-11 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 4.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 44,150,000 [1],[3],[4] $ 40,722,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Fair Value $ 47,718,000 [1],[3],[4] $ 44,010,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 4.50% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2043-09 [1],[3],[4] 2043-09 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 4.50% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-06 [1],[3],[4] 2046-09 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Five Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 41,300,000 [1],[3],[4] $ 44,796,000 [5],[7],[8]
Rate 5.00% [1],[3],[4] 5.00% [5],[7],[8]
Fair Value $ 45,234,000 [1],[3],[4] $ 49,062,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Five Percent [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2035-10 [1],[3],[4] 2035-10 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Five Percent [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2044-12 [1],[3],[4] 2044-12 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 3.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 22,154,000 [1],[3],[4] $ 25,244,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Fair Value $ 22,909,000 [1],[3],[4] $ 25,993,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 3.50% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2042-01 [1],[3],[4] 2042-01 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 3.50% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-02 [1],[3],[4] 2047-01 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (15 Year) 3.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 20,973,000 [1],[3],[4] $ 22,073,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Fair Value $ 21,584,000 [1],[3],[4] $ 22,730,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (15 Year) 3.00% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2030-04 [1],[3],[4] 2030-04 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (15 Year) 3.00% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2032-01 [1],[3],[4] 2032-01 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 4.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 14,044,000 [1],[3],[4] $ 6,568,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Fair Value $ 15,113,000 [1],[3],[4] $ 7,099,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 4.50% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2046-09 [1],[3],[4] 2045-08 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 4.50% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-07 [1],[3],[4] 2046-09 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 4.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 11,342,000 [1],[3],[4] $ 21,855,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Fair Value $ 11,975,000 [1],[3],[4] $ 23,346,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 4.00% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2045-06 [1],[3],[4] 2045-06 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 4.00% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-05 [1],[3],[4] 2046-12 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 4.60% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [5],[7],[8]   $ 10,504,000
Rate [5],[7],[8]   4.60%
Fair Value [5],[7],[8]   $ 11,351,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 4.60% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2063-12
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 4.60% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2064-11
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (15 Year) 3.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 9,771,000 [1],[3],[4] $ 9,219,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Fair Value $ 10,249,000 [1],[3],[4] $ 9,686,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (15 Year) 3.50% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2028-09 [1],[3],[4] 2028-09 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (15 Year) 3.50% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2032-03 [1],[3],[4] 2030-09 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Other) 3.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 9,425,000 [1],[3],[4] $ 10,120,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Fair Value $ 9,694,000 [1],[3],[4] $ 10,379,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Other) 3.50% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2030-02 [1],[3],[4] 2030-02 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Other) 3.50% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2046-09 [1],[3],[4] 2046-09 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Fifteen Year) Four Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 9,033,000 [1],[3],[4] $ 9,968,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Fair Value $ 9,538,000 [1],[3],[4] $ 10,596,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Fifteen Year) Four Percent [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2026-06 [1],[3],[4] 2026-06 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Fifteen Year) Four Percent [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2031-05 [1],[3],[4] 2031-05 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Four Point Six Eight Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [5],[7],[8]   $ 6,200,000
Rate [5],[7],[8]   4.68%
Fair Value [5],[7],[8]   $ 6,703,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Four Point Six Eight Percent [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2063-11
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Four Point Six Eight Percent [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2064-09
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) 5.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 6,174,000 [1],[3],[4] $ 6,714,000 [5],[7],[8]
Rate 5.00% [1],[3],[4] 5.00% [5],[7],[8]
Fair Value $ 6,826,000 [1],[3],[4] $ 7,408,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) 5.00% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2043-09 [1],[3],[4] 2043-09 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) 5.00% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2044-01 [1],[3],[4] 2044-01 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 3.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 5,265,000 [1],[3],[4] $ 6,231,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Fair Value $ 5,475,000 [1],[3],[4] $ 6,513,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 3.50% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2046-11 [1],[3],[4] 2046-02 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 3.50% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-03 [1],[3],[4] 2046-12 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 4.55% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2065-01
Current Principal/Notional Amount [5],[7],[8]   $ 5,219,000
Rate [5],[7],[8]   4.55%
Fair Value [5],[7],[8]   $ 5,648,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 4.44% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2066-11
Current Principal/Notional Amount [5],[7],[8]   $ 4,942,000
Rate [5],[7],[8]   4.44%
Fair Value [5],[7],[8]   $ 5,383,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Four Point Six One Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2064-11
Current Principal/Notional Amount [5],[7],[8]   $ 3,892,000
Rate [5],[7],[8]   4.61%
Fair Value [5],[7],[8]   $ 4,216,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) 4.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2041-05  
Current Principal/Notional Amount [1],[3],[4] $ 3,614,000  
Rate [1],[3],[4] 4.50%  
Fair Value [1],[3],[4] $ 3,824,000  
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 4.42% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2061-07
Current Principal/Notional Amount [5],[7],[8]   $ 3,518,000
Rate [5],[7],[8]   4.42%
Fair Value [5],[7],[8]   $ 3,741,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 4.48% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2064-11
Current Principal/Notional Amount [5],[7],[8]   $ 3,123,000
Rate [5],[7],[8]   4.48%
Fair Value [5],[7],[8]   $ 3,361,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Four Point Six Two Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2064-10
Current Principal/Notional Amount [5],[7],[8]   $ 3,043,000
Rate [5],[7],[8]   4.62%
Fair Value [5],[7],[8]   $ 3,303,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 3.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 3,800,000 [1],[3],[4] $ 1,523,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Fair Value $ 3,820,000 [1],[3],[4] $ 1,518,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 3.00% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2043-07 [1],[3],[4] 2043-07 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 3.00% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2045-10 [1],[3],[4] 2045-10 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) Three Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2043-06
Current Principal/Notional Amount [5],[7],[8]   $ 1,275,000
Rate [5],[7],[8]   3.00%
Fair Value [5],[7],[8]   $ 1,258,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (15 Year) 4.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2026-04 [1],[3],[4] 2026-04 [5],[7],[8]
Current Principal/Notional Amount $ 3,282,000 [1],[3],[4] $ 3,619,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Fair Value $ 3,528,000 [1],[3],[4] $ 3,905,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Corporation Pools (15 Year) 3.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2030-04 [1],[3],[4] 2030-04 [5],[7],[8]
Current Principal/Notional Amount $ 2,933,000 [1],[3],[4] $ 3,030,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Fair Value $ 3,019,000 [1],[3],[4] $ 3,119,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Other) 4.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2044-05 [1],[3],[4] 2044-05 [5],[7],[8]
Current Principal/Notional Amount $ 2,699,000 [1],[3],[4] $ 2,726,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Fair Value $ 2,934,000 [1],[3],[4] $ 2,968,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 4.57% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2065-01
Current Principal/Notional Amount [5],[7],[8]   $ 2,945,000
Rate [5],[7],[8]   4.57%
Fair Value [5],[7],[8]   $ 3,186,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (30 Year) 5.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2039-10 [1],[3],[4] 2039-10 [5],[7],[8]
Current Principal/Notional Amount $ 2,363,000 [1],[3],[4] $ 2,896,000 [5],[7],[8]
Rate 5.50% [1],[3],[4] 5.50% [5],[7],[8]
Fair Value $ 2,628,000 [1],[3],[4] $ 3,216,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Thirty Year) Two Point Five Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2046-10 [1],[3],[4] 2046-10 [5],[7],[8]
Current Principal/Notional Amount $ 2,179,000 [1],[3],[4] $ 3,513,000 [5],[7],[8]
Rate 2.50% [1],[3],[4] 2.50% [5],[7],[8]
Fair Value $ 2,132,000 [1],[3],[4] $ 3,414,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Four Point Six Four Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2065-03
Current Principal/Notional Amount [5],[7],[8]   $ 2,459,000
Rate [5],[7],[8]   4.64%
Fair Value [5],[7],[8]   $ 2,672,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pool (Other) Five Point Four Nine Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2060-04
Current Principal/Notional Amount [5],[7],[8]   $ 2,433,000
Rate [5],[7],[8]   5.49%
Fair Value [5],[7],[8]   $ 2,551,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Three Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 1,978,000 [1],[3],[4] $ 2,195,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Fair Value $ 1,997,000 [1],[3],[4] $ 2,193,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Three Percent [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2042-01 [1],[3],[4] 2042-01 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Three Percent [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2045-06 [1],[3],[4] 2045-06 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (20 Year) 4.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2033-12 [1],[3],[4] 2033-12 [5],[7],[8]
Current Principal/Notional Amount $ 1,851,000 [1],[3],[4] $ 2,043,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Fair Value $ 1,972,000 [1],[3],[4] $ 2,172,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Six Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 1,672,000 [1],[3],[4] $ 1,793,000 [5],[7],[8]
Rate 6.00% [1],[3],[4] 6.00% [5],[7],[8]
Fair Value $ 1,897,000 [1],[3],[4] $ 2,049,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Six Percent [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2039-09 [1],[3],[4] 2039-09 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Six Percent [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2040-02 [1],[3],[4] 2040-02 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Four Point Six Three Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2064-06
Current Principal/Notional Amount [5],[7],[8]   $ 1,943,000
Rate [5],[7],[8]   4.63%
Fair Value [5],[7],[8]   $ 2,103,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 5.51% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2060-02
Current Principal/Notional Amount [5],[7],[8]   $ 1,916,000
Rate [5],[7],[8]   5.51%
Fair Value [5],[7],[8]   $ 2,016,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (15 Year) 4.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2029-02 [1],[3],[4] 2029-02 [5],[7],[8]
Current Principal/Notional Amount $ 1,513,000 [1],[3],[4] $ 1,734,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Fair Value $ 1,598,000 [1],[3],[4] $ 1,842,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 5.57% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2060-02
Current Principal/Notional Amount [5],[7],[8]   $ 1,675,000
Rate [5],[7],[8]   5.57%
Fair Value [5],[7],[8]   $ 1,756,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Other) 3.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 1,283,000 [1],[3],[4] $ 3,030,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Fair Value $ 1,313,000 [1],[3],[4] $ 3,109,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Other) 3.00% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2028-06 [1],[3],[4] 2028-06 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Other) 3.00% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2030-03 [1],[3],[4] 2030-03 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (20 Year) 4.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2033-12 [1],[3],[4] 2033-12 [5],[7],[8]
Current Principal/Notional Amount $ 1,132,000 [1],[3],[4] $ 1,156,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Fair Value $ 1,227,000 [1],[3],[4] $ 1,254,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 6.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 990,000 [1],[3],[4] $ 1,369,000 [5],[7],[8]
Rate 6.00% [1],[3],[4] 6.00% [5],[7],[8]
Fair Value $ 1,115,000 [1],[3],[4] $ 1,553,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 6.00% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2039-04 [1],[3],[4] 2039-04 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 6.00% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2040-05 [1],[3],[4] 2040-05 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 3.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2030-10
Current Principal/Notional Amount $ 661,000 [1],[3],[4] $ 165,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Fair Value $ 671,000 [1],[3],[4] $ 168,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 3.50% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2030-10  
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 3.50% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2032-02  
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) 3.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2026-04  
Current Principal/Notional Amount [1],[3],[4] $ 563,000  
Rate [1],[3],[4] 3.50%  
Fair Value [1],[3],[4] $ 581,000  
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 5.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2044-07 [1],[3],[4] 2044-07 [5],[7],[8]
Current Principal/Notional Amount $ 493,000 [1],[3],[4] $ 498,000 [5],[7],[8]
Rate 5.00% [1],[3],[4] 5.00% [5],[7],[8]
Fair Value $ 536,000 [1],[3],[4] $ 543,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 5.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2033-08 [1],[3],[4] 2033-08 [5],[7],[8]
Current Principal/Notional Amount $ 455,000 [1],[3],[4] $ 496,000 [5],[7],[8]
Rate 5.50% [1],[3],[4] 5.50% [5],[7],[8]
Fair Value $ 504,000 [1],[3],[4] $ 551,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Three Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2030-06  
Current Principal/Notional Amount $ 156,000 [1],[3],[4] $ 1,689,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Fair Value $ 156,000 [1],[3],[4] $ 1,694,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Three Percent [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2030-05
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Three Percent [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2030-06
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) 4.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2037-06 [1],[3],[4] 2037-06 [5],[7],[8]
Current Principal/Notional Amount $ 51,000 [1],[3],[4] $ 75,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Fair Value $ 53,000 [1],[3],[4] $ 77,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 1.87% [1],[2],[3],[4] 1.89% [5],[6],[7],[8]
Fair Value $ 11,916,000 [1],[3],[4] $ 12,189,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association 4.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 24,723,000 [1],[3],[4] $ 26,883,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Fair Value $ 4,126,000 [1],[3],[4] $ 4,547,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association 4.00% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2045-02 [1],[3],[4] 2045-02 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association 4.00% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2045-06 [1],[3],[4] 2045-06 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 4.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 7,872,000 [1],[3],[4] $ 9,820,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Fair Value $ 1,155,000 [1],[3],[4] $ 1,414,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 4.50% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2020-12 [1],[3],[4] 2020-12 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 4.50% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2044-06 [1],[3],[4] 2044-06 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association 4.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2041-02
Current Principal/Notional Amount $ 6,121,000 [1],[3],[4] $ 3,844,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Fair Value $ 1,060,000 [1],[3],[4] $ 615,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association 4.50% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2041-02  
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association 4.50% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2044-07  
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Five Point Five Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2039-10 [1],[3],[4] 2040-10 [5],[7],[8]
Current Principal/Notional Amount $ 4,534,000 [1],[3],[4] $ 1,201,000 [5],[7],[8]
Rate 5.50% [1],[3],[4] 5.50% [5],[7],[8]
Fair Value $ 1,024,000 [1],[3],[4] $ 163,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association 5.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2043-11 [1],[3],[4] 2043-11 [5],[7],[8]
Current Principal/Notional Amount $ 5,374,000 [1],[3],[4] $ 6,303,000 [5],[7],[8]
Rate 5.50% [1],[3],[4] 5.50% [5],[7],[8]
Fair Value $ 951,000 [1],[3],[4] $ 1,137,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Three Point Five Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2032-12 [1],[3],[4] 2032-12 [5],[7],[8]
Current Principal/Notional Amount $ 4,752,000 [1],[3],[4] $ 5,099,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Fair Value $ 715,000 [1],[3],[4] $ 808,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 5.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 5,339,000 [1],[3],[4] $ 6,695,000 [5],[7],[8]
Rate 5.00% [1],[3],[4] 5.00% [5],[7],[8]
Fair Value $ 627,000 [1],[3],[4] $ 806,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 5.00% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2038-01 [1],[3],[4] 2038-01 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 5.00% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2040-05 [1],[3],[4] 2040-05 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 4.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 4,839,000 [1],[3],[4] $ 5,354,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Fair Value $ 560,000 [1],[3],[4] $ 648,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 4.00% [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2039-05 [1],[3],[4] 2039-05 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 4.00% [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2043-11 [1],[3],[4] 2043-11 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 6.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2040-01 [1],[3],[4] 2040-01 [5],[7],[8]
Current Principal/Notional Amount $ 2,283,000 [1],[3],[4] $ 2,661,000 [5],[7],[8]
Rate 6.00% [1],[3],[4] 6.00% [5],[7],[8]
Fair Value $ 431,000 [1],[3],[4] $ 512,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association 0.26% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2040-06 [1],[3],[4] 2040-06 [5],[7],[8]
Current Principal/Notional Amount $ 78,408,000 [1],[3],[4] $ 81,664,000 [5],[7],[8]
Rate 0.26% [1],[3],[4] 0.26% [5],[7],[8]
Fair Value $ 394,000 [1],[3],[4] $ 472,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 3.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2041-09 [1],[3],[4] 2041-09 [5],[7],[8]
Current Principal/Notional Amount $ 2,924,000 [1],[3],[4] $ 3,167,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Fair Value $ 283,000 [1],[3],[4] $ 321,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Six Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2038-06 [1],[3],[4] 2038-06 [5],[7],[8]
Current Principal/Notional Amount $ 997,000 [1],[3],[4] $ 1,123,000 [5],[7],[8]
Rate 6.00% [1],[3],[4] 6.00% [5],[7],[8]
Fair Value $ 232,000 [1],[3],[4] $ 263,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Four Point Seven Five Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2040-07 [1],[3],[4] 2040-07 [5],[7],[8]
Current Principal/Notional Amount $ 1,174,000 [1],[3],[4] $ 1,396,000 [5],[7],[8]
Rate 4.75% [1],[3],[4] 4.75% [5],[7],[8]
Fair Value $ 210,000 [1],[3],[4] $ 253,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Five Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2037-05 [1],[3],[4] 2037-05 [5],[7],[8]
Current Principal/Notional Amount $ 1,714,000 [1],[3],[4] $ 2,289,000 [5],[7],[8]
Rate 5.00% [1],[3],[4] 5.00% [5],[7],[8]
Fair Value $ 91,000 [1],[3],[4] $ 151,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Five Point FIve Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2039-01 [1],[3],[4] 2039-01 [5],[7],[8]
Current Principal/Notional Amount $ 612,000 [1],[3],[4] $ 763,000 [5],[7],[8]
Rate 5.50% [1],[3],[4] 5.50% [5],[7],[8]
Fair Value $ 57,000 [1],[3],[4] $ 79,000 [5],[7],[8]
TBA - Fixed Rate Agency Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 28.24% [1],[2],[3],[4] 10.94% [5],[6],[7],[8]
Current Principal/Notional Amount $ 172,950,000 $ 67,720,000
Fair Value $ 179,874,000 [1],[3],[4] $ 70,525,000 [5],[7],[8]
TBA - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association (15 Year) 3.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2017-07 [1],[3],[4] 2017-01 [5],[7],[8]
Current Principal/Notional Amount $ 74,250,000 [1],[3],[4] $ 14,620,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Fair Value $ 77,252,000 [1],[3],[4] $ 15,231,000 [5],[7],[8]
TBA - Fixed Rate Agency Securities [Member] | Government National Mortgage Association (30 Year) 4 Point 00 Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2017-07 [1],[3],[4] 2017-01 [5],[7],[8]
Current Principal/Notional Amount $ 37,940,000 [1],[3],[4] $ 24,540,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Fair Value $ 39,920,000 [1],[3],[4] $ 26,047,000 [5],[7],[8]
TBA - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation (30 Year) 3 Point 50 Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2017-07 [1],[3],[4] 2017-01 [5],[7],[8]
Current Principal/Notional Amount $ 29,270,000 [1],[3],[4] $ 28,560,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Fair Value $ 30,075,000 [1],[3],[4] $ 29,247,000 [5],[7],[8]
TBA - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association (15 Year) 3.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2017-07  
Current Principal/Notional Amount [1],[3],[4] $ 19,580,000  
Rate [1],[3],[4] 3.00%  
Fair Value [1],[3],[4] $ 20,093,000  
TBA - Fixed Rate Agency Securities [Member] | Government National Mortgage Association (30 Year) 4.50% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2017-07  
Current Principal/Notional Amount [1],[3],[4] $ 7,850,000  
Rate [1],[3],[4] 4.50%  
Fair Value [1],[3],[4] $ 8,381,000  
TBA - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation (15 Year) 3 Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2017-07  
Current Principal/Notional Amount [1],[3],[4] $ 1,670,000  
Rate [1],[3],[4] 3.00%  
Fair Value [1],[3],[4] $ 1,715,000  
TBA - Fixed Rate Agency Securities [Member] | Government National Mortgage Association (30 Year) 3.00% [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2017-07  
Current Principal/Notional Amount [1],[3],[4] $ 1,500,000  
Rate [1],[3],[4] 3.00%  
Fair Value [1],[3],[4] $ 1,516,000  
TBA - Fixed Rate Agency Securities [Member] | Government National Mortgage Association (30 Year) 3 Point 50 Percent [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2017-07  
Current Principal/Notional Amount [1],[3],[4] $ 890,000  
Rate [1],[3],[4] 3.50%  
Fair Value [1],[3],[4] $ 922,000  
Fixed Rate Agency Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 146.27% [1],[2],[3],[4] 134.44% [5],[6],[7],[8]
Fair Value $ 931,698,000 [1],[3],[4] $ 866,846,000 [5],[7],[8]
Investment Owned, at Cost $ 935,003,000 [1],[3],[4] $ 869,071,000 [5],[7],[8]
Principal And Interest - Floating Rate Agency Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 10.25% [1],[2],[3],[4] 2.12% [5],[6],[7],[8]
Fair Value $ 65,306,000 [1],[3],[4] $ 13,688,000 [5],[7],[8]
Principal And Interest - Floating Rate Agency Securities [Member] | Government National Mortgage Association Pools [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2064-11
Current Principal/Notional Amount 50,986,000 [1],[3],[4] $ 2,097,000 [5],[7],[8]
Rate [5],[7],[8]   2.89%
Fair Value $ 55,315,000 [1],[3],[4] $ 2,231,000 [5],[7],[8]
Principal And Interest - Floating Rate Agency Securities [Member] | Government National Mortgage Association Pools [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2061-07  
Rate [1],[3],[4] 3.35%  
Principal And Interest - Floating Rate Agency Securities [Member] | Government National Mortgage Association Pools [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2066-11  
Rate [1],[3],[4] 4.68%  
Principal And Interest - Floating Rate Agency Securities [Member] | Federal National Mortgage Association Pools [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 5,453,000 [1],[3],[4] 5,876,000 [5],[7],[8]
Fair Value $ 5,699,000 [1],[3],[4] $ 6,129,000 [5],[7],[8]
Principal And Interest - Floating Rate Agency Securities [Member] | Federal National Mortgage Association Pools [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2035-09 [1],[3],[4] 2035-09 [5],[7],[8]
Rate 2.77% [1],[3],[4] 2.55% [5],[7],[8]
Principal And Interest - Floating Rate Agency Securities [Member] | Federal National Mortgage Association Pools [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2045-05 [1],[3],[4] 2045-05 [5],[7],[8]
Rate 3.61% [1],[3],[4] 5.94% [5],[7],[8]
Principal And Interest - Floating Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 4,157,000 [1],[3],[4] $ 5,122,000 [5],[7],[8]
Fair Value $ 4,292,000 [1],[3],[4] $ 5,328,000 [5],[7],[8]
Principal And Interest - Floating Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2037-06 [1],[3],[4] 2037-06 [5],[7],[8]
Rate 3.12% [1],[3],[4] 3.12% [5],[7],[8]
Principal And Interest - Floating Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2044-05 [1],[3],[4] 2044-05 [5],[7],[8]
Rate 4.90% [1],[3],[4] 5.97% [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 2.65% [1],[2],[3],[4] 2.71% [5],[6],[7],[8]
Fair Value $ 16,867,000 [1],[3],[4] $ 17,433,000 [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Government National Mortgage Association [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 253,621,000 [1],[3],[4] 228,955,000 [5],[7],[8]
Fair Value $ 13,981,000 [1],[3],[4] $ 13,831,000 [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Government National Mortgage Association [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2037-05 [1],[3],[4] 2037-05 [5],[7],[8]
Rate 0.33% [1],[3],[4] 0.40% [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Government National Mortgage Association [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2065-04 [1],[3],[4] 2064-11 [5],[7],[8]
Rate 5.63% [1],[3],[4] 6.09% [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Federal National Mortgage Association [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 11,076,000 [1],[3],[4] $ 12,928,000 [5],[7],[8]
Fair Value $ 1,514,000 [1],[3],[4] $ 1,867,000 [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Federal National Mortgage Association [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2033-06 [1],[3],[4] 2033-06 [5],[7],[8]
Rate 4.93% [1],[3],[4] 5.39% [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Federal National Mortgage Association [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2041-12 [1],[3],[4] 2041-12 [5],[7],[8]
Rate 6.33% [1],[3],[4] 6.79% [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 4,757,000 [1],[3],[4] $ 5,182,000 [5],[7],[8]
Fair Value $ 784,000 [1],[3],[4] $ 865,000 [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2036-03 [1],[3],[4] 2036-03 [5],[7],[8]
Rate 4.84% [1],[3],[4] 5.30% [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2039-08 [1],[3],[4] 2039-08 [5],[7],[8]
Rate 5.47% [1],[3],[4] 5.93% [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Resecuritization of Government National Mortgage Association [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2060-08 [1],[3],[4],[9] 2060-08 [5],[7],[8],[10]
Current Principal/Notional Amount $ 13,491,000 [1],[3],[4],[9] $ 15,902,000 [5],[7],[8],[10]
Rate 3.50% [1],[3],[4],[9] 3.95% [5],[7],[8],[10]
Fair Value $ 588,000 [1],[3],[4],[9] $ 870,000 [5],[7],[8],[10]
Floating Rate Agency Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 12.90% [1],[2],[3],[4] 4.83% [5],[6],[7],[8]
Fair Value $ 82,173,000 [1],[3],[4] $ 31,121,000 [5],[7],[8]
Investment Owned, at Cost $ 82,648,000 [1],[3],[4] $ 31,069,000 [5],[7],[8]
Agency Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 159.17% [1],[2],[3],[4] 139.27% [5],[6],[7],[8]
Fair Value $ 1,013,871,000 [1],[3],[4] $ 897,967,000 [5],[7],[8]
Investment Owned, at Cost $ 1,017,651,000 [1],[3],[4] $ 900,140,000 [5],[7],[8]
Principal And Interest - Private Label Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 24.94% [2],[3],[4] 28.17% [6],[7],[8]
Fair Value $ 158,838,000 [3],[4] $ 181,649,000 [7],[8]
Investment Owned, at Cost $ 149,851,000 [3],[4] $ 184,417,000 [7],[8]
Principal And Interest - Private Label Securities [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 14.25% [2],[3],[4] 20.48% [6],[7],[8]
Fair Value $ 90,731,000 [3],[4] $ 132,071,000 [7],[8]
Investment Owned, at Cost $ 81,462,000 [3],[4] $ 125,106,000 [7],[8]
Principal And Interest - Private Label Securities [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 10.69% [2],[3],[4] 7.69% [6],[7],[8]
Fair Value $ 68,107,000 [3],[4] $ 49,578,000 [7],[8]
Investment Owned, at Cost 68,389,000 [3],[4] 59,311,000 [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Mortgage-related Commercial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 94,750,000 [3],[4] 119,636,000 [7],[8]
Fair Value 23,458,000 [3],[4] 30,334,000 [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Mortgage-related Commercial [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 15,967,000 [3],[4] 9,361,000 [7],[8]
Fair Value 6,129,000 [3],[4] 8,680,000 [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 140,657,000 [3],[4] 233,890,000 [7],[8]
Fair Value 67,273,000 [3],[4] 101,737,000 [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Mortgage-related Residential [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 85,679,000 [3],[4] 63,244,000 [7],[8]
Fair Value $ 61,978,000 [3],[4] $ 40,898,000 [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Minimum [Member] | Mortgage-related Commercial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2045-07 [3],[4] 2045-07 [7],[8]
Rate 2.45% [3],[4] 2.31% [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Minimum [Member] | Mortgage-related Commercial [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2020-10 [3],[4] 2017-06 [7],[8]
Rate 0.37% [3],[4] 0.00% [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2019-05 [3],[4] 2019-05 [7],[8]
Rate 0.48% [3],[4] 0.00% [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Minimum [Member] | Mortgage-related Residential [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2025-06 [3],[4] 2025-06 [7],[8]
Rate 0.00% [3],[4] 0.00% [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Maximum [Member] | Mortgage-related Commercial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2049-12 [3],[4] 2049-12 [7],[8]
Rate 4.41% [3],[4] 4.41% [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Maximum [Member] | Mortgage-related Commercial [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2041-02 [3],[4] 2039-02 [7],[8]
Rate 4.82% [3],[4] 11.00% [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2046-09 [3],[4] 2046-09 [7],[8]
Rate 32.30% [3],[4] 9.35% [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Maximum [Member] | Mortgage-related Residential [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2046-06 [3],[4] 2040-03 [7],[8]
Rate 4.20% [3],[4] 5.15% [7],[8]
Interest Only - Private Label Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 1.50% [2],[3],[4] 0.81% [6],[7],[8]
Fair Value $ 9,557,000 [3],[4] $ 5,227,000 [7],[8]
Investment Owned, at Cost 7,605,000 [3],[4] 4,963,000 [7],[8]
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | Mortgage-related Commercial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 72,535,000 [3],[4] 72,535,000 [7],[8]
Fair Value 4,258,000 [3],[4] 4,254,000 [7],[8]
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 39,576,000 [3],[4] 36,498,000 [7],[8]
Fair Value $ 5,299,000 [3],[4] $ 973,000 [7],[8]
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | Minimum [Member] | Mortgage-related Commercial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-10 [3],[4] 2047-10 [7],[8]
Rate 1.25% [3],[4] 1.25% [7],[8]
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2030-12 [3],[4] 2044-06 [7],[8]
Rate 0.00% [3],[4] 0.50% [7],[8]
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | Maximum [Member] | Mortgage-related Commercial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2049-12 [3],[4] 2049-12 [7],[8]
Rate 2.00% [3],[4] 2.71% [7],[8]
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-09 [3],[4] 2047-09 [7],[8]
Rate 2.00% [3],[4] 2.00% [7],[8]
Other Private Label Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 0.00% [2],[3],[4] 0.00% [6],[7],[8]
Fair Value $ 0 [3],[4] $ 0 [7],[8]
Investment Owned, at Cost 223,000 [3],[4] 245,000 [7],[8]
Other Private Label Securities [Member] | Various Issuer [Member] | Mortgage-related Commercial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 0 [3],[4] $ 0 [7],[8]
Rate 0.00% [3],[4] 0.00% [7],[8]
Fair Value $ 0 [3],[4] $ 0 [7],[8]
Other Private Label Securities [Member] | Various Issuer [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2037-06 [3],[4] 2037-06 [7],[8]
Current Principal/Notional Amount $ 82,238,000 [3],[4] $ 90,639,000 [7],[8]
Rate 0.00% [3],[4] 0.00% [7],[8]
Fair Value $ 0 [3],[4] $ 0 [7],[8]
Other Private Label Securities [Member] | Various Issuer [Member] | Minimum [Member] | Mortgage-related Commercial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2045-07 [3],[4] 2045-07 [7],[8]
Other Private Label Securities [Member] | Various Issuer [Member] | Maximum [Member] | Mortgage-related Commercial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2049-12 [3],[4] 2049-12 [7],[8]
Private Label Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 26.44% [2],[3],[4] 28.98% [6],[7],[8]
Fair Value $ 168,395,000 [3],[4] $ 186,876,000 [7],[8]
Investment Owned, at Cost $ 157,679,000 [3],[4] $ 189,625,000 [7],[8]
Mortgage-Backed Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 185.61% [2],[3],[4] 168.25% [6],[7],[8]
Fair Value $ 1,182,266,000 [3],[4] $ 1,084,843,000 [7],[8]
Investment Owned, at Cost $ 1,175,330,000 [3],[4] $ 1,089,765,000 [7],[8]
Collateralized Loan Obligations [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 19.18% [2],[3],[4] 6.97% [6],[7],[8]
Fair Value $ 122,150,000 [3],[4] $ 44,956,000 [7],[8]
Investment Owned, at Cost $ 122,429,000 [3],[4] $ 49,087,000 [7],[8]
Collateralized Loan Obligations [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 15.07% [2],[3],[4] 3.49% [6],[7],[8]
Fair Value $ 96,008,000 [3],[4] $ 22,519,000 [7],[8]
Investment Owned, at Cost $ 98,075,000 [3],[4] $ 25,860,000 [7],[8]
Collateralized Loan Obligations [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 4.11% [2],[3],[4] 3.48% [6],[7],[8]
Fair Value $ 26,142,000 [3],[4] $ 22,437,000 [7],[8]
Investment Owned, at Cost 24,354,000 [3],[4] 23,227,000 [7],[8]
Collateralized Loan Obligations [Member] | Various Issuer [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 170,914,000 [3],[4] 69,917,000 [7],[8]
Fair Value 60,158,000 [3],[4] 22,519,000 [7],[8]
Collateralized Loan Obligations [Member] | Various Issuer [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 26,844,000 [3],[4] 28,053,000 [7],[8]
Fair Value $ 26,142,000 [3],[4] $ 22,437,000 [7],[8]
Collateralized Loan Obligations [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2017-11 [3],[4] 2017-11 [7],[8]
Rate 0.00% [3],[4] 0.00% [7],[8]
Collateralized Loan Obligations [Member] | Various Issuer [Member] | Minimum [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2021-11 [3],[4] 2022-01 [7],[8]
Rate 0.00% [3],[4] 0.00% [7],[8]
Collateralized Loan Obligations [Member] | Various Issuer [Member] | Maximum [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2057-11 [3],[4] 2024-06 [7],[8]
Rate 10.04% [3],[4] 7.88% [7],[8]
Collateralized Loan Obligations [Member] | Various Issuer [Member] | Maximum [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2025-10 [3],[4] 2025-03 [7],[8]
Rate 6.25% [3],[4] 3.84% [7],[8]
Collateralized Loan Obligations [Member] | Ellington CLO I LTD unsecured subordinated notes [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4],[11] 2027-07  
Current Principal/Notional Amount [3],[4],[11] $ 20,937,000  
Rate [3],[4],[11] 0.00%  
Fair Value [3],[4],[11] $ 20,937,000  
Collateralized Loan Obligations [Member] | Ellington CLO I LTD Class C [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4],[11] 2027-07  
Current Principal/Notional Amount [3],[4],[11] $ 12,323,000  
Rate [3],[4],[11] 7.28%  
Fair Value [3],[4],[11] $ 11,635,000  
Collateralized Loan Obligations [Member] | Ellington CLO I LTD Class B [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4],[11] 2027-07  
Current Principal/Notional Amount [3],[4],[11] $ 3,346,000  
Rate [3],[4],[11] 5.28%  
Fair Value [3],[4],[11] $ 3,278,000  
Consumer loans and asset-backed securities backed by consumer loans [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 17.06% [2],[3],[4],[12] 16.62% [6],[7],[8],[13],[14]
Fair Value $ 108,671,000 [3],[4],[12] $ 107,157,000 [7],[8],[13],[14]
Investment Owned, at Cost 112,348,000 [3],[4],[12] 111,115,000 [7],[8],[13],[14]
Fair value of loans held in related party trust $ 87,400,000 $ 43,200,000
Consumer loans and asset-backed securities backed by consumer loans [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 16.61% [2],[3],[4],[12] 16.15% [6],[7],[8],[13],[14]
Fair Value $ 105,817,000 [3],[4],[12] $ 104,108,000 [7],[8],[13],[14]
Investment Owned, at Cost $ 111,078,000 [3],[4],[12] $ 108,982,000 [7],[8],[13],[14]
Consumer loans and asset-backed securities backed by consumer loans [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 0.45% [2],[3],[4],[12] 0.47% [6],[7],[8],[13],[14]
Fair Value $ 2,854,000 [3],[4],[12] $ 3,049,000 [7],[8],[13],[14]
Investment Owned, at Cost 1,270,000 [3],[4],[12] 2,133,000 [7],[8],[13],[14]
Consumer loans and asset-backed securities backed by consumer loans [Member] | Various Issuer [Member] | Consumer [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 105,124,000 [3],[4],[12],[15],[16] 103,026,000 [7],[8],[13],[14],[17],[18],[19]
Fair Value 105,817,000 [3],[4],[12],[15],[16] 104,108,000 [7],[8],[13],[14],[17],[18],[19]
Consumer loans and asset-backed securities backed by consumer loans [Member] | Various Issuer [Member] | Consumer [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 3,524,000 [3],[4],[12] $ 3,449,000 [7],[8],[13],[14]
Rate 0.00% [3],[4],[12] 0.00% [7],[8],[13],[14]
Fair Value $ 2,854,000 [3],[4],[12] $ 3,049,000 [7],[8],[13],[14]
Consumer loans and asset-backed securities backed by consumer loans [Member] | Various Issuer [Member] | Minimum [Member] | Consumer [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2017-07 [3],[4],[12],[15],[16] 2017-01 [7],[8],[13],[14],[17],[18],[19]
Rate 5.31% [3],[4],[12],[15],[16] 5.31% [7],[8],[13],[14],[17],[18],[19]
Consumer loans and asset-backed securities backed by consumer loans [Member] | Various Issuer [Member] | Minimum [Member] | Consumer [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2024-08 [3],[4],[12] 2024-08 [7],[8],[13],[14]
Consumer loans and asset-backed securities backed by consumer loans [Member] | Various Issuer [Member] | Maximum [Member] | Consumer [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2022-05 [3],[4],[12],[15],[16] 2021-12 [7],[8],[13],[14],[17],[18],[19]
Rate 60.28% [3],[4],[12],[15],[16] 60.28% [7],[8],[13],[14],[17],[18],[19]
Consumer loans and asset-backed securities backed by consumer loans [Member] | Various Issuer [Member] | Maximum [Member] | Consumer [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2030-12 [3],[4],[12] 2026-03 [7],[8],[13],[14]
Corporate Debt [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 14.85% [2],[3],[4] 12.42% [6],[7],[8]
Fair Value $ 94,584,000 [3],[4] $ 80,095,000 [7],[8]
Investment Owned, at Cost $ 95,816,000 [3],[4] $ 81,036,000 [7],[8]
Corporate Debt [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 14.49% [2],[3],[4] 12.13% [6],[7],[8]
Fair Value $ 92,300,000 [3],[4] $ 78,187,000 [7],[8]
Investment Owned, at Cost $ 92,842,000 [3],[4] $ 78,482,000 [7],[8]
Corporate Debt [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 0.36% [2],[3],[4] 0.29% [6],[7],[8]
Fair Value $ 2,284,000 [3],[4] $ 1,908,000 [7],[8]
Investment Owned, at Cost 2,974,000 [3],[4] 2,554,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Communications [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 12,659,000 [3],[4] 9,381,000 [7],[8]
Fair Value 12,658,000 [3],[4] 9,489,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Consumer [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 22,400,000 [3],[4] 22,991,000 [7],[8]
Fair Value $ 22,692,000 [3],[4] 24,187,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Consumer [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4] 2018-03  
Current Principal/Notional Amount $ 18,929,000 [3],[4] $ 17,618,000 [7],[8]
Rate 0.00% [3],[4] 0.00% [7],[8]
Fair Value $ 260,000 [3],[4] $ 380,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Energy [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 27,944,000 [3],[4] 16,170,000 [7],[8]
Fair Value 29,403,000 [3],[4] 16,951,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Basic Materials [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [3],[4] 7,830,000  
Fair Value [3],[4] 7,838,000  
Corporate Debt [Member] | Various Issuer [Member] | Industrial Sector [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 4,961,000 [3],[4] 12,470,000 [7],[8]
Fair Value 4,923,000 [3],[4] $ 12,709,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Industrial Sector [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [7],[8]   2021-03
Current Principal/Notional Amount 2,160,000 [3],[4] $ 1,867,000 [7],[8]
Rate [7],[8]   6.50%
Fair Value 2,024,000 [3],[4] $ 1,528,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [7],[8]   2019-10
Current Principal/Notional Amount 11,170,000 [3],[4],[20] $ 10,500,000 [7],[8]
Rate [7],[8]   15.00%
Fair Value $ 11,170,000 [3],[4],[20] $ 9,975,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Technology Sector [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4] 2022-08  
Current Principal/Notional Amount $ 3,240,000 [3],[4] 3,827,000 [7],[8]
Rate [3],[4] 7.50%  
Fair Value $ 3,616,000 [3],[4] $ 3,937,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Utilities [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [7],[8]   2021-07
Current Principal/Notional Amount [7],[8]   $ 840,000
Rate [7],[8]   7.38%
Fair Value [7],[8]   $ 939,000
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | Communications [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2020-04 [3],[4] 2018-04 [7],[8]
Rate 3.40% [3],[4] 6.75% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | Consumer [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2018-04 [3],[4] 2017-05 [7],[8]
Rate 2.60% [3],[4] 3.85% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | Consumer [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [7],[8]   2017-12
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | Energy [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2019-03 [3],[4] 2019-03 [7],[8]
Rate 7.75% [3],[4] 6.38% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | Basic Materials [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4] 2020-03  
Rate [3],[4] 3.10%  
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | Industrial Sector [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2019-04 [3],[4] 2019-05 [7],[8]
Rate 3.75% [3],[4] 3.75% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | Industrial Sector [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4] 2020-09  
Rate [3],[4] 0.00%  
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4],[20] 2017-07  
Rate [3],[4],[20] 6.00%  
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | Technology Sector [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [7],[8]   2020-03
Rate [7],[8]   6.13%
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | Communications [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2025-09 [3],[4] 2022-12 [7],[8]
Rate 11.50% [3],[4] 9.07% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | Consumer [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2034-12 [3],[4] 2025-05 [7],[8]
Rate 9.73% [3],[4] 11.00% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | Consumer [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [7],[8]   2018-12
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | Energy [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2024-02 [3],[4] 2023-02 [7],[8]
Rate 9.88% [3],[4] 9.63% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | Basic Materials [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4] 2027-03  
Rate [3],[4] 7.00%  
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | Industrial Sector [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2021-12 [3],[4] 2022-12 [7],[8]
Rate 4.25% [3],[4] 7.75% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | Industrial Sector [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4] 2021-03  
Rate [3],[4] 9.00%  
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4],[20] 2019-10  
Rate [3],[4],[20] 15.00%  
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | Technology Sector [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [7],[8]   2022-08
Rate [7],[8]   7.50%
Mortgage Loans [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 31.71% [2],[3],[4],[12] 22.55% [6],[7],[8],[14]
Fair Value $ 201,993,000 [3],[4],[12] $ 145,419,000 [7],[8],[14]
Investment Owned, at Cost 203,674,000 [3],[4],[12] 148,173,000 [7],[8],[14]
Mortgage Loans [Member] | Various Issuer [Member] | Mortgage-related Commercial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 67,535,000 [3],[4],[12],[21] 71,020,000 [7],[8],[14],[22]
Fair Value 65,896,000 [3],[4],[12],[21] 61,129,000 [7],[8],[14],[22]
Mortgage Loans [Member] | Various Issuer [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 139,333,000 [3],[4],[12],[23] 89,658,000 [7],[8],[14],[24]
Fair Value $ 136,097,000 [3],[4],[12],[23] $ 84,290,000 [7],[8],[14],[24]
Mortgage Loans [Member] | Various Issuer [Member] | Minimum [Member] | Mortgage-related Commercial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2017-08 [3],[4],[12],[21] 2017-06 [7],[8],[14],[22]
Rate 3.01% [3],[4],[12],[21] 2.73% [7],[8],[14],[22]
Mortgage Loans [Member] | Various Issuer [Member] | Minimum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2022-04 [3],[4],[12],[23] 2022-04 [7],[8],[14],[24]
Rate 2.00% [3],[4],[12],[23] 2.00% [7],[8],[14],[24]
Mortgage Loans [Member] | Various Issuer [Member] | Maximum [Member] | Mortgage-related Commercial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2037-10 [3],[4],[12],[21] 2037-10 [7],[8],[14],[22]
Rate 12.56% [3],[4],[12],[21] 12.12% [7],[8],[14],[22]
Mortgage Loans [Member] | Various Issuer [Member] | Maximum [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2057-07 [3],[4],[12],[23] 2057-07 [7],[8],[14],[24]
Rate 12.63% [3],[4],[12],[23] 12.63% [7],[8],[14],[24]
Real Estate Owned [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 3.92% [2],[3],[4],[12],[25] 0.52% [6],[7],[8],[14],[26]
Fair Value $ 24,977,000 [3],[4],[12],[25] $ 3,349,000 [7],[8],[14],[26]
Investment Owned, at Cost 25,462,000 [3],[4],[12],[25] 3,539,000 [7],[8],[14],[26]
Real Estate Owned [Member] | Single-Family Houses [Member] | Real estate-related [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Fair Value $ 632,000 [3],[4],[12],[25] $ 1,699,000 [7],[8],[14],[26]
Number of Real Estate Properties 3 [3],[4],[12],[25] 9 [7],[8],[14],[26]
Real Estate Owned [Member] | Commercial Property [Member] | Real estate-related [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Fair Value $ 24,345,000 [3],[4],[12],[25] $ 1,650,000 [7],[8],[14],[26]
Number of Real Estate Properties 9 [3],[4],[12],[25] 1 [7],[8],[14],[26]
Corporate Equity Investments [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 5.86% [2],[3],[4] 5.25% [6],[7],[8],[13]
Fair Value $ 37,323,000 [3],[4] $ 33,788,000 [7],[8],[13]
Investment Owned, at Cost $ 42,345,000 [3],[4] $ 37,360,000 [7],[8],[13]
Corporate Equity Investments [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 5.86% [2],[3],[4] 5.25% [6],[7],[8],[13]
Fair Value $ 37,323,000 [3],[4],[20] $ 33,788,000 [7],[8],[13]
Investment Owned, at Cost $ 42,345,000 [3],[4] $ 37,360,000 [7],[8],[13]
Corporate Equity Investments [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 0.00% [2],[3],[4] 0.00% [6],[7],[8],[13]
Fair Value $ 0 [3],[4] $ 0 [7],[8],[13]
Investment Owned, at Cost 0 [3],[4] 0 [7],[8],[13]
Corporate Equity Investments [Member] | Non-Controlling Equity Interest in Limited Liability Company [Member] | Consumer [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Fair Value 5,966,000 [3],[4],[27] 7,315,000 [7],[8],[13],[19]
Corporate Equity Investments [Member] | Non-Controlling Equity Interest in Limited Liability Company [Member] | Asset-backed Securities [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Fair Value [3],[4],[20] 5,591,000  
Corporate Equity Investments [Member] | Non-Exchange Traded Corporate Equity [Member] | Communications [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Fair Value [3],[4] $ 645,000  
Investment Owned, Balance, Shares [3],[4] 7  
Corporate Equity Investments [Member] | Non-Exchange Traded Corporate Equity [Member] | Consumer [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Fair Value $ 4,000 [3],[4] $ 825,000 [7],[8],[13]
Investment Owned, Balance, Shares 1,540 [3],[4] 1,557 [7],[8],[13]
Corporate Equity Investments [Member] | Non-Exchange Traded Corporate Equity [Member] | Consumer [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Fair Value $ 0 [3],[4] $ 0 [7],[8],[13]
Investment Owned, Balance, Shares 125 [3],[4] 125 [7],[8],[13]
Corporate Equity Investments [Member] | Non-Exchange Traded Corporate Equity [Member] | Diversified [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Fair Value $ 3,492,000 [3],[4] $ 3,162,000 [7],[8],[13]
Investment Owned, Balance, Shares 174 [3],[4] 191 [7],[8],[13]
Corporate Equity Investments [Member] | Exchange Traded Equity [Member] | Energy [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Fair Value [3],[4] $ 1,625,000  
Investment Owned, Balance, Shares [3],[4] 51  
Corporate Equity Investments [Member] | Exchange Traded Equity [Member] | Financial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Fair Value [7],[8],[13]   $ 4,396,000
Investment Owned, Balance, Shares [7],[8],[13]   51
Corporate Equity Investments [Member] | Non-controlling Interest in Mortgage-related Private Partnership [Member] | Mortgage-related Commercial [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Fair Value [7],[8],[13]   $ 3,090,000
Corporate Equity Investments [Member] | Non-Exchange Traded Preferred Equity Investment in Mortgage Originators [Member] | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Fair Value $ 19,325,000 [3],[4],[20] $ 14,325,000 [7],[8],[13],[28]
Investment Owned, Balance, Shares 1,843 [3],[4],[20] 1,838 [7],[8],[13],[28]
Corporate Equity Investments [Member] | Non-Exchange Traded Equity Investment in Mortgage Originator | Mortgage-related Residential [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Fair Value $ 675,000 [3],[4],[20] $ 675,000 [7],[8],[13],[28]
Investment Owned, Balance, Shares 6,750 [3],[4],[20] 6,750 [7],[8],[13],[28]
US Treasury Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 3.48% [2],[3],[4] 0.84% [6],[7],[8]
Fair Value $ 22,165,000 [3],[4] $ 5,419,000 [7],[8]
Investment Owned, at Cost 22,060,000 [3],[4] 5,635,000 [7],[8]
US Treasury Securities [Member] | US Treasury Notes Securities [Member] | Government [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 21,978,000 [3],[4] 5,620,000 [7],[8]
Fair Value $ 22,017,000 [3],[4] $ 5,419,000 [7],[8]
US Treasury Securities [Member] | US Treasury Notes Securities [Member] | Minimum [Member] | Government [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2021-12 [3],[4] 2021-05 [7],[8]
Rate 1.63% [3],[4] 1.13% [7],[8]
US Treasury Securities [Member] | US Treasury Notes Securities [Member] | Maximum [Member] | Government [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2026-05 [3],[4] 2026-05 [7],[8]
Rate 2.00% [3],[4] 1.63% [7],[8]
US Treasury Securities [Member] | US Treasury Bond Securities [Member] | Government [Member] | North America [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4] 2047-02  
Current Principal/Notional Amount [3],[4] $ 144,000  
Rate [3],[4] 3.00%  
Fair Value [3],[4] $ 148,000  
Long Investments [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 281.67% [2],[3],[4] 233.42% [6],[7],[8]
Fair Value $ 1,794,129,000 [3],[4] $ 1,505,026,000 [7],[8]
Investment Owned, at Cost $ 1,799,464,000 [3],[4] $ 1,525,710,000 [7],[8]
Long Investments [Member] | Government National Mortgage Association [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 25.62% 23.36%
Long Investments [Member] | Federal National Mortgage Association [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 92.22% 73.78%
Long Investments [Member] | Federal Home Loan Mortgage Corporation [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 41.33% 42.13%
Related Party 1 [Member]    
Schedule of Investments [Line Items]    
Fair value of loans held in related party trust $ 9,100,000 $ 7,600,000
Related Party 2 [Member]    
Schedule of Investments [Line Items]    
Fair value of loans held in related party trust 87,400,000 43,200,000
Related Party 3 [Member]    
Schedule of Investments [Line Items]    
Fair value of loans held in related party trust $ 6,000,000 $ 7,300,000
[1] At June 30, 2017, the Company's long investments guaranteed by the Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation, and the Government National Mortgage Association, represented 92.22%, 41.33%, and 25.62% of Total Equity, respectively.
[2] Classification percentages are based on Total Equity.
[3] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.
[4] The table below shows the ratings on the Company's long investments from Moody's, Standard and Poor's, or Fitch, as well as the Company's long investments that were unrated but guaranteed by the Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation, or the Government National Mortgage Association. Ratings tend to be a lagging credit indicator; as a result, the credit quality of the Company's long investment holdings may be lower than the credit quality implied based on the ratings listed below. In situations where an investment has a split rating, the lowest provided rating is used. The ratings descriptions include ratings qualified with a "+," "-," "1," "2," or "3."Rating Description Percent of EquityUnrated but Agency-Guaranteed 159.17%A/A/A 0.05%Aaa/AAA/AAA 3.48%Baa/BBB/BBB 3.92%Ba/BB/BB or below 38.17%Unrated 76.88%
[5] At December 31, 2016, the Company's long investments guaranteed by the Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation, and the Government National Mortgage Association, represented 73.78%, 42.13%, and 23.36% of Total Equity, respectively.
[6] Classification percentages are based on Total Equity.
[7] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.
[8] The table below shows the Company's long investment ratings from Moody's, Standard and Poor's, or Fitch, as well as the Company's long investments that were unrated but guaranteed by the Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation, or the Government National Mortgage Association. Ratings tend to be a lagging credit indicator; as a result, the credit quality of the Company's long investment holdings may be lower than the credit quality implied based on the ratings listed below. In situations where an investment has a split rating, the lowest provided rating is used. The ratings descriptions include ratings qualified with a "+," "-," "1," "2," or "3."Rating Description Percent of EquityUnrated but Agency-Guaranteed 139.27%Aaa/AAA/AAA 0.84%Aa/AA/AA 0.03%A/A/A 0.05%Baa/BBB/BBB 2.60%Ba/BB/BB or below 30.24%Unrated 60.39%
[9] Private trust 100% backed by interest in Government National Mortgage Association collateralized mortgage obligation certificates.
[10] Private trust 100% backed by interest in Government National Mortgage Association collateralized mortgage obligation certificates.
[11] Investment in collateralized loan obligation notes that were issued and are managed by related parties of the Company. See Note 7 to the Notes to the Consolidated Financial Statements.
[12] Loans and real estate owned are beneficially owned by the Company through participation certificates in the various trusts that hold such investments. See Note 7 to the Notes to the Consolidated Financial Statements.
[13] Conformed to current period presentation.
[14] Loans and real estate owned are beneficially owned by the Company through participation certificates in the various trusts that hold such investments. See Note 7 to the Notes to Consolidated Financial Statements.
[15] Includes investments in participation certificates related to loans held in a trust owned by a related party of Ellington Management Group, L.L.C. Through its participation certificates, the Company participates in the cash flows of the underlying loans held by the trust. At June 30, 2017 loans held in the related party trust for which the Company has participating interests in the cash flows, totaled $87.4 million. See Note 7 to the Notes to Consolidated Financial Statements.
[16] Includes investments in participation certificates related to loans titled in the name of a related party of Ellington Financial Management LLC. Through its participation certificates, the Company has beneficial interests in the loan cash flows, net of servicing-related fees and expenses. At June 30, 2017 loans for which the Company has beneficial interests in the net cash flows, totaled $9.1 million. See Note 7 to the Notes to the Consolidated Financial Statements.
[17] Includes investments in participation certificates related to loans held in a trust owned by a related party of Ellington Management Group, L.L.C. Through its participation certificates, the Company participates in the cash flows of the underlying loans held by the trust. At December 31, 2016 loans held in the related party trust for which the Company has participating interests in the cash flows, totaled $43.2 million. See Note 7 to the Notes to Consolidated Financial Statements.
[18] Includes investments in participation certificates related to loans titled in the name of a related party of Ellington Management Group L.L.C. Through its participation certificates, the Company has beneficial interests in the loan cash flows, net of servicing-related fees and expenses. At December 31, 2016 loans for which the Company has beneficial interests in the net cash flows, totaled $7.6 million. See Note 7 to the Notes to Consolidated Financial Statements.
[19] Includes the Company's beneficial interest in an entity, which is co-owned by an affiliate of Ellington Management Group, L.L.C., in the amount of $7.3 million as of December 31, 2016. The entity owns subordinated notes issued by, as well as trust certificates representing ownership of, a securitization trust. See Note 7 to the Notes to Consolidated Financial Statements.
[20] Represents the Company's investment in a related party. See Note 7 to the Notes to the Consolidated Financial Statements.
[21] Includes non-performing commercial loans in the amount of $6.6 million whereby principal and/or interest is past due and a maturity date is not applicable.
[22] Includes non-performing commercial loans in the amount of $28.6 million whereby principal and/or interest is past due and a maturity date is not applicable.
[23] As of June 30, 2017, the Company had residential mortgage loans that were in the process of foreclosure with a fair value of $4.7 million.
[24] As of December 31, 2016, the Company had residential mortgage loans that were in the process of foreclosure with a fair value of $3.2 million.
[25] Number of properties not shown in thousands, represents actual number of properties owned.
[26] Number of properties not shown in thousands, represents actual number of properties owned.
[27] Includes the Company's beneficial interest in an entity, which is co-owned by an affiliate of Ellington Management Group, L.L.C., in the amount of $6.0 million as of June 30, 2017. The entity owns subordinated notes issued by, as well as trust certificates representing ownership of, a securitization trust. See Note 7 to the Notes to Consolidated Financial Statements.
[28] Represents the Company's investment in a related party. See Note 7 to the Notes to the Consolidated Financial Statements.