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Consolidated Condensed Schedule Of Investments (Long Investments) - USD ($)
shares in Thousands
 12 Months Ended
Dec. 31, 2017
Dec. 31, 2016
Schedule of Investments [Line Items]    
Investments Fair Value $ 2,071,707,000 $ 1,505,026,000
Investment Owned, at Cost $ 2,071,754,000 $ 1,525,710,000
Percentage collaterallized by GNRCMO certificates 100.00% 100.00%
Non-performing loans, maturity date not applicable $ 23,900,000 $ 28,600,000
Mortgage Loans in Process of Foreclosure, Amount $ 5,200,000 $ 3,200,000
Unrated But Agency-Guaranteed [Member]    
Schedule of Investments [Line Items]    
Long investment holdings as a percentage of stockholders' equity 160.32% 139.27%
Long Investment Aaa Rating [Member]    
Schedule of Investments [Line Items]    
Long investment holdings as a percentage of stockholders' equity   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 0.81% 0.05%
Long Investment BBB Rating [Member]    
Schedule of Investments [Line Items]    
Long investment holdings as a percentage of stockholders' equity 2.62% 2.60%
Long Investment BB Rating [Member]    
Schedule of Investments [Line Items]    
Long investment holdings as a percentage of stockholders' equity 68.03% 30.24%
Long Investment Unrated Rating [Member]    
Schedule of Investments [Line Items]    
Long investment holdings as a percentage of stockholders' equity 101.85% 60.39%
Related Party-Consumer Loans Titled in Name of Related Party [Member]    
Schedule of Investments [Line Items]    
Fair value of loans held in related party trust $ 11,700,000 $ 7,600,000
Purchasing Entity [Member]    
Schedule of Investments [Line Items]    
Fair value of loans held in related party trust $ 114,500,000 43,200,000
Related Party 3 [Member]    
Schedule of Investments [Line Items]    
Fair value of loans held in related party trust   $ 7,300,000
Principal And Interest - Fixed Rate Agency Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 123.80% [1],[2],[3],[4] 121.61% [5],[6],[7],[8]
Investments Fair Value $ 768,751,000 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 130,885,000 [1],[3],[4] $ 147,479,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Investments Fair Value $ 138,033,000 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-11 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 115,008,000 [1],[3],[4] $ 121,756,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Investments Fair Value $ 121,154,000 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-12 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 77,724,000 [1],[3],[4] $ 58,682,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Investments Fair Value $ 80,245,000 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-12 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 60,698,000 [1],[3],[4] $ 67,681,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Investments Fair Value $ 65,178,000 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-12 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 51,851,000 [1],[3],[4] $ 51,402,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Investments Fair Value $ 53,894,000 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 47,555,000 [1],[3],[4] $ 40,722,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Investments Fair Value $ 50,980,000 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-12 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 42,239,000 [1],[3],[4] $ 21,855,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Investments Fair Value $ 44,414,000 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2045-07 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-12 [1],[3],[4] 2046-12 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 3.50% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 33,982,000 [1],[3],[4] $ 6,231,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Investments Fair Value $ 35,235,000 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2045-07 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-12 [1],[3],[4] 2046-12 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (30 Year) 5.00% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 32,061,000 [1],[3],[4] $ 44,796,000 [5],[7],[8]
Rate 5.00% [1],[3],[4] 5.00% [5],[7],[8]
Investments Fair Value $ 34,664,000 [1],[3],[4] $ 49,062,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (30 Year) 5.00% [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [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 (30 Year) 5.00% [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 23,002,000 [1],[3],[4] $ 25,244,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Investments Fair Value $ 23,753,000 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-09 [1],[3],[4] 2047-01 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Thirty Year) Four Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 21,561,000 [1],[3],[4] $ 6,568,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Investments Fair Value $ 22,924,000 [1],[3],[4] $ 7,099,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Thirty Year) Four Point Five Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [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 (Thirty Year) Four Point Five Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2047-12 [1],[3],[4] 2046-09 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (15 Year) Three Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 20,544,000 [1],[3],[4] $ 22,073,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Investments Fair Value $ 20,986,000 [1],[3],[4] $ 22,730,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (15 Year) Three Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [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) Three Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2032-09 [1],[3],[4] 2032-01 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Fifteen Year) Three Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 9,405,000 [1],[3],[4] $ 9,219,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Investments Fair Value $ 9,764,000 [1],[3],[4] $ 9,686,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Fifteen Year) Three Point Five Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [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 (Fifteen Year) Three Point Five Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2032-12 [1],[3],[4] 2030-09 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Other) Three Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 8,960,000 [1],[3],[4] $ 10,120,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Investments Fair Value $ 9,221,000 [1],[3],[4] $ 10,379,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Other) Three Point Five Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [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) Three Point Five Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [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 (15 Year) 4.00% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 8,156,000 [1],[3],[4] $ 9,968,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Investments Fair Value $ 8,562,000 [1],[3],[4] $ 10,596,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (15 Year) 4.00% [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [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 (15 Year) 4.00% [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [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] | Federal National Mortgage Association Pools (Other) Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 5,410,000 [1],[3],[4] $ 6,714,000 [5],[7],[8]
Rate 5.00% [1],[3],[4] 5.00% [5],[7],[8]
Investments Fair Value $ 5,888,000 [1],[3],[4] $ 7,408,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) Five Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [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) Five Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [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] | Federal National Mortgage Association Pools (Other) Four Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2037-06
Current Principal/Notional Amount $ 4,981,000 [1],[3],[4] $ 75,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Investments Fair Value $ 5,159,000 [1],[3],[4] $ 77,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) Four Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2037-06  
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) Four Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2047-12  
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (15 Year) 3.00% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2030-04
Current Principal/Notional Amount $ 3,833,000 [1],[3],[4] $ 3,030,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Investments Fair Value $ 3,912,000 [1],[3],[4] $ 3,119,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (15 Year) 3.00% [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2030-04  
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (15 Year) 3.00% [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2032-09  
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 3.00% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 3,579,000 [1],[3],[4] $ 1,523,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Investments Fair Value $ 3,587,000 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [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] | Government National Mortgage Association Pools (Thirty Year) Three Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [1],[3],[4] $ 3,519,000  
Rate [1],[3],[4] 3.00%  
Investments Fair Value [1],[3],[4] $ 3,547,000  
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Thirty Year) Three Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2042-11  
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Thirty Year) Three Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2042-12  
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Thirty Year) Three Point Seven Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2047-07  
Current Principal/Notional Amount [1],[3],[4] $ 2,906,000  
Rate [1],[3],[4] 3.75%  
Investments Fair Value [1],[3],[4] $ 3,025,000  
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) Four Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2041-05  
Current Principal/Notional Amount [1],[3],[4] $ 2,877,000  
Rate [1],[3],[4] 4.50%  
Investments Fair Value [1],[3],[4] $ 3,021,000  
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Fifteen Year) Four Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2026-04 [1],[3],[4] 2026-04 [5],[7],[8]
Current Principal/Notional Amount $ 2,794,000 [1],[3],[4] $ 3,619,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Investments Fair Value $ 2,973,000 [1],[3],[4] $ 3,905,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Other) 4.50% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2044-05 [1],[3],[4] 2044-05 [5],[7],[8]
Current Principal/Notional Amount $ 2,671,000 [1],[3],[4] $ 2,726,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Investments Fair Value $ 2,875,000 [1],[3],[4] $ 2,968,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Three Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 2,791,000 [1],[3],[4] $ 2,195,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Investments Fair Value $ 2,804,000 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [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 Associatin Pools (Thirty Year) 5.50% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2039-10 [1],[3],[4] 2039-10 [5],[7],[8]
Current Principal/Notional Amount $ 2,335,000 [1],[3],[4] $ 2,896,000 [5],[7],[8]
Rate 5.50% [1],[3],[4] 5.50% [5],[7],[8]
Investments Fair Value $ 2,569,000 [1],[3],[4] $ 3,216,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Twenty Year) Four Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2033-12 [1],[3],[4] 2033-12 [5],[7],[8]
Current Principal/Notional Amount $ 1,633,000 [1],[3],[4] $ 2,043,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Investments Fair Value $ 1,728,000 [1],[3],[4] $ 2,172,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Fifteen Year) Four Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2029-02 [1],[3],[4] 2029-02 [5],[7],[8]
Current Principal/Notional Amount $ 1,463,000 [1],[3],[4] $ 1,734,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Investments Fair Value $ 1,531,000 [1],[3],[4] $ 1,842,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Six Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 1,207,000 [1],[3],[4] $ 1,793,000 [5],[7],[8]
Rate 6.00% [1],[3],[4] 6.00% [5],[7],[8]
Investments Fair Value $ 1,360,000 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [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] | Federal Home Loan Mortgage Corporation Pools (Other) Three Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 1,175,000 [1],[3],[4] $ 3,030,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Investments Fair Value $ 1,193,000 [1],[3],[4] $ 3,109,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Other) Three Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [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) Three Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [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 (Twenty Year) 4.50% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2033-12 [1],[3],[4] 2033-12 [5],[7],[8]
Current Principal/Notional Amount $ 1,023,000 [1],[3],[4] $ 1,156,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Investments Fair Value $ 1,099,000 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2040-05  
Current Principal/Notional Amount $ 864,000 [1],[3],[4] $ 1,369,000 [5],[7],[8]
Rate 6.00% [1],[3],[4] 6.00% [5],[7],[8]
Investments Fair Value $ 969,000 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2039-04
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (30 Year) 6.00% [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2040-05
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Three Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2030-10
Current Principal/Notional Amount $ 644,000 [1],[3],[4] $ 165,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Investments Fair Value $ 647,000 [1],[3],[4] $ 168,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Three Point Five Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [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) Three Point Five Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2032-02  
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Five Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2033-08
Current Principal/Notional Amount $ 516,000 [1],[3],[4] $ 496,000 [5],[7],[8]
Rate 5.50% [1],[3],[4] 5.50% [5],[7],[8]
Investments Fair Value $ 565,000 [1],[3],[4] $ 551,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Five Point Five Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2033-08  
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Five Point Five Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2038-11  
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2044-07 [1],[3],[4] 2044-07 [5],[7],[8]
Current Principal/Notional Amount $ 488,000 [1],[3],[4] $ 498,000 [5],[7],[8]
Rate 5.00% [1],[3],[4] 5.00% [5],[7],[8]
Investments Fair Value $ 526,000 [1],[3],[4] $ 543,000 [5],[7],[8]
Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) Three Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2026-04  
Current Principal/Notional Amount [1],[3],[4] $ 492,000  
Rate [1],[3],[4] 3.50%  
Investments Fair Value [1],[3],[4] $ 504,000  
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Three Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2030-06  
Current Principal/Notional Amount $ 150,000 [1],[3],[4] $ 1,689,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Investments Fair Value $ 150,000 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [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 (Thirty Year) Three Point Two Eight Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2042-06  
Current Principal/Notional Amount [1],[3],[4] $ 112,000  
Rate [1],[3],[4] 3.28%  
Investments Fair Value [1],[3],[4] $ 112,000  
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 4.55% [Member] | North America [Member] | Mortgage-related Residential [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%
Investments 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] | North America [Member] | Mortgage-related Residential [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%
Investments Fair Value [5],[7],[8]   $ 5,383,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 4.60% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [5],[7],[8]   $ 10,504,000
Rate [5],[7],[8]   4.60%
Investments 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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2064-11
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Four Point Six One Percent [Member] | North America [Member] | Mortgage-related Residential [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%
Investments Fair Value [5],[7],[8]   $ 4,216,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 4.42% [Member] | North America [Member] | Mortgage-related Residential [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%
Investments Fair Value [5],[7],[8]   $ 3,741,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Thirty Year) Two Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2046-10
Current Principal/Notional Amount [5],[7],[8]   $ 3,513,000
Rate [5],[7],[8]   2.50%
Investments Fair Value [5],[7],[8]   $ 3,414,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 4.48% [Member] | North America [Member] | Mortgage-related Residential [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%
Investments 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] | North America [Member] | Mortgage-related Residential [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%
Investments Fair Value [5],[7],[8]   $ 3,303,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Four Point Six Eight Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [5],[7],[8]   $ 6,200,000
Rate [5],[7],[8]   4.68%
Investments 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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [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) 3.00% | North America [Member] | Mortgage-related Residential [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%
Investments Fair Value [5],[7],[8]   $ 1,258,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 4.57% [Member] | North America [Member] | Mortgage-related Residential [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%
Investments Fair Value [5],[7],[8]   $ 3,186,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Four Point Six Four Percent [Member] | North America [Member] | Mortgage-related Residential [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%
Investments 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] | North America [Member] | Mortgage-related Residential [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%
Investments Fair Value [5],[7],[8]   $ 2,551,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) Four Point Six Three Percent [Member] | North America [Member] | Mortgage-related Residential [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%
Investments 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] | North America [Member] | Mortgage-related Residential [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%
Investments Fair Value [5],[7],[8]   $ 2,016,000
Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Other) 5.57% [Member] | North America [Member] | Mortgage-related Residential [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%
Investments Fair Value [5],[7],[8]   $ 1,756,000
Interest Only - Fixed Rate Agency Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 2.03% [1],[2],[3],[4] 1.89% [5],[6],[7],[8]
Investments Fair Value $ 12,594,000 [1],[3],[4] $ 12,189,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association 4.00% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 21,942,000 [1],[3],[4] $ 26,883,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Investments Fair Value $ 3,686,000 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [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] | Government National Mortgage Association 6.00% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2038-06
Current Principal/Notional Amount $ 5,867,000 [1],[3],[4] $ 1,123,000 [5],[7],[8]
Rate 6.00% [1],[3],[4] 6.00% [5],[7],[8]
Investments Fair Value $ 1,173,000 [1],[3],[4] $ 263,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association 6.00% [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2038-06  
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association 6.00% [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2039-08  
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 4.50% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 6,286,000 [1],[3],[4] $ 9,820,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Investments Fair Value $ 928,000 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [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 Four Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2041-02
Current Principal/Notional Amount $ 5,437,000 [1],[3],[4] $ 3,844,000 [5],[7],[8]
Rate 4.50% [1],[3],[4] 4.50% [5],[7],[8]
Investments Fair Value $ 914,000 [1],[3],[4] $ 615,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Four Point Five Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [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 Four Point Five Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2039-10 [1],[3],[4] 2040-10 [5],[7],[8]
Current Principal/Notional Amount $ 4,116,000 [1],[3],[4] $ 1,201,000 [5],[7],[8]
Rate 5.50% [1],[3],[4] 5.50% [5],[7],[8]
Investments Fair Value $ 907,000 [1],[3],[4] $ 163,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association 5.50% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2043-11 [1],[3],[4] 2043-11 [5],[7],[8]
Current Principal/Notional Amount $ 4,660,000 [1],[3],[4] $ 6,303,000 [5],[7],[8]
Rate 5.50% [1],[3],[4] 5.50% [5],[7],[8]
Investments Fair Value $ 801,000 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2032-12 [1],[3],[4] 2032-12 [5],[7],[8]
Current Principal/Notional Amount $ 4,350,000 [1],[3],[4] $ 5,099,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Investments Fair Value $ 628,000 [1],[3],[4] $ 808,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2038-11  
Current Principal/Notional Amount [1],[3],[4] $ 7,145,000  
Rate [1],[3],[4] 5.00%  
Investments Fair Value [1],[3],[4] $ 598,000  
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Four Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 4,185,000 [1],[3],[4] $ 5,354,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Investments Fair Value $ 521,000 [1],[3],[4] $ 648,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Four Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [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 Four Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [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 Home Loan Mortgage Corporation Five Point FIve Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2039-01
Current Principal/Notional Amount $ 5,074,000 [1],[3],[4] $ 763,000 [5],[7],[8]
Rate 5.50% [1],[3],[4] 5.50% [5],[7],[8]
Investments Fair Value $ 494,000 [1],[3],[4] $ 79,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Five Point FIve Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2039-01  
Interest Only - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Five Point FIve Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2039-09  
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 4,100,000 [1],[3],[4] $ 6,695,000 [5],[7],[8]
Rate 5.00% [1],[3],[4] 5.00% [5],[7],[8]
Investments Fair Value $ 493,000 [1],[3],[4] $ 806,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Five Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [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 Five Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [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 SIx Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2040-01 [1],[3],[4] 2040-01 [5],[7],[8]
Current Principal/Notional Amount $ 2,038,000 [1],[3],[4] $ 2,661,000 [5],[7],[8]
Rate 6.00% [1],[3],[4] 6.00% [5],[7],[8]
Investments Fair Value $ 371,000 [1],[3],[4] $ 512,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Point Two Six Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2040-06 [1],[3],[4] 2040-06 [5],[7],[8]
Current Principal/Notional Amount $ 74,967,000 [1],[3],[4] $ 81,664,000 [5],[7],[8]
Rate 0.26% [1],[3],[4] 0.26% [5],[7],[8]
Investments Fair Value $ 352,000 [1],[3],[4] $ 472,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Four Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2043-07  
Current Principal/Notional Amount [1],[3],[4] $ 1,699,000  
Rate [1],[3],[4] 4.50%  
Investments Fair Value [1],[3],[4] $ 256,000  
Interest Only - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Three Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2041-09 [1],[3],[4] 2041-09 [5],[7],[8]
Current Principal/Notional Amount $ 2,677,000 [1],[3],[4] $ 3,167,000 [5],[7],[8]
Rate 3.00% [1],[3],[4] 3.00% [5],[7],[8]
Investments Fair Value $ 247,000 [1],[3],[4] $ 321,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Four Point Seven Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2040-07 [1],[3],[4] 2040-07 [5],[7],[8]
Current Principal/Notional Amount $ 1,000,000 [1],[3],[4] $ 1,396,000 [5],[7],[8]
Rate 4.75% [1],[3],[4] 4.75% [5],[7],[8]
Investments Fair Value $ 178,000 [1],[3],[4] $ 253,000 [5],[7],[8]
Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2037-05 [1],[3],[4] 2037-05 [5],[7],[8]
Current Principal/Notional Amount $ 1,168,000 [1],[3],[4] $ 2,289,000 [5],[7],[8]
Rate 5.00% [1],[3],[4] 5.00% [5],[7],[8]
Investments Fair Value $ 47,000 [1],[3],[4] $ 151,000 [5],[7],[8]
TBA - Fixed Rate Agency Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 19.92% [1],[2],[3],[4] 10.94% [5],[6],[7],[8]
Current Principal/Notional Amount $ 118,806,000 $ 67,720,000
Investments Fair Value $ 123,680,000 [1],[3],[4] $ 70,525,000 [5],[7],[8]
TBA - Fixed Rate Agency Securities [Member] | Government National Mortgage Association (30 Year) 4 Point 00 Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2018-01 [1],[3],[4] 2017-01 [5],[7],[8]
Current Principal/Notional Amount $ 42,884,000 [1],[3],[4] $ 24,540,000 [5],[7],[8]
Rate 4.00% [1],[3],[4] 4.00% [5],[7],[8]
Investments Fair Value $ 44,738,000 [1],[3],[4] $ 26,047,000 [5],[7],[8]
TBA - Fixed Rate Agency Securities [Member] | Government National Mortgage Association (30 Year) 4 Point 50 Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2018-01  
Current Principal/Notional Amount [1],[3],[4] $ 35,719,000  
Rate [1],[3],[4] 4.50%  
Investments Fair Value [1],[3],[4] $ 37,504,000  
TBA - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation (30 Year) 3 Point 50 Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2018-01 [1],[3],[4] 2017-01 [5],[7],[8]
Current Principal/Notional Amount $ 27,340,000 [1],[3],[4] $ 28,560,000 [5],[7],[8]
Rate 3.50% [1],[3],[4] 3.50% [5],[7],[8]
Investments Fair Value $ 28,085,000 [1],[3],[4] $ 29,247,000 [5],[7],[8]
TBA - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association (30 Year) 4.00% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2018-01  
Current Principal/Notional Amount [1],[3],[4] $ 9,403,000  
Rate [1],[3],[4] 4.00%  
Investments Fair Value [1],[3],[4] $ 9,835,000  
TBA - Fixed Rate Agency Securities [Member] | Government National Mortgage Association (30 Year) 3.00% [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2018-01  
Current Principal/Notional Amount [1],[3],[4] $ 2,100,000  
Rate [1],[3],[4] 3.00%  
Investments Fair Value [1],[3],[4] $ 2,119,000  
TBA - Fixed Rate Agency Securities [Member] | Government National Mortgage Association (30 Year) 3 Point 50 Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2018-01  
Current Principal/Notional Amount [1],[3],[4] $ 890,000  
Rate [1],[3],[4] 3.50%  
Investments Fair Value [1],[3],[4] $ 920,000  
TBA - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation (15 Year) 3 Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2018-01  
Current Principal/Notional Amount [1],[3],[4] $ 470,000  
Rate [1],[3],[4] 3.00%  
Investments Fair Value [1],[3],[4] $ 479,000  
TBA - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association (15 Year) 3 Point 50 Percent [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2017-01
Current Principal/Notional Amount [5],[7],[8]   $ 14,620,000
Rate [5],[7],[8]   3.50%
Investments Fair Value [5],[7],[8]   $ 15,231,000
Fixed Rate Agency Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 145.75% [1],[2],[3],[4] 134.44% [5],[6],[7],[8]
Investments Fair Value $ 905,025,000 [1],[3],[4] $ 866,846,000 [5],[7],[8]
Investment Owned, at Cost $ 911,909,000 [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 11.10% [1],[2],[3],[4] 2.12% [5],[6],[7],[8]
Investments Fair Value $ 68,933,000 [1],[3],[4] $ 13,688,000 [5],[7],[8]
Principal And Interest - Floating Rate Agency Securities [Member] | Government National Mortgage Association Pools [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [5],[7],[8]   2064-11
Current Principal/Notional Amount 56,137,000 [1],[3],[4] $ 2,097,000 [5],[7],[8]
Rate [5],[7],[8]   2.89%
Investments Fair Value $ 60,866,000 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2061-07  
Rate [1],[3],[4] 3.59%  
Principal And Interest - Floating Rate Agency Securities [Member] | Government National Mortgage Association Pools [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [1],[3],[4] 2067-10  
Rate [1],[3],[4] 4.68%  
Principal And Interest - Floating Rate Agency Securities [Member] | Federal National Mortgage Association Pools [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 4,806,000 [1],[3],[4] 5,876,000 [5],[7],[8]
Investments Fair Value $ 4,999,000 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2035-09 [1],[3],[4] 2035-09 [5],[7],[8]
Rate 2.79% [1],[3],[4] 2.55% [5],[7],[8]
Principal And Interest - Floating Rate Agency Securities [Member] | Federal National Mortgage Association Pools [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2045-05 [1],[3],[4] 2045-05 [5],[7],[8]
Rate 3.69% [1],[3],[4] 5.94% [5],[7],[8]
Principal And Interest - Floating Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 2,963,000 [1],[3],[4] $ 5,122,000 [5],[7],[8]
Investments Fair Value $ 3,068,000 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2037-06 [1],[3],[4] 2037-06 [5],[7],[8]
Rate 3.49% [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2044-05 [1],[3],[4] 2044-05 [5],[7],[8]
Rate 4.80% [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 3.47% [1],[2],[3],[4] 2.71% [5],[6],[7],[8]
Investments Fair Value $ 21,556,000 [1],[3],[4] $ 17,433,000 [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Government National Mortgage Association [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 313,840,000 [1],[3],[4] 228,955,000 [5],[7],[8]
Investments Fair Value $ 16,248,000 [1],[3],[4] $ 13,831,000 [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Government National Mortgage Association [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2037-03 [1],[3],[4] 2037-05 [5],[7],[8]
Rate 0.41% [1],[3],[4] 0.40% [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Government National Mortgage Association [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2066-10 [1],[3],[4] 2064-11 [5],[7],[8]
Rate 5.31% [1],[3],[4] 6.09% [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Federal National Mortgage Association [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 30,729,000 [1],[3],[4] $ 12,928,000 [5],[7],[8]
Investments Fair Value $ 3,506,000 [1],[3],[4] $ 1,867,000 [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Federal National Mortgage Association [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2033-06 [1],[3],[4] 2033-06 [5],[7],[8]
Rate 4.30% [1],[3],[4] 5.39% [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Federal National Mortgage Association [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2041-12 [1],[3],[4] 2041-12 [5],[7],[8]
Rate 6.00% [1],[3],[4] 6.79% [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 11,211,000 [1],[3],[4] $ 5,182,000 [5],[7],[8]
Investments Fair Value $ 1,436,000 [1],[3],[4] $ 865,000 [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2036-03 [1],[3],[4] 2036-03 [5],[7],[8]
Rate 4.52% [1],[3],[4] 5.30% [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2040-04 [1],[3],[4] 2039-08 [5],[7],[8]
Rate 5.15% [1],[3],[4] 5.93% [5],[7],[8]
Interest Only - Floating Rate Agency Securities [Member] | Resecuritization of Government National Mortgage Association [Member] | North America [Member] | Mortgage-related Residential [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 $ 10,619,000 [1],[3],[4],[9] $ 15,902,000 [5],[7],[8],[10]
Rate 3.25% [1],[3],[4],[9] 3.95% [5],[7],[8],[10]
Investments Fair Value $ 366,000 [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 14.57% [1],[2],[3],[4] 4.83% [5],[6],[7],[8]
Investments Fair Value $ 90,489,000 [1],[3],[4] $ 31,121,000 [5],[7],[8]
Investment Owned, at Cost $ 91,413,000 [1],[3],[4] $ 31,069,000 [5],[7],[8]
Agency Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 160.32% [1],[2],[3],[4] 139.27% [5],[6],[7],[8]
Investments Fair Value $ 995,514,000 [1],[3],[4] $ 897,967,000 [5],[7],[8]
Investment Owned, at Cost $ 1,003,322,000 [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 47.12% [2],[3],[4] 28.17% [6],[7],[8]
Investments Fair Value $ 292,566,000 [3],[4] $ 181,649,000 [7],[8]
Investment Owned, at Cost $ 278,803,000 [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 29.16% [2],[3],[4] 20.48% [6],[7],[8]
Investments Fair Value $ 181,042,000 [3],[4] $ 132,071,000 [7],[8]
Investment Owned, at Cost $ 172,285,000 [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 17.96% [2],[3],[4] 7.69% [6],[7],[8]
Investments Fair Value $ 111,524,000 [3],[4] $ 49,578,000 [7],[8]
Investment Owned, at Cost 106,518,000 [3],[4] 59,311,000 [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Commercial [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 80,114,000 [3],[4] 119,636,000 [7],[8]
Investments Fair Value 26,155,000 [3],[4] 30,334,000 [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 232,771,000 [3],[4] 233,890,000 [7],[8]
Investments Fair Value 154,887,000 [3],[4] 101,737,000 [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Europe [Member] | Mortgage-related Commercial [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 23,752,000 [3],[4] 9,361,000 [7],[8]
Investments Fair Value 11,601,000 [3],[4] 8,680,000 [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Europe [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 127,469,000 [3],[4] 63,244,000 [7],[8]
Investments Fair Value $ 99,923,000 [3],[4] $ 40,898,000 [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Mortgage-related Commercial [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2035-08 [3],[4] 2045-07 [7],[8]
Rate 2.05% [3],[4] 2.31% [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2019-05 [3],[4] 2019-05 [7],[8]
Rate 0.00% [3],[4] 0.00% [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Minimum [Member] | Europe [Member] | Mortgage-related Commercial [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] | Europe [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Commercial [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2058-09 [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] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2046-09 [3],[4] 2046-09 [7],[8]
Rate 30.29% [3],[4] 9.35% [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Maximum [Member] | Europe [Member] | Mortgage-related Commercial [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2041-02 [3],[4] 2039-02 [7],[8]
Rate 5.03% [3],[4] 11.00% [7],[8]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Maximum [Member] | Europe [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2061-01 [3],[4] 2040-03 [7],[8]
Rate 5.50% [3],[4] 5.15% [7],[8]
Interest Only - Private Label Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 1.26% [2],[3],[4] 0.81% [6],[7],[8]
Investments Fair Value $ 7,845,000 [3],[4] $ 5,227,000 [7],[8]
Investment Owned, at Cost 5,334,000 [3],[4] 4,963,000 [7],[8]
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Commercial [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 39,871,000 [3],[4] 72,535,000 [7],[8]
Investments Fair Value 2,989,000 [3],[4] 4,254,000 [7],[8]
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 36,008,000 [3],[4] 36,498,000 [7],[8]
Investments Fair Value $ 4,856,000 [3],[4] $ 973,000 [7],[8]
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Mortgage-related Commercial [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2049-03 [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] | North America [Member] | Mortgage-related Residential [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] | North America [Member] | Mortgage-related Commercial [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] | North America [Member] | Mortgage-related Residential [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]
Investments Fair Value $ 0 [3],[4] $ 0 [7],[8]
Investment Owned, at Cost 215,000 [3],[4] 245,000 [7],[8]
Other Private Label Securities [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Commercial [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]
Investments Fair Value $ 0 [3],[4] $ 0 [7],[8]
Other Private Label Securities [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2037-06 [3],[4] 2037-06 [7],[8]
Current Principal/Notional Amount $ 79,487,000 [3],[4] $ 90,639,000 [7],[8]
Rate 0.00% [3],[4] 0.00% [7],[8]
Investments Fair Value $ 0 [3],[4] $ 0 [7],[8]
Other Private Label Securities [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Mortgage-related Commercial [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] | North America [Member] | Mortgage-related Commercial [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 48.38% [2],[3],[4] 28.98% [6],[7],[8]
Investments Fair Value $ 300,411,000 [3],[4] $ 186,876,000 [7],[8]
Investment Owned, at Cost $ 284,352,000 [3],[4] $ 189,625,000 [7],[8]
Mortgage-Backed Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 208.70% [2],[3],[4] 168.25% [6],[7],[8]
Investments Fair Value $ 1,295,925,000 [3],[4] $ 1,084,843,000 [7],[8]
Investment Owned, at Cost $ 1,287,674,000 [3],[4] $ 1,089,765,000 [7],[8]
Collateralized Loan Obligations [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 33.95% [2],[3],[4] 6.97% [6],[7],[8]
Investments Fair Value $ 210,816,000 [3],[4] $ 44,956,000 [7],[8]
Investment Owned, at Cost $ 212,998,000 [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 27.40% [2],[3],[4],[11] 3.49% [6],[7],[8]
Investments Fair Value $ 170,123,000 [3],[4],[11] $ 22,519,000 [7],[8]
Investment Owned, at Cost $ 174,635,000 [3],[4],[11] $ 25,860,000 [7],[8]
Collateralized Loan Obligations [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 6.55% [2],[3],[4] 3.48% [6],[7],[8]
Investments Fair Value $ 40,693,000 [3],[4] $ 22,437,000 [7],[8]
Investment Owned, at Cost 38,363,000 [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 278,601,000 [3],[4],[11] 69,917,000 [7],[8]
Investments Fair Value 170,123,000 [3],[4],[11] 22,519,000 [7],[8]
Collateralized Loan Obligations [Member] | Various Issuer [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 42,101,000 [3],[4] 28,053,000 [7],[8]
Investments Fair Value $ 40,693,000 [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 2018-01 [3],[4],[11] 2017-11 [7],[8]
Rate 0.00% [3],[4],[11] 0.00% [7],[8]
Collateralized Loan Obligations [Member] | Various Issuer [Member] | Minimum [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2022-04 [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],[11] 2024-06 [7],[8]
Rate 10.04% [3],[4],[11] 7.88% [7],[8]
Collateralized Loan Obligations [Member] | Various Issuer [Member] | Maximum [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2027-01 [3],[4] 2025-03 [7],[8]
Rate 7.95% [3],[4] 3.84% [7],[8]
Consumer loans and asset-backed securities backed by consumer loans [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 21.78% [2],[3],[4],[12] 16.62% [6],[7],[8],[13],[14]
Investments Fair Value $ 135,258,000 [3],[4],[12] $ 107,157,000 [7],[8],[13],[14]
Investment Owned, at Cost $ 139,387,000 [3],[4],[12] $ 111,115,000 [7],[8],[13],[14]
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 21.34% [2],[3],[4],[12] 16.15% [6],[7],[8],[13],[14]
Investments Fair Value $ 132,509,000 [3],[4],[12] $ 104,108,000 [7],[8],[13],[14]
Investment Owned, at Cost $ 138,312,000 [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 0.44% [2],[3],[4],[12] 0.47% [6],[7],[8],[13],[14]
Investments Fair Value $ 2,749,000 [3],[4],[12] $ 3,049,000 [7],[8],[13],[14]
Investment Owned, at Cost 1,075,000 [3],[4],[12] 2,133,000 [7],[8],[13],[14]
Consumer loans and asset-backed securities backed by consumer loans [Member] | Various Issuer [Member] | North America [Member] | Consumer [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 151,753,000 [3],[4],[12],[15],[16] 103,026,000 [7],[8],[13],[14],[17],[18],[19]
Investments Fair Value 132,509,000 [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] | Europe [Member] | Consumer [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 3,711,000 [3],[4],[12] $ 3,449,000 [7],[8],[13],[14]
Rate 0.00% [3],[4],[12] 0.00% [7],[8],[13],[14]
Investments Fair Value $ 2,749,000 [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] | North America [Member] | Consumer [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2018-01 [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] | Europe [Member] | Consumer [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] | North America [Member] | Consumer [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2022-09 [3],[4],[12],[15],[16] 2021-12 [7],[8],[13],[14],[17],[18],[19]
Rate 76.28% [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] | Europe [Member] | Consumer [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 12.11% [2],[3],[4] 12.42% [6],[7],[8]
Investments Fair Value $ 75,193,000 [3],[4] $ 80,095,000 [7],[8]
Investment Owned, at Cost $ 75,952,000 [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 9.76% [2],[3],[4] 12.13% [6],[7],[8]
Investments Fair Value $ 60,618,000 [3],[4] $ 78,187,000 [7],[8]
Investment Owned, at Cost $ 60,640,000 [3],[4] $ 78,482,000 [7],[8]
Corporate Debt [Member] | Europe [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 2.35% [2],[3],[4] 0.29% [6],[7],[8]
Investments Fair Value $ 14,575,000 [3],[4] $ 1,908,000 [7],[8]
Investment Owned, at Cost 15,312,000 [3],[4] 2,554,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Basic Materials [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [3],[4] 6,025,000  
Investments Fair Value [3],[4] 6,254,000  
Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Communications [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 8,490,000 [3],[4] 9,381,000 [7],[8]
Investments Fair Value 8,523,000 [3],[4] 9,489,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Consumer [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 21,993,000 [3],[4] 22,991,000 [7],[8]
Investments Fair Value 23,043,000 [3],[4] 24,187,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Energy [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 9,665,000 [3],[4] 16,170,000 [7],[8]
Investments Fair Value $ 10,266,000 [3],[4] 16,951,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Financial [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4] 2024-09  
Current Principal/Notional Amount [3],[4] $ 560,000  
Rate [3],[4] 5.13%  
Investments Fair Value [3],[4] $ 606,000  
Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Industrial Sector [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4] 2021-12  
Current Principal/Notional Amount $ 2,250,000 [3],[4] 12,470,000 [7],[8]
Rate [3],[4] 3.75%  
Investments Fair Value $ 2,286,000 [3],[4] $ 12,709,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2019-10 [3],[4],[20] 2019-10 [7],[8]
Current Principal/Notional Amount $ 5,429,000 [3],[4],[20] $ 10,500,000 [7],[8]
Rate 15.00% [3],[4],[20] 15.00% [7],[8]
Investments Fair Value $ 5,429,000 [3],[4],[20] $ 9,975,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Technology Sector [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 4,300,000 [3],[4] 3,827,000 [7],[8]
Investments Fair Value $ 4,211,000 [3],[4] $ 3,937,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Utilities [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%
Investments Fair Value [7],[8]   $ 939,000
Corporate Debt [Member] | Various Issuer [Member] | Europe [Member] | Consumer [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4] 2018-03  
Current Principal/Notional Amount $ 20,070,000 [3],[4] $ 17,618,000 [7],[8]
Rate 0.00% [3],[4] 0.00% [7],[8]
Investments Fair Value $ 50,000 [3],[4] $ 380,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Europe [Member] | Financial [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [3],[4] 13,725,000  
Investments Fair Value [3],[4] $ 13,437,000  
Corporate Debt [Member] | Various Issuer [Member] | Europe [Member] | Industrial Sector [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2021-03 [3],[4] 2021-03 [7],[8]
Current Principal/Notional Amount $ 1,145,000 [3],[4] $ 1,867,000 [7],[8]
Rate 1.59% [3],[4] 6.50% [7],[8]
Investments Fair Value $ 1,088,000 [3],[4] $ 1,528,000 [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Basic Materials [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4] 2025-08  
Rate [3],[4] 6.88%  
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Communications [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] | North America [Member] | Consumer [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2019-01 [3],[4] 2017-05 [7],[8]
Rate 2.60% [3],[4] 3.85% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Energy [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2019-03 [3],[4] 2019-03 [7],[8]
Rate 4.50% [3],[4] 6.38% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Industrial Sector [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [7],[8]   2019-05
Rate [7],[8]   3.75%
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Technology Sector [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2021-10 [3],[4] 2020-03 [7],[8]
Rate 3.63% [3],[4] 6.13% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | Europe [Member] | Consumer [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [7],[8]   2017-12
Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | Europe [Member] | Financial [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4] 2020-10  
Rate [3],[4] 0.00%  
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | North America [Member] | Basic Materials [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] | North America [Member] | Communications [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2027-08 [3],[4] 2022-12 [7],[8]
Rate 11.57% [3],[4] 9.07% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | North America [Member] | Consumer [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] | North America [Member] | Energy [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2025-08 [3],[4] 2023-02 [7],[8]
Rate 9.63% [3],[4] 9.63% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | North America [Member] | Industrial Sector [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [7],[8]   2022-12
Rate [7],[8]   7.75%
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | North America [Member] | Technology Sector [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2022-08 [3],[4] 2022-08 [7],[8]
Rate 7.50% [3],[4] 7.50% [7],[8]
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | Europe [Member] | Consumer [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [7],[8]   2018-12
Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | Europe [Member] | Financial [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [3],[4] 2022-11  
Rate [3],[4] 15.67%  
Mortgage Loans [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 46.83% [2],[3],[4],[12] 22.55% [6],[7],[8],[14]
Investments Fair Value $ 290,773,000 [3],[4],[12] $ 145,419,000 [7],[8],[14]
Investment Owned, at Cost 288,034,000 [3],[4],[12] 148,173,000 [7],[8],[14]
Mortgage Loans [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Commercial [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 116,707,000 [3],[4],[12],[21] 71,020,000 [7],[8],[14],[22]
Investments Fair Value 108,301,000 [3],[4],[12],[21] 61,129,000 [7],[8],[14],[22]
Mortgage Loans [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount 181,553,000 [3],[4],[12],[23],[24] 89,658,000 [7],[8],[14],[25]
Investments Fair Value $ 182,472,000 [3],[4],[12],[23],[24] $ 84,290,000 [7],[8],[14],[25]
Mortgage Loans [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Mortgage-related Commercial [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2018-02 [3],[4],[12],[21] 2017-06 [7],[8],[14],[22]
Rate 3.14% [3],[4],[12],[21] 2.73% [7],[8],[14],[22]
Mortgage Loans [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2022-04 [3],[4],[12],[23],[24] 2022-04 [7],[8],[14],[25]
Rate 2.00% [3],[4],[12],[23],[24] 2.00% [7],[8],[14],[25]
Mortgage Loans [Member] | Various Issuer [Member] | Maximum [Member] | North America [Member] | Mortgage-related Commercial [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2037-10 [3],[4],[12],[21] 2037-10 [7],[8],[14],[22]
Rate 12.87% [3],[4],[12],[21] 12.12% [7],[8],[14],[22]
Mortgage Loans [Member] | Various Issuer [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments maturity date 2057-04 [3],[4],[12],[23],[24] 2057-07 [7],[8],[14],[25]
Rate 12.63% [3],[4],[12],[23],[24] 12.63% [7],[8],[14],[25]
Real Estate Owned [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 4.23% [2],[3],[4],[12],[26] 0.52% [6],[7],[8],[14],[27]
Investments Fair Value $ 26,277,000 [3],[4],[12],[26] $ 3,349,000 [7],[8],[14],[27]
Investment Owned, at Cost 26,146,000 [3],[4],[12],[26] 3,539,000 [7],[8],[14],[27]
Real Estate Owned [Member] | Single-Family Houses [Member] | North America [Member] | Real estate-related [Member]    
Schedule of Investments [Line Items]    
Investments Fair Value $ 591,000 [3],[4],[12],[26] $ 1,699,000 [7],[8],[14],[27]
Number of Real Estate Properties 3 [3],[4],[12],[26] 9 [7],[8],[14],[27]
Real Estate Owned [Member] | Commercial Property [Member] | North America [Member] | Real estate-related [Member]    
Schedule of Investments [Line Items]    
Investments Fair Value $ 25,686,000 [3],[4],[12],[26] $ 1,650,000 [7],[8],[14],[27]
Number of Real Estate Properties 9 [3],[4],[12],[26] 1 [7],[8],[14],[27]
Corporate Equity Investments [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 6.03% [2],[3],[4] 5.25% [6],[7],[8],[13]
Investments Fair Value $ 37,465,000 [3],[4] $ 33,788,000 [7],[8],[13]
Investment Owned, at Cost $ 41,563,000 [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 6.03% [2],[3],[4] 5.25% [6],[7],[8],[13]
Investments Fair Value $ 37,461,000 [3],[4] $ 33,788,000 [7],[8],[13]
Investment Owned, at Cost $ 41,559,000 [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]
Investments Fair Value $ 4,000 [3],[4] $ 0 [7],[8],[13]
Investment Owned, at Cost 4,000 [3],[4] 0 [7],[8],[13]
Corporate Equity Investments [Member] | Non-Controlling Equity Interest in Limited Liability Company [Member] | North America [Member] | Asset-backed Securities [Member]    
Schedule of Investments [Line Items]    
Investments Fair Value [3],[4],[28] 5,033,000  
Corporate Equity Investments [Member] | Non-Controlling Equity Interest in Limited Liability Company [Member] | North America [Member] | Consumer [Member]    
Schedule of Investments [Line Items]    
Investments Fair Value 5,693,000 [3],[4],[28] 7,315,000 [7],[8],[13],[19]
Corporate Equity Investments [Member] | Non-Exchange Traded Corporate Equity [Member] | North America [Member] | Communications [Member]    
Schedule of Investments [Line Items]    
Investments Fair Value [3],[4] $ 557,000  
Investment Owned, Balance, Shares [3],[4] 7  
Corporate Equity Investments [Member] | Non-Exchange Traded Corporate Equity [Member] | North America [Member] | Consumer [Member]    
Schedule of Investments [Line Items]    
Investments Fair Value $ 5,000 [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] | North America [Member] | Diversified [Member]    
Schedule of Investments [Line Items]    
Investments Fair Value $ 2,585,000 [3],[4] $ 3,162,000 [7],[8],[13]
Investment Owned, Balance, Shares 156 [3],[4] 191 [7],[8],[13]
Corporate Equity Investments [Member] | Non-Exchange Traded Corporate Equity [Member] | Europe [Member] | Consumer [Member]    
Schedule of Investments [Line Items]    
Investments 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] | Europe [Member] | Financial [Member]    
Schedule of Investments [Line Items]    
Investments Fair Value [3],[4] $ 4,000  
Investment Owned, Balance, Shares [3],[4] 0  
Corporate Equity Investments [Member] | Exchange Traded Equity [Member] | North America [Member] | Financial [Member]    
Schedule of Investments [Line Items]    
Investments 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] | North America [Member] | Mortgage-related Commercial [Member]    
Schedule of Investments [Line Items]    
Investments Fair Value [7],[8],[13]   $ 3,090,000
Corporate Equity Investments [Member] | Non-Exchange Traded Preferred Equity Investment in Mortgage Originators [Member] | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments Fair Value $ 20,774,000 [3],[4],[20] $ 14,325,000 [7],[8],[13],[29]
Investment Owned, Balance, Shares 20 [3],[4],[20] 1,838 [7],[8],[13],[29]
Corporate Equity Investments [Member] | Non-Exchange Traded Equity Investment in Mortgage Originator | North America [Member] | Mortgage-related Residential [Member]    
Schedule of Investments [Line Items]    
Investments Fair Value $ 2,814,000 [3],[4],[20] $ 675,000 [7],[8],[13],[29]
Investment Owned, Balance, Shares 9,818 [3],[4],[20] 6,750 [7],[8],[13],[29]
US Treasury Securities [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity [6],[7],[8]   0.84%
Investments Fair Value [7],[8]   $ 5,419,000
Investment Owned, at Cost [7],[8]   5,635,000
US Treasury Securities [Member] | US Treasury Notes Securities [Member] | North America [Member] | Government [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [7],[8]   5,620,000
Investments Fair Value [7],[8]   $ 5,419,000
US Treasury Securities [Member] | US Treasury Notes Securities [Member] | Minimum [Member] | North America [Member] | Government [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [7],[8]   2021-05
Rate [7],[8]   1.13%
US Treasury Securities [Member] | US Treasury Notes Securities [Member] | Maximum [Member] | North America [Member] | Government [Member]    
Schedule of Investments [Line Items]    
Investments maturity date [7],[8]   2026-05
Rate [7],[8]   1.63%
Long Investments [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 333.63% [2],[3],[4] 233.42% [6],[7],[8]
Investments Fair Value $ 2,071,707,000 [3],[4] $ 1,505,026,000 [7],[8]
Investment Owned, at Cost $ 2,071,754,000 [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 45.07% 23.36%
Long Investments [Member] | Federal National Mortgage Association [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 72.39% 73.78%
Long Investments [Member] | Federal Home Loan Mortgage Corporation [Member]    
Schedule of Investments [Line Items]    
Investment owned as a percentage of equity 42.86% 42.13%
[1] At December 31, 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 72.39%, 42.86%, and 45.07% 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 160.32%A/A/A 0.81%Baa/BBB/BBB 2.62%Ba/BB/BB or below 68.03%Unrated 101.85%
[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] Includes investment in collateralized loan obligation notes in the amount of $37.7 million that were issued and are managed by related parties of the Company. See Note 9 to the Notes to 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 9 to the Notes to 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 9 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 December 31, 2017 loans held in the related party trust for which the Company has participating interests in the cash flows, totaled $114.5 million. See Note 9 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 December 31, 2017 loans for which the Company has beneficial interests in the net cash flows, totaled $11.7 million. See Note 9 to the Notes to 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 9 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 9 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 9 to the Notes to Consolidated Financial Statements.
[20] Represents the Company's investment in a related party. See Note 9 to the Notes to Consolidated Financial Statements.
[21] Includes non-performing commercial loans in the amount of $23.9 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 December 31, 2017, the Company had residential mortgage loans that were in the process of foreclosure with a fair value of $5.2 million.
[24] Includes $132.4 million of non-qualified mortgage loans that have been securitized and are held in a consolidated securitization trust. See Note 6 to the Notes to Consolidated Financial Statements.
[25] 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.
[26] Number of properties not shown in thousands, represents actual number of properties owned.
[27] Number of properties not shown in thousands, represents actual number of properties owned.
[28] Represents the Company's beneficial interest in an entity, which is co-owned by an affiliate of Ellington Management Group, L.L.C. The entity owns subordinated notes issued by, as well as trust certificates representing ownership of, a securitization trust. See Note 6 and Note 9 to the Notes to Consolidated Financial Statements.
[29] Represents the Company's investment in a related party. See Note 9 to the Notes to Consolidated Financial Statements.