Consolidated Condensed Schedule Of Investments (Long Investments) - USD ($)
shares in Thousands |
6 Months Ended |
12 Months Ended |
Jun. 30, 2018 |
Dec. 31, 2017 |
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments Fair Value |
|
$ 2,625,471,000
|
|
$ 2,071,707,000
|
|
| Investment Owned, at Cost |
|
$ 2,631,409,000
|
|
$ 2,071,754,000
|
|
| Percentage collaterallized by GNRCMO certificates |
|
100.00%
|
|
100.00%
|
|
| Non-performing loans, maturity date not applicable |
|
$ 6,800,000
|
|
$ 23,900,000
|
|
| Mortgage Loans in Process of Foreclosure, Amount |
|
$ 7,500,000
|
|
$ 5,200,000
|
|
| Unrated But Agency-Guaranteed [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Long investment holdings as a percentage of stockholders' equity |
|
206.36%
|
|
160.32%
|
|
| Long Investment Aaa Rating [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Long investment holdings as a percentage of stockholders' equity |
|
11.52%
|
|
|
|
| Long Investment Aa Rating [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Long investment holdings as a percentage of stockholders' equity |
|
0.85%
|
|
|
|
| Long Investment A Rating [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Long investment holdings as a percentage of stockholders' equity |
|
1.04%
|
|
0.81%
|
|
| Long Investment BBB Rating [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Long investment holdings as a percentage of stockholders' equity |
|
4.71%
|
|
2.62%
|
|
| Long Investment BB Rating [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Long investment holdings as a percentage of stockholders' equity |
|
67.62%
|
|
68.03%
|
|
| Long Investment Unrated Rating [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Long investment holdings as a percentage of stockholders' equity |
|
136.01%
|
|
101.85%
|
|
| 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 |
|
$ 18,200,000
|
|
$ 11,700,000
|
|
| Purchasing Entity [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair value of loans held in related party trust |
|
$ 168,500,000
|
|
$ 114,500,000
|
|
| Principal And Interest - Fixed Rate Agency Securities [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
139.11%
|
[1],[2],[3],[4] |
123.80%
|
[5],[6],[7],[8] |
| Investments Fair Value |
|
$ 853,120,000
|
[1],[3],[4] |
$ 768,751,000
|
[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 |
|
$ 129,679,000
|
[1],[3],[4] |
$ 130,885,000
|
[5],[7],[8] |
| Rate |
|
4.00%
|
[1],[3],[4] |
4.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 133,114,000
|
[1],[3],[4] |
$ 138,033,000
|
[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] |
2039-09
|
[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 |
|
2048-03
|
[1],[3],[4] |
2047-11
|
[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 |
|
$ 111,971,000
|
[1],[3],[4] |
$ 115,008,000
|
[5],[7],[8] |
| Rate |
|
4.00%
|
[1],[3],[4] |
4.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 114,913,000
|
[1],[3],[4] |
$ 121,154,000
|
[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] |
2041-11
|
[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 |
|
2048-07
|
[1],[3],[4] |
2047-12
|
[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 |
|
$ 85,957,000
|
[1],[3],[4] |
$ 77,724,000
|
[5],[7],[8] |
| Rate |
|
3.50%
|
[1],[3],[4] |
3.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 85,942,000
|
[1],[3],[4] |
$ 80,245,000
|
[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] |
2042-09
|
[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 |
|
2048-02
|
[1],[3],[4] |
2047-12
|
[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 |
|
$ 73,728,000
|
[1],[3],[4] |
$ 47,555,000
|
[5],[7],[8] |
| Rate |
|
4.50%
|
[1],[3],[4] |
4.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 77,234,000
|
[1],[3],[4] |
$ 50,980,000
|
[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 |
|
2048-05
|
[1],[3],[4] |
2047-12
|
[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 |
|
$ 70,076,000
|
[1],[3],[4] |
$ 60,698,000
|
[5],[7],[8] |
| Rate |
|
4.50%
|
[1],[3],[4] |
4.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 73,524,000
|
[1],[3],[4] |
$ 65,178,000
|
[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 |
|
2048-06
|
[1],[3],[4] |
2047-12
|
[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 |
|
$ 52,004,000
|
[1],[3],[4] |
$ 42,239,000
|
[5],[7],[8] |
| Rate |
|
4.00%
|
[1],[3],[4] |
4.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 53,331,000
|
[1],[3],[4] |
$ 44,414,000
|
[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] |
2045-07
|
[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 |
|
2048-05
|
[1],[3],[4] |
2047-12
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Fifteen Year) Three Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
$ 47,147,000
|
[1],[3],[4] |
$ 51,851,000
|
[5],[7],[8] |
| Rate |
|
3.50%
|
[1],[3],[4] |
3.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 47,772,000
|
[1],[3],[4] |
$ 53,894,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 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 |
|
2028-03
|
[1],[3],[4] |
2028-03
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 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 |
|
2032-03
|
[1],[3],[4] |
2032-03
|
[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 |
|
$ 40,956,000
|
[1],[3],[4] |
$ 33,982,000
|
[5],[7],[8] |
| Rate |
|
3.50%
|
[1],[3],[4] |
3.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 41,041,000
|
[1],[3],[4] |
$ 35,235,000
|
[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 |
|
2042-12
|
[1],[3],[4] |
2045-07
|
[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 |
|
2048-02
|
[1],[3],[4] |
2047-12
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
$ 34,242,000
|
[1],[3],[4] |
$ 32,061,000
|
[5],[7],[8] |
| Rate |
|
5.00%
|
[1],[3],[4] |
5.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 36,520,000
|
[1],[3],[4] |
$ 34,664,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Thirty Year) Five Percent [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 (Thirty Year) Five Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2048-05
|
[1],[3],[4] |
2044-12
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Thirty Year) Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
[1],[3],[4] |
$ 32,197,000
|
|
|
|
| Rate |
[1],[3],[4] |
5.00%
|
|
|
|
| Investments Fair Value |
[1],[3],[4] |
$ 34,018,000
|
|
|
|
| Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Thirty Year) Five Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2048-02
|
|
|
|
| Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Thirty Year) Five Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2048-06
|
|
|
|
| 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 |
[5],[7],[8] |
|
|
$ 20,544,000
|
|
| Rate |
[5],[7],[8] |
|
|
3.00%
|
|
| Investments Fair Value |
[5],[7],[8] |
|
|
$ 20,986,000
|
|
| 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 |
[5],[7],[8] |
|
|
2030-04
|
|
| 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 |
[5],[7],[8] |
|
|
2032-09
|
|
| 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 |
|
$ 27,559,000
|
[1],[3],[4] |
$ 23,002,000
|
[5],[7],[8] |
| Rate |
|
3.50%
|
[1],[3],[4] |
3.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 27,560,000
|
[1],[3],[4] |
$ 23,753,000
|
[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 |
|
2048-03
|
[1],[3],[4] |
2047-09
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 4.50% [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
$ 21,710,000
|
[1],[3],[4] |
$ 21,561,000
|
[5],[7],[8] |
| Rate |
|
4.50%
|
[1],[3],[4] |
4.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 22,714,000
|
[1],[3],[4] |
$ 22,924,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 4.50% [Member] | Minimum [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] | Government National Mortgage Association Pools (30 Year) 4.50% [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2048-04
|
[1],[3],[4] |
2047-12
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 5.50% [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
[1],[3],[4] |
$ 14,735,000
|
|
|
|
| Rate |
[1],[3],[4] |
5.50%
|
|
|
|
| Investments Fair Value |
[1],[3],[4] |
$ 15,739,000
|
|
|
|
| Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 5.50% [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2048-04
|
|
|
|
| Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 5.50% [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2048-06
|
|
|
|
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (15 Year) 3.00% [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
[1],[3],[4] |
$ 11,624,000
|
|
|
|
| Rate |
[1],[3],[4] |
3.00%
|
|
|
|
| Investments Fair Value |
[1],[3],[4] |
$ 11,570,000
|
|
|
|
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association 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 National Mortgage Association 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 (15 Year) 3.50% [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
$ 8,869,000
|
[1],[3],[4] |
$ 9,405,000
|
[5],[7],[8] |
| Rate |
|
3.50%
|
[1],[3],[4] |
3.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 8,983,000
|
[1],[3],[4] |
$ 9,764,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (15 Year) 3.50% [Member] | Minimum [Member] | 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 (15 Year) 3.50% [Member] | Maximum [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] |
| 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 |
|
$ 8,198,000
|
[1],[3],[4] |
$ 8,960,000
|
[5],[7],[8] |
| Rate |
|
3.50%
|
[1],[3],[4] |
3.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 8,205,000
|
[1],[3],[4] |
$ 9,221,000
|
[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 |
|
$ 6,541,000
|
[1],[3],[4] |
$ 8,156,000
|
[5],[7],[8] |
| Rate |
|
4.00%
|
[1],[3],[4] |
4.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 6,729,000
|
[1],[3],[4] |
$ 8,562,000
|
[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 Associatin Pools (Thirty Year) 5.50% [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[5],[7],[8] |
|
|
2039-10
|
|
| Current Principal/Notional Amount |
|
$ 5,070,000
|
[1],[3],[4] |
$ 2,335,000
|
[5],[7],[8] |
| Rate |
|
5.50%
|
[1],[3],[4] |
5.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 5,460,000
|
[1],[3],[4] |
$ 2,569,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Associatin Pools (Thirty Year) 5.50% [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2039-10
|
|
|
|
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Associatin Pools (Thirty Year) 5.50% [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2048-06
|
|
|
|
| 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 |
[5],[7],[8] |
|
|
2044-07
|
|
| Current Principal/Notional Amount |
|
$ 5,086,000
|
[1],[3],[4] |
$ 488,000
|
[5],[7],[8] |
| Rate |
|
5.00%
|
[1],[3],[4] |
5.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 5,395,000
|
[1],[3],[4] |
$ 526,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Five Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2044-07
|
|
|
|
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Five Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2048-04
|
|
|
|
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) 5.00% [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
$ 5,062,000
|
[1],[3],[4] |
$ 5,410,000
|
[5],[7],[8] |
| Rate |
|
5.00%
|
[1],[3],[4] |
5.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 5,365,000
|
[1],[3],[4] |
$ 5,888,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) 5.00% [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) 5.00% [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) 4.00% [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
$ 4,926,000
|
[1],[3],[4] |
$ 4,981,000
|
[5],[7],[8] |
| Rate |
|
4.00%
|
[1],[3],[4] |
4.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 5,013,000
|
[1],[3],[4] |
$ 5,159,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) 4.00% [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] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) 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] |
2047-12
|
[5],[7],[8] |
| 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 |
|
$ 3,542,000
|
[1],[3],[4] |
$ 3,579,000
|
[5],[7],[8] |
| Rate |
|
3.00%
|
[1],[3],[4] |
3.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 3,448,000
|
[1],[3],[4] |
$ 3,587,000
|
[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 |
|
2047-01
|
[1],[3],[4] |
2045-10
|
[5],[7],[8] |
| 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 |
|
2047-07
|
[1],[3],[4] |
2047-07
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 2,666,000
|
[1],[3],[4] |
$ 2,906,000
|
[5],[7],[8] |
| Rate |
|
3.75%
|
[1],[3],[4] |
3.75%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 2,688,000
|
[1],[3],[4] |
$ 3,025,000
|
[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 |
|
$ 2,538,000
|
[1],[3],[4] |
$ 2,671,000
|
[5],[7],[8] |
| Rate |
|
4.50%
|
[1],[3],[4] |
4.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 2,648,000
|
[1],[3],[4] |
$ 2,875,000
|
[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 |
|
$ 2,703,000
|
[1],[3],[4] |
$ 2,791,000
|
[5],[7],[8] |
| Rate |
|
3.00%
|
[1],[3],[4] |
3.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 2,639,000
|
[1],[3],[4] |
$ 2,804,000
|
[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 Association Pools (15 Year) 4.50% [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 |
|
$ 2,465,000
|
[1],[3],[4] |
$ 2,794,000
|
[5],[7],[8] |
| Rate |
|
4.50%
|
[1],[3],[4] |
4.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 2,564,000
|
[1],[3],[4] |
$ 2,973,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (Other) 4.50% [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2041-05
|
[1],[3],[4] |
2041-05
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 2,479,000
|
[1],[3],[4] |
$ 2,877,000
|
[5],[7],[8] |
| Rate |
|
4.50%
|
[1],[3],[4] |
4.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 2,561,000
|
[1],[3],[4] |
$ 3,021,000
|
[5],[7],[8] |
| 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 |
[1],[3],[4] |
2030-04
|
|
|
|
| Current Principal/Notional Amount |
|
$ 2,436,000
|
[1],[3],[4] |
$ 3,833,000
|
[5],[7],[8] |
| Rate |
|
3.00%
|
[1],[3],[4] |
3.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 2,424,000
|
[1],[3],[4] |
$ 3,912,000
|
[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 |
[5],[7],[8] |
|
|
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 |
[5],[7],[8] |
|
|
2032-09
|
|
| 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] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
$ 1,774,000
|
[1],[3],[4] |
$ 516,000
|
[5],[7],[8] |
| Rate |
|
5.50%
|
[1],[3],[4] |
5.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 1,915,000
|
[1],[3],[4] |
$ 565,000
|
[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 |
|
2033-08
|
[1],[3],[4] |
2033-08
|
[5],[7],[8] |
| 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 |
|
2048-05
|
[1],[3],[4] |
2038-11
|
[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 |
|
$ 1,594,000
|
[1],[3],[4] |
$ 1,633,000
|
[5],[7],[8] |
| Rate |
|
4.00%
|
[1],[3],[4] |
4.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 1,648,000
|
[1],[3],[4] |
$ 1,728,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (30 Year) 6.00% [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2048-05
|
|
|
|
| Current Principal/Notional Amount |
[1],[3],[4] |
$ 1,236,000
|
|
|
|
| Rate |
[1],[3],[4] |
6.00%
|
|
|
|
| Investments Fair Value |
[1],[3],[4] |
$ 1,337,000
|
|
|
|
| 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 |
|
$ 1,234,000
|
[1],[3],[4] |
$ 1,463,000
|
[5],[7],[8] |
| Rate |
|
4.00%
|
[1],[3],[4] |
4.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 1,267,000
|
[1],[3],[4] |
$ 1,531,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (30 Year) 6.00% [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
$ 1,147,000
|
[1],[3],[4] |
$ 1,207,000
|
[5],[7],[8] |
| Rate |
|
6.00%
|
[1],[3],[4] |
6.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 1,257,000
|
[1],[3],[4] |
$ 1,360,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal National Mortgage Association Pools (30 Year) 6.00% [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 (30 Year) 6.00% [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 |
|
$ 1,099,000
|
[1],[3],[4] |
$ 1,175,000
|
[5],[7],[8] |
| Rate |
|
3.00%
|
[1],[3],[4] |
3.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 1,091,000
|
[1],[3],[4] |
$ 1,193,000
|
[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) Four Point Five 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 |
|
$ 1,000,000
|
[1],[3],[4] |
$ 1,023,000
|
[5],[7],[8] |
| Rate |
|
4.50%
|
[1],[3],[4] |
4.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 1,053,000
|
[1],[3],[4] |
$ 1,099,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Six Percent [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] |
| Current Principal/Notional Amount |
|
$ 856,000
|
[1],[3],[4] |
$ 864,000
|
[5],[7],[8] |
| Rate |
|
6.00%
|
[1],[3],[4] |
6.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 937,000
|
[1],[3],[4] |
$ 969,000
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Federal 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] |
2046-10
|
|
|
|
| Current Principal/Notional Amount |
[1],[3],[4] |
$ 885,000
|
|
|
|
| Rate |
[1],[3],[4] |
3.00%
|
|
|
|
| Investments Fair Value |
[1],[3],[4] |
$ 853,000
|
|
|
|
| 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] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2042-11
|
|
|
|
| Current Principal/Notional Amount |
|
$ 722,000
|
[1],[3],[4] |
$ 3,519,000
|
[5],[7],[8] |
| Rate |
|
3.00%
|
[1],[3],[4] |
3.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 707,000
|
[1],[3],[4] |
$ 3,547,000
|
[5],[7],[8] |
| 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 |
[5],[7],[8] |
|
|
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 |
[5],[7],[8] |
|
|
2042-12
|
|
| 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] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
$ 626,000
|
[1],[3],[4] |
$ 644,000
|
[5],[7],[8] |
| Rate |
|
3.50%
|
[1],[3],[4] |
3.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 616,000
|
[1],[3],[4] |
$ 647,000
|
[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 |
|
2030-10
|
[1],[3],[4] |
2030-10
|
[5],[7],[8] |
| 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 |
|
2032-02
|
[1],[3],[4] |
2032-02
|
[5],[7],[8] |
| Principal And Interest - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Pools (Thirty Year) Two Point Four Nine Percent [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2043-10
|
|
|
|
| Current Principal/Notional Amount |
[1],[3],[4] |
$ 650,000
|
|
|
|
| Rate |
[1],[3],[4] |
2.49%
|
|
|
|
| Investments Fair Value |
[1],[3],[4] |
$ 610,000
|
|
|
|
| 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 |
|
2026-04
|
[1],[3],[4] |
2026-04
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 461,000
|
[1],[3],[4] |
$ 492,000
|
[5],[7],[8] |
| Rate |
|
3.50%
|
[1],[3],[4] |
3.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 467,000
|
[1],[3],[4] |
$ 504,000
|
[5],[7],[8] |
| 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 |
|
2030-06
|
[1],[3],[4] |
2030-06
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 145,000
|
[1],[3],[4] |
$ 150,000
|
[5],[7],[8] |
| Rate |
|
3.00%
|
[1],[3],[4] |
3.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 141,000
|
[1],[3],[4] |
$ 150,000
|
[5],[7],[8] |
| 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 |
|
2042-06
|
[1],[3],[4] |
2042-06
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 110,000
|
[1],[3],[4] |
$ 112,000
|
[5],[7],[8] |
| Rate |
|
3.28%
|
[1],[3],[4] |
3.28%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 107,000
|
[1],[3],[4] |
$ 112,000
|
[5],[7],[8] |
| Interest Only - Fixed Rate Agency Securities [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
2.05%
|
[1],[2],[3],[4] |
2.03%
|
[5],[6],[7],[8] |
| Investments Fair Value |
|
$ 12,581,000
|
[1],[3],[4] |
$ 12,594,000
|
[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 |
|
$ 19,686,000
|
[1],[3],[4] |
$ 21,942,000
|
[5],[7],[8] |
| Rate |
|
4.00%
|
[1],[3],[4] |
4.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 3,498,000
|
[1],[3],[4] |
$ 3,686,000
|
[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] | Federal National Mortgage Association 4.50% [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
$ 12,358,000
|
[1],[3],[4] |
$ 6,286,000
|
[5],[7],[8] |
| Rate |
|
4.50%
|
[1],[3],[4] |
4.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 1,512,000
|
[1],[3],[4] |
$ 928,000
|
[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 6.00% [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
$ 5,270,000
|
[1],[3],[4] |
$ 5,867,000
|
[5],[7],[8] |
| Rate |
|
6.00%
|
[1],[3],[4] |
6.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 1,093,000
|
[1],[3],[4] |
$ 1,173,000
|
[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 |
|
2038-06
|
[1],[3],[4] |
2038-06
|
[5],[7],[8] |
| 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 |
|
2039-08
|
[1],[3],[4] |
2039-08
|
[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] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
$ 7,183,000
|
[1],[3],[4] |
$ 5,437,000
|
[5],[7],[8] |
| Rate |
|
4.50%
|
[1],[3],[4] |
4.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 966,000
|
[1],[3],[4] |
$ 914,000
|
[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 |
|
2039-06
|
[1],[3],[4] |
2041-02
|
[5],[7],[8] |
| 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 |
|
2044-07
|
[1],[3],[4] |
2044-07
|
[5],[7],[8] |
| 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] |
2039-10
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 3,745,000
|
[1],[3],[4] |
$ 4,116,000
|
[5],[7],[8] |
| Rate |
|
5.50%
|
[1],[3],[4] |
5.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 831,000
|
[1],[3],[4] |
$ 907,000
|
[5],[7],[8] |
| Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Five Point Five Percent [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 |
|
$ 4,078,000
|
[1],[3],[4] |
$ 4,660,000
|
[5],[7],[8] |
| Rate |
|
5.50%
|
[1],[3],[4] |
5.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 719,000
|
[1],[3],[4] |
$ 801,000
|
[5],[7],[8] |
| 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 |
|
$ 3,896,000
|
[1],[3],[4] |
$ 4,185,000
|
[5],[7],[8] |
| Rate |
|
4.00%
|
[1],[3],[4] |
4.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 613,000
|
[1],[3],[4] |
$ 521,000
|
[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 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 |
|
$ 3,984,000
|
[1],[3],[4] |
$ 4,350,000
|
[5],[7],[8] |
| Rate |
|
3.50%
|
[1],[3],[4] |
3.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 591,000
|
[1],[3],[4] |
$ 628,000
|
[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 |
|
2038-11
|
[1],[3],[4] |
2038-11
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 6,137,000
|
[1],[3],[4] |
$ 7,145,000
|
[5],[7],[8] |
| Rate |
|
5.00%
|
[1],[3],[4] |
5.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 528,000
|
[1],[3],[4] |
$ 598,000
|
[5],[7],[8] |
| 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 |
|
$ 3,254,000
|
[1],[3],[4] |
$ 4,100,000
|
[5],[7],[8] |
| Rate |
|
5.00%
|
[1],[3],[4] |
5.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 509,000
|
[1],[3],[4] |
$ 493,000
|
[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 Home Loan Mortgage Corporation Five Point FIve Percent [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
$ 4,441,000
|
[1],[3],[4] |
$ 5,074,000
|
[5],[7],[8] |
| Rate |
|
5.50%
|
[1],[3],[4] |
5.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 439,000
|
[1],[3],[4] |
$ 494,000
|
[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 |
|
2039-01
|
[1],[3],[4] |
2039-01
|
[5],[7],[8] |
| 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 |
|
2039-09
|
[1],[3],[4] |
2039-09
|
[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 |
|
$ 1,801,000
|
[1],[3],[4] |
$ 2,038,000
|
[5],[7],[8] |
| Rate |
|
6.00%
|
[1],[3],[4] |
6.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 318,000
|
[1],[3],[4] |
$ 371,000
|
[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 |
|
2043-07
|
[1],[3],[4] |
2043-07
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 1,527,000
|
[1],[3],[4] |
$ 1,699,000
|
[5],[7],[8] |
| Rate |
|
4.50%
|
[1],[3],[4] |
4.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 283,000
|
[1],[3],[4] |
$ 256,000
|
[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 |
[5],[7],[8] |
|
|
2037-05
|
|
| Current Principal/Notional Amount |
|
$ 3,909,000
|
[1],[3],[4] |
$ 1,168,000
|
[5],[7],[8] |
| Rate |
|
5.00%
|
[1],[3],[4] |
5.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 261,000
|
[1],[3],[4] |
$ 47,000
|
[5],[7],[8] |
| Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Five Percent [Member] | Minimum [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2037-05
|
|
|
|
| Interest Only - Fixed Rate Agency Securities [Member] | Government National Mortgage Association Five Percent [Member] | Maximum [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2041-05
|
|
|
|
| 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 |
|
$ 2,488,000
|
[1],[3],[4] |
$ 2,677,000
|
[5],[7],[8] |
| Rate |
|
3.00%
|
[1],[3],[4] |
3.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 237,000
|
[1],[3],[4] |
$ 247,000
|
[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 |
|
$ 930,000
|
[1],[3],[4] |
$ 1,000,000
|
[5],[7],[8] |
| Rate |
|
4.75%
|
[1],[3],[4] |
4.75%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 183,000
|
[1],[3],[4] |
$ 178,000
|
[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 |
[5],[7],[8] |
|
|
2040-06
|
|
| Current Principal/Notional Amount |
[5],[7],[8] |
|
|
$ 74,967,000
|
|
| Rate |
[5],[7],[8] |
|
|
0.26%
|
|
| Investments Fair Value |
[5],[7],[8] |
|
|
$ 352,000
|
|
| TBA - Fixed Rate Agency Securities [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
51.69%
|
[1],[2],[3],[4] |
19.92%
|
[5],[6],[7],[8] |
| Current Principal/Notional Amount |
|
$ 306,847,000
|
|
$ 118,806,000
|
|
| Investments Fair Value |
|
$ 317,013,000
|
[1],[3],[4] |
$ 123,680,000
|
[5],[7],[8] |
| TBA - Fixed Rate Agency Securities [Member] | Government National Mortgage Association (30 Year) 5 Point 00 Percent 201808 [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2018-08
|
|
|
|
| Current Principal/Notional Amount |
[1],[3],[4] |
$ 93,642,000
|
|
|
|
| Rate |
[1],[3],[4] |
5.00%
|
|
|
|
| Investments Fair Value |
[1],[3],[4] |
$ 98,156,000
|
|
|
|
| TBA - Fixed Rate Agency Securities [Member] | Federal 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 |
|
2018-07
|
[1],[3],[4] |
2018-01
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 91,953,000
|
[1],[3],[4] |
$ 9,403,000
|
[5],[7],[8] |
| Rate |
|
4.00%
|
[1],[3],[4] |
4.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 93,756,000
|
[1],[3],[4] |
$ 9,835,000
|
[5],[7],[8] |
| TBA - Fixed Rate Agency Securities [Member] | Government National Mortgage Association (30 Year) 5 Point 00 Percent [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2018-07
|
|
|
|
| Current Principal/Notional Amount |
[1],[3],[4] |
$ 39,213,000
|
|
|
|
| Rate |
[1],[3],[4] |
5.00%
|
|
|
|
| Investments Fair Value |
[1],[3],[4] |
$ 41,161,000
|
|
|
|
| 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 |
|
2018-07
|
[1],[3],[4] |
2018-01
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 21,540,000
|
[1],[3],[4] |
$ 27,340,000
|
[5],[7],[8] |
| Rate |
|
3.50%
|
[1],[3],[4] |
3.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 21,425,000
|
[1],[3],[4] |
$ 28,085,000
|
[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 |
|
2018-07
|
[1],[3],[4] |
2018-01
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 18,609,000
|
[1],[3],[4] |
$ 35,719,000
|
[5],[7],[8] |
| Rate |
|
4.50%
|
[1],[3],[4] |
4.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 19,343,000
|
[1],[3],[4] |
$ 37,504,000
|
[5],[7],[8] |
| TBA - Fixed Rate Agency Securities [Member] | Federal 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] |
2018-08
|
|
|
|
| Current Principal/Notional Amount |
[1],[3],[4] |
$ 17,600,000
|
|
|
|
| Rate |
[1],[3],[4] |
4.50%
|
|
|
|
| Investments Fair Value |
[1],[3],[4] |
$ 18,297,000
|
|
|
|
| TBA - Fixed Rate Agency Securities [Member] | Government National Mortgage Association (30 Year) 5 Point 50 Percent [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[1],[3],[4] |
2018-07
|
|
|
|
| Current Principal/Notional Amount |
[1],[3],[4] |
$ 8,675,000
|
|
|
|
| Rate |
[1],[3],[4] |
5.50%
|
|
|
|
| Investments Fair Value |
[1],[3],[4] |
$ 9,165,000
|
|
|
|
| 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 |
|
2018-07
|
[1],[3],[4] |
2018-01
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 8,240,000
|
[1],[3],[4] |
$ 42,884,000
|
[5],[7],[8] |
| Rate |
|
4.00%
|
[1],[3],[4] |
4.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 8,445,000
|
[1],[3],[4] |
$ 44,738,000
|
[5],[7],[8] |
| TBA - Fixed Rate Agency Securities [Member] | Government National Mortgage Association (30 Year) 3 Point 00 Percent [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2018-07
|
[1],[3],[4] |
2018-01
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 4,825,000
|
[1],[3],[4] |
$ 2,100,000
|
[5],[7],[8] |
| Rate |
|
3.00%
|
[1],[3],[4] |
3.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 4,724,000
|
[1],[3],[4] |
$ 2,119,000
|
[5],[7],[8] |
| 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 |
|
2018-07
|
[1],[3],[4] |
2018-01
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 1,660,000
|
[1],[3],[4] |
$ 470,000
|
[5],[7],[8] |
| Rate |
|
3.00%
|
[1],[3],[4] |
3.00%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 1,648,000
|
[1],[3],[4] |
$ 479,000
|
[5],[7],[8] |
| 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 |
|
2018-07
|
[1],[3],[4] |
2018-01
|
[5],[7],[8] |
| Current Principal/Notional Amount |
|
$ 890,000
|
[1],[3],[4] |
$ 890,000
|
[5],[7],[8] |
| Rate |
|
3.50%
|
[1],[3],[4] |
3.50%
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 893,000
|
[1],[3],[4] |
$ 920,000
|
[5],[7],[8] |
| Fixed Rate Agency Securities [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
192.85%
|
[1],[2],[3],[4] |
145.75%
|
[5],[6],[7],[8] |
| Investments Fair Value |
|
$ 1,182,714,000
|
[1],[3],[4] |
$ 905,025,000
|
[5],[7],[8] |
| Investment Owned, at Cost |
|
$ 1,203,700,000
|
[1],[3],[4] |
$ 911,909,000
|
[5],[7],[8] |
| Principal And Interest - Floating Rate Agency Securities [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
10.20%
|
[1],[2],[3],[4] |
11.10%
|
[5],[6],[7],[8] |
| Investments Fair Value |
|
$ 62,526,000
|
[1],[3],[4] |
$ 68,933,000
|
[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] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
53,399,000
|
[1],[3],[4] |
56,137,000
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 56,371,000
|
[1],[3],[4] |
$ 60,866,000
|
[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 |
|
2061-07
|
[1],[3],[4] |
2061-07
|
[5],[7],[8] |
| Rate |
|
4.41%
|
[1],[3],[4] |
3.59%
|
[5],[7],[8] |
| 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 |
|
2067-12
|
[1],[3],[4] |
2067-10
|
[5],[7],[8] |
| Rate |
|
4.68%
|
[1],[3],[4] |
4.68%
|
[5],[7],[8] |
| 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 |
|
$ 4,132,000
|
[1],[3],[4] |
$ 4,806,000
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 4,283,000
|
[1],[3],[4] |
$ 4,999,000
|
[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 |
|
2.70%
|
[1],[3],[4] |
2.79%
|
[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 |
|
4.69%
|
[1],[3],[4] |
3.69%
|
[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 |
|
$ 1,835,000
|
[1],[3],[4] |
$ 2,963,000
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 1,872,000
|
[1],[3],[4] |
$ 3,068,000
|
[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] |
3.49%
|
[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 |
|
4.33%
|
[1],[3],[4] |
4.80%
|
[5],[7],[8] |
| Interest Only - Floating Rate Agency Securities [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
3.31%
|
[1],[2],[3],[4] |
3.47%
|
[5],[6],[7],[8] |
| Investments Fair Value |
|
$ 20,318,000
|
[1],[3],[4] |
$ 21,556,000
|
[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 |
|
283,640,000
|
[1],[3],[4] |
313,840,000
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 13,246,000
|
[1],[3],[4] |
$ 16,248,000
|
[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] |
2037-03
|
[5],[7],[8] |
| Rate |
|
0.36%
|
[1],[3],[4] |
0.41%
|
[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] |
2066-10
|
[5],[7],[8] |
| Rate |
|
4.71%
|
[1],[3],[4] |
5.31%
|
[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 |
|
$ 56,713,000
|
[1],[3],[4] |
$ 30,729,000
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 4,782,000
|
[1],[3],[4] |
$ 3,506,000
|
[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 |
|
1.12%
|
[1],[3],[4] |
4.30%
|
[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 |
|
5.50%
|
[1],[3],[4] |
6.00%
|
[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 |
|
$ 22,991,000
|
[1],[3],[4] |
$ 11,211,000
|
[5],[7],[8] |
| Investments Fair Value |
|
$ 2,109,000
|
[1],[3],[4] |
$ 1,436,000
|
[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 |
|
3.93%
|
[1],[3],[4] |
4.52%
|
[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 |
|
2044-01
|
[1],[3],[4] |
2040-04
|
[5],[7],[8] |
| Rate |
|
4.58%
|
[1],[3],[4] |
5.15%
|
[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 |
|
$ 7,818,000
|
[1],[3],[4],[9] |
$ 10,619,000
|
[5],[7],[8],[10] |
| Rate |
|
2.60%
|
[1],[3],[4],[9] |
3.25%
|
[5],[7],[8],[10] |
| Investments Fair Value |
|
$ 181,000
|
[1],[3],[4],[9] |
$ 366,000
|
[5],[7],[8],[10] |
| Floating Rate Agency Securities [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
13.51%
|
[1],[2],[3],[4] |
14.57%
|
[5],[6],[7],[8] |
| Investments Fair Value |
|
$ 82,844,000
|
[1],[3],[4] |
$ 90,489,000
|
[5],[7],[8] |
| Investment Owned, at Cost |
|
$ 85,730,000
|
[1],[3],[4] |
$ 91,413,000
|
[5],[7],[8] |
| Agency Securities [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
206.36%
|
[1],[2],[3],[4] |
160.32%
|
[5],[6],[7],[8] |
| Investments Fair Value |
|
$ 1,265,558,000
|
[1],[3],[4] |
$ 995,514,000
|
[5],[7],[8] |
| Investment Owned, at Cost |
|
$ 1,289,430,000
|
[1],[3],[4] |
$ 1,003,322,000
|
[5],[7],[8] |
| Principal And Interest - Private Label Securities [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
49.17%
|
[2],[3],[4] |
47.12%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 301,553,000
|
[3],[4] |
$ 292,566,000
|
[7],[8] |
| Investment Owned, at Cost |
|
$ 289,492,000
|
[3],[4] |
$ 278,803,000
|
[7],[8] |
| Principal And Interest - Private Label Securities [Member] | North America [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
27.06%
|
[2],[3],[4] |
29.16%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 165,975,000
|
[3],[4] |
$ 181,042,000
|
[7],[8] |
| Investment Owned, at Cost |
|
$ 155,765,000
|
[3],[4] |
$ 172,285,000
|
[7],[8] |
| Principal And Interest - Private Label Securities [Member] | Europe [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
22.11%
|
[2],[3],[4] |
17.96%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 135,578,000
|
[3],[4] |
$ 111,524,000
|
[7],[8] |
| Investment Owned, at Cost |
|
133,727,000
|
[3],[4] |
106,518,000
|
[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 |
|
42,805,000
|
[3],[4] |
80,114,000
|
[7],[8] |
| Investments Fair Value |
|
13,469,000
|
[3],[4] |
26,155,000
|
[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 |
|
208,679,000
|
[3],[4] |
232,771,000
|
[7],[8] |
| Investments Fair Value |
|
152,506,000
|
[3],[4] |
154,887,000
|
[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 |
|
26,027,000
|
[3],[4] |
23,752,000
|
[7],[8] |
| Investments Fair Value |
|
16,309,000
|
[3],[4] |
11,601,000
|
[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 |
|
145,103,000
|
[3],[4] |
127,469,000
|
[7],[8] |
| Investments Fair Value |
|
$ 119,269,000
|
[3],[4] |
$ 99,923,000
|
[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 |
|
2046-08
|
[3],[4] |
2035-08
|
[7],[8] |
| Rate |
|
2.80%
|
[3],[4] |
2.05%
|
[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] |
2020-10
|
[7],[8] |
| Rate |
|
0.37%
|
[3],[4] |
0.37%
|
[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 |
|
2061-05
|
[3],[4] |
2058-09
|
[7],[8] |
| Rate |
|
4.25%
|
[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 |
|
2047-03
|
[3],[4] |
2046-09
|
[7],[8] |
| Rate |
|
27.05%
|
[3],[4] |
30.29%
|
[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 |
|
2045-08
|
[3],[4] |
2041-02
|
[7],[8] |
| Rate |
|
4.04%
|
[3],[4] |
5.03%
|
[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 |
|
2050-12
|
[3],[4] |
2061-01
|
[7],[8] |
| Rate |
|
5.50%
|
[3],[4] |
5.50%
|
[7],[8] |
| Interest Only - Private Label Securities [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
1.27%
|
[2],[3],[4] |
1.26%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 7,786,000
|
[3],[4] |
$ 7,845,000
|
[7],[8] |
| Investment Owned, at Cost |
|
5,694,000
|
[3],[4] |
5,334,000
|
[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 |
|
43,707,000
|
[3],[4] |
39,871,000
|
[7],[8] |
| Investments Fair Value |
|
3,458,000
|
[3],[4] |
2,989,000
|
[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 |
|
33,472,000
|
[3],[4] |
36,008,000
|
[7],[8] |
| Investments Fair Value |
|
$ 4,328,000
|
[3],[4] |
$ 4,856,000
|
[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] |
2049-03
|
[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] |
2030-12
|
[7],[8] |
| Rate |
|
0.00%
|
[3],[4] |
0.00%
|
[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 |
|
2061-05
|
[3],[4] |
2049-12
|
[7],[8] |
| Rate |
|
2.00%
|
[3],[4] |
2.00%
|
[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 |
|
191,000
|
[3],[4] |
215,000
|
[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 |
|
$ 70,577,000
|
[3],[4] |
$ 79,487,000
|
[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 |
|
2061-05
|
[3],[4] |
2049-12
|
[7],[8] |
| Private Label Securities [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
50.44%
|
[2],[3],[4] |
48.38%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 309,339,000
|
[3],[4] |
$ 300,411,000
|
[7],[8] |
| Investment Owned, at Cost |
|
$ 295,377,000
|
[3],[4] |
$ 284,352,000
|
[7],[8] |
| Mortgage-Backed Securities [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
256.80%
|
[2],[3],[4] |
208.70%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 1,574,897,000
|
[3],[4] |
$ 1,295,925,000
|
[7],[8] |
| Investment Owned, at Cost |
|
$ 1,584,807,000
|
[3],[4] |
$ 1,287,674,000
|
[7],[8] |
| Collateralized Loan Obligations [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
34.29%
|
[2],[3],[4] |
33.95%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 210,321,000
|
[3],[4] |
$ 210,816,000
|
[7],[8] |
| Investment Owned, at Cost |
|
$ 215,831,000
|
[3],[4] |
$ 212,998,000
|
[7],[8] |
| Collateralized Loan Obligations [Member] | North America [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
32.00%
|
[2],[3],[4],[11] |
27.40%
|
[6],[7],[8],[12] |
| Investments Fair Value |
|
$ 196,254,000
|
[3],[4],[11] |
$ 170,123,000
|
[7],[8],[12] |
| Investment Owned, at Cost |
|
$ 201,637,000
|
[3],[4],[11] |
$ 174,635,000
|
[7],[8],[12] |
| Collateralized Loan Obligations [Member] | Europe [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
2.29%
|
[2],[3],[4] |
6.55%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 14,067,000
|
[3],[4] |
$ 40,693,000
|
[7],[8] |
| Investment Owned, at Cost |
|
14,194,000
|
[3],[4] |
38,363,000
|
[7],[8] |
| Collateralized Loan Obligations [Member] | Various Issuer [Member] | North America [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
335,854,000
|
[3],[4],[11] |
278,601,000
|
[7],[8],[12] |
| Investments Fair Value |
|
196,254,000
|
[3],[4],[11] |
170,123,000
|
[7],[8],[12] |
| Collateralized Loan Obligations [Member] | Various Issuer [Member] | Europe [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
14,663,000
|
[3],[4] |
42,101,000
|
[7],[8] |
| Investments Fair Value |
|
$ 14,067,000
|
[3],[4] |
$ 40,693,000
|
[7],[8] |
| Collateralized Loan Obligations [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2018-07
|
[3],[4],[11] |
2018-01
|
[7],[8],[12] |
| Rate |
|
0.00%
|
[3],[4],[11] |
0.00%
|
[7],[8],[12] |
| Collateralized Loan Obligations [Member] | Various Issuer [Member] | Minimum [Member] | Europe [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2024-04
|
[3],[4] |
2022-04
|
[7],[8] |
| Rate |
|
4.47%
|
[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] |
2057-11
|
[7],[8],[12] |
| Rate |
|
10.04%
|
[3],[4],[11] |
10.04%
|
[7],[8],[12] |
| Collateralized Loan Obligations [Member] | Various Issuer [Member] | Maximum [Member] | Europe [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2027-01
|
[3],[4] |
2027-01
|
[7],[8] |
| Rate |
|
7.95%
|
[3],[4] |
7.95%
|
[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 |
|
32.49%
|
[2],[3],[4],[13] |
21.78%
|
[6],[7],[8],[14] |
| Investments Fair Value |
|
$ 199,254,000
|
[3],[4],[13] |
$ 135,258,000
|
[7],[8],[14] |
| Investment Owned, at Cost |
|
$ 195,797,000
|
[3],[4],[13] |
$ 139,387,000
|
[7],[8],[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 |
|
31.07%
|
[2],[3],[4],[13] |
21.34%
|
[6],[7],[8],[14] |
| Investments Fair Value |
|
$ 190,531,000
|
[3],[4],[13] |
$ 132,509,000
|
[7],[8],[14] |
| Investment Owned, at Cost |
|
$ 194,898,000
|
[3],[4],[13] |
$ 138,312,000
|
[7],[8],[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 |
|
1.42%
|
[2],[3],[4],[13] |
0.44%
|
[6],[7],[8],[14] |
| Investments Fair Value |
|
$ 8,723,000
|
[3],[4],[13] |
$ 2,749,000
|
[7],[8],[14] |
| Investment Owned, at Cost |
|
899,000
|
[3],[4],[13] |
1,075,000
|
[7],[8],[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 |
|
207,154,000
|
[3],[4],[13],[15],[16] |
151,753,000
|
[7],[8],[14],[17],[18] |
| Investments Fair Value |
|
190,531,000
|
[3],[4],[13],[15],[16] |
132,509,000
|
[7],[8],[14],[17],[18] |
| 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 |
|
$ 3,608,000
|
[3],[4],[13] |
$ 3,711,000
|
[7],[8],[14] |
| Rate |
|
0.00%
|
[3],[4],[13] |
0.00%
|
[7],[8],[14] |
| Investments Fair Value |
|
$ 8,723,000
|
[3],[4],[13] |
$ 2,749,000
|
[7],[8],[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 |
|
2018-07
|
[3],[4],[13],[15],[16] |
2018-01
|
[7],[8],[14],[17],[18] |
| Rate |
|
5.31%
|
[3],[4],[13],[15],[16] |
5.31%
|
[7],[8],[14],[17],[18] |
| 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],[13] |
2024-08
|
[7],[8],[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 |
|
2023-06
|
[3],[4],[13],[15],[16] |
2022-09
|
[7],[8],[14],[17],[18] |
| Rate |
|
76.50%
|
[3],[4],[13],[15],[16] |
76.28%
|
[7],[8],[14],[17],[18] |
| 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],[13] |
2030-12
|
[7],[8],[14] |
| Corporate Debt [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
13.23%
|
[2],[3],[4] |
12.11%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 81,138,000
|
[3],[4] |
$ 75,193,000
|
[7],[8] |
| Investment Owned, at Cost |
|
$ 78,134,000
|
[3],[4] |
$ 75,952,000
|
[7],[8] |
| Corporate Debt [Member] | North America [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
11.28%
|
[2],[3],[4] |
9.76%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 69,202,000
|
[3],[4] |
$ 60,618,000
|
[7],[8] |
| Investment Owned, at Cost |
|
$ 65,053,000
|
[3],[4] |
$ 60,640,000
|
[7],[8] |
| Corporate Debt [Member] | Europe [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
1.95%
|
[2],[3],[4] |
2.35%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 11,936,000
|
[3],[4] |
$ 14,575,000
|
[7],[8] |
| Investment Owned, at Cost |
|
13,081,000
|
[3],[4] |
15,312,000
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Basic Materials [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
3,770,000
|
[3],[4] |
6,025,000
|
[7],[8] |
| Investments Fair Value |
|
3,775,000
|
[3],[4] |
6,254,000
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Communications [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
14,216,000
|
[3],[4] |
8,490,000
|
[7],[8] |
| Investments Fair Value |
|
14,618,000
|
[3],[4] |
8,523,000
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Consumer [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
26,786,000
|
[3],[4] |
21,993,000
|
[7],[8] |
| Investments Fair Value |
|
26,750,000
|
[3],[4] |
23,043,000
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Energy [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
3,975,000
|
[3],[4] |
9,665,000
|
[7],[8] |
| Investments Fair Value |
|
$ 3,985,000
|
[3],[4] |
$ 10,266,000
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Financial [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2022-08
|
[3],[4] |
2024-09
|
[7],[8] |
| Current Principal/Notional Amount |
|
$ 355,000
|
[3],[4] |
$ 560,000
|
[7],[8] |
| Rate |
|
5.00%
|
[3],[4] |
5.13%
|
[7],[8] |
| Investments Fair Value |
|
$ 359,000
|
[3],[4] |
$ 606,000
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Industrial Sector [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[7],[8] |
|
|
2021-12
|
|
| Current Principal/Notional Amount |
|
13,715,000
|
[3],[4] |
$ 2,250,000
|
[7],[8] |
| Rate |
[7],[8] |
|
|
3.75%
|
|
| Investments Fair Value |
|
13,440,000
|
[3],[4] |
$ 2,286,000
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[7],[8],[19] |
|
|
2019-10
|
|
| Current Principal/Notional Amount |
[7],[8],[19] |
|
|
$ 5,429,000
|
|
| Rate |
[7],[8],[19] |
|
|
15.00%
|
|
| Investments Fair Value |
[7],[8],[19] |
|
|
$ 5,429,000
|
|
| Corporate Debt [Member] | Various Issuer [Member] | North America [Member] | Technology Sector [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
6,770,000
|
[3],[4] |
4,300,000
|
[7],[8] |
| Investments Fair Value |
|
$ 6,275,000
|
[3],[4] |
$ 4,211,000
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | Europe [Member] | Consumer [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2018-09
|
[3],[4] |
2018-03
|
[7],[8] |
| Current Principal/Notional Amount |
|
$ 20,636,000
|
[3],[4] |
$ 20,070,000
|
[7],[8] |
| Rate |
|
0.00%
|
[3],[4] |
0.00%
|
[7],[8] |
| Investments Fair Value |
|
$ 52,000
|
[3],[4] |
$ 50,000
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | Europe [Member] | Financial [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Current Principal/Notional Amount |
|
12,344,000
|
[3],[4] |
13,725,000
|
[7],[8] |
| Investments Fair Value |
|
$ 11,884,000
|
[3],[4] |
$ 13,437,000
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | Europe [Member] | Industrial Sector [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[7],[8] |
|
|
2021-03
|
|
| Current Principal/Notional Amount |
[7],[8] |
|
|
$ 1,145,000
|
|
| Rate |
[7],[8] |
|
|
1.59%
|
|
| Investments Fair Value |
[7],[8] |
|
|
$ 1,088,000
|
|
| Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Basic Materials [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2021-10
|
[3],[4] |
2025-08
|
[7],[8] |
| Rate |
|
3.55%
|
[3],[4] |
6.88%
|
[7],[8] |
| 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] |
2020-04
|
[7],[8] |
| Rate |
|
4.13%
|
[3],[4] |
3.40%
|
[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] |
2019-01
|
[7],[8] |
| Rate |
|
2.60%
|
[3],[4] |
2.60%
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Energy [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2021-09
|
[3],[4] |
2019-03
|
[7],[8] |
| Rate |
|
4.63%
|
[3],[4] |
4.50%
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Industrial Sector [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[3],[4] |
2020-06
|
|
|
|
| Rate |
[3],[4] |
3.25%
|
|
|
|
| Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Technology Sector [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2020-09
|
[3],[4] |
2021-10
|
[7],[8] |
| Rate |
|
3.63%
|
[3],[4] |
3.63%
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | Minimum [Member] | Europe [Member] | Financial [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2020-10
|
[3],[4] |
2020-10
|
[7],[8] |
| Rate |
|
0.00%
|
[3],[4] |
0.00%
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | North America [Member] | Basic Materials [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2026-03
|
[3],[4] |
2027-03
|
[7],[8] |
| Rate |
|
7.63%
|
[3],[4] |
7.00%
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | North America [Member] | Communications [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2027-03
|
[3],[4] |
2027-08
|
[7],[8] |
| Rate |
|
12.29%
|
[3],[4] |
11.57%
|
[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] |
2034-12
|
[7],[8] |
| Rate |
|
10.86%
|
[3],[4] |
9.73%
|
[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] |
2025-08
|
[7],[8] |
| Rate |
|
7.88%
|
[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 |
[3],[4] |
2028-01
|
|
|
|
| Rate |
[3],[4] |
5.88%
|
|
|
|
| Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | North America [Member] | Technology Sector [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2022-05
|
[3],[4] |
2022-08
|
[7],[8] |
| Rate |
|
4.38%
|
[3],[4] |
7.50%
|
[7],[8] |
| Corporate Debt [Member] | Various Issuer [Member] | Maximum [Member] | Europe [Member] | Financial [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2022-11
|
[3],[4] |
2022-11
|
[7],[8] |
| Rate |
|
16.00%
|
[3],[4] |
15.67%
|
[7],[8] |
| Secured Notes [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
[2],[3],[4],[20] |
1.82%
|
|
|
|
| Investments Fair Value |
[3],[4],[20] |
$ 11,126,000
|
|
|
|
| Investment Owned, at Cost |
[3],[4],[20] |
$ 11,361,000
|
|
|
|
| Secured Notes [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[3],[4],[20] |
2057-11
|
|
|
|
| Current Principal/Notional Amount |
[3],[4],[20] |
$ 17,945,000
|
|
|
|
| Rate |
[3],[4],[20] |
5.00%
|
|
|
|
| Investments Fair Value |
[3],[4],[20] |
$ 11,126,000
|
|
|
|
| Mortgage Loans [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
64.97%
|
[2],[3],[4],[13] |
46.83%
|
[6],[7],[8],[14] |
| Investments Fair Value |
|
$ 398,423,000
|
[3],[4],[13] |
$ 290,773,000
|
[7],[8],[14] |
| Investment Owned, at Cost |
|
396,155,000
|
[3],[4],[13] |
288,034,000
|
[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 |
|
105,453,000
|
[3],[4],[13],[21] |
116,707,000
|
[7],[8],[14],[22] |
| Investments Fair Value |
|
104,951,000
|
[3],[4],[13],[21] |
108,301,000
|
[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 |
|
293,774,000
|
[3],[4],[13],[23],[24] |
181,553,000
|
[7],[8],[14],[25],[26] |
| Investments Fair Value |
|
$ 293,472,000
|
[3],[4],[13],[23],[24] |
$ 182,472,000
|
[7],[8],[14],[25],[26] |
| Mortgage Loans [Member] | Various Issuer [Member] | Minimum [Member] | North America [Member] | Mortgage-related Commercial [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
|
2018-08
|
[3],[4],[13],[21] |
2018-02
|
[7],[8],[14],[22] |
| Rate |
|
3.73%
|
[3],[4],[13],[21] |
3.14%
|
[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 |
|
2018-07
|
[3],[4],[13],[23],[24] |
2022-04
|
[7],[8],[14],[25],[26] |
| Rate |
|
2.00%
|
[3],[4],[13],[23],[24] |
2.00%
|
[7],[8],[14],[25],[26] |
| 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],[13],[21] |
2037-10
|
[7],[8],[14],[22] |
| Rate |
|
13.50%
|
[3],[4],[13],[21] |
12.87%
|
[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 |
|
2058-06
|
[3],[4],[13],[23],[24] |
2057-04
|
[7],[8],[14],[25],[26] |
| Rate |
|
15.00%
|
[3],[4],[13],[23],[24] |
12.63%
|
[7],[8],[14],[25],[26] |
| Real Estate Owned [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
5.60%
|
[2],[3],[4],[13],[27] |
4.23%
|
[6],[7],[8],[14],[28] |
| Investments Fair Value |
|
$ 34,339,000
|
[3],[4],[13],[27] |
$ 26,277,000
|
[7],[8],[14],[28] |
| Investment Owned, at Cost |
|
33,593,000
|
[3],[4],[13],[27] |
26,146,000
|
[7],[8],[14],[28] |
| Real Estate Owned [Member] | Single-Family Houses [Member] | North America [Member] | Real estate-related [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments Fair Value |
|
$ 894,000
|
[3],[4],[13],[27] |
$ 591,000
|
[7],[8],[14],[28] |
| Number of Real Estate Properties |
|
5
|
[3],[4],[13],[27] |
3
|
[7],[8],[14],[28] |
| Real Estate Owned [Member] | Commercial Property [Member] | North America [Member] | Real estate-related [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments Fair Value |
|
$ 33,445,000
|
[3],[4],[13],[27] |
$ 25,686,000
|
[7],[8],[14],[28] |
| Number of Real Estate Properties |
|
18
|
[3],[4],[13],[27] |
9
|
[7],[8],[14],[28] |
| Corporate Equity Investments [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
7.42%
|
[2],[3],[4] |
6.03%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 45,505,000
|
[3],[4] |
$ 37,465,000
|
[7],[8] |
| Investment Owned, at Cost |
|
45,264,000
|
[3],[4] |
$ 41,563,000
|
[7],[8] |
| Corporate Equity Investments [Member] | Mortgage-related Commercial [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments Fair Value |
|
$ 1,200,000
|
|
|
|
| Corporate Equity Investments [Member] | North America [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
7.42%
|
[2],[3],[4] |
6.03%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 45,501,000
|
[3],[4] |
$ 37,461,000
|
[7],[8] |
| Investment Owned, at Cost |
|
$ 45,260,000
|
[3],[4] |
$ 41,559,000
|
[7],[8] |
| 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] |
| Investments Fair Value |
|
$ 4,000
|
[3],[4] |
$ 4,000
|
[7],[8] |
| Investment Owned, at Cost |
|
4,000
|
[3],[4] |
4,000
|
[7],[8] |
| 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 |
|
5,284,000
|
[3],[4],[29] |
5,033,000
|
[7],[8],[30] |
| 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 |
|
6,053,000
|
[3],[4],[29] |
5,693,000
|
[7],[8],[30] |
| Corporate Equity Investments [Member] | Non-Exchange Traded Corporate Equity [Member] | North America [Member] | Communications [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments Fair Value |
|
$ 174,000
|
[3],[4] |
$ 557,000
|
[7],[8] |
| Investment Owned, Balance, Shares |
|
7
|
[3],[4] |
7
|
[7],[8] |
| 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] |
$ 5,000
|
[7],[8] |
| Investment Owned, Balance, Shares |
|
1,540
|
[3],[4] |
1,540
|
[7],[8] |
| Corporate Equity Investments [Member] | Non-Exchange Traded Corporate Equity [Member] | North America [Member] | Diversified [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments Fair Value |
|
$ 1,275,000
|
[3],[4] |
$ 2,585,000
|
[7],[8] |
| Investment Owned, Balance, Shares |
|
144
|
[3],[4] |
156
|
[7],[8] |
| 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] |
| Investment Owned, Balance, Shares |
|
125
|
[3],[4] |
125
|
[7],[8] |
| Corporate Equity Investments [Member] | Non-Exchange Traded Corporate Equity [Member] | Europe [Member] | Financial [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments Fair Value |
|
$ 4,000
|
[3],[4] |
$ 4,000
|
[7],[8] |
| Investment Owned, Balance, Shares |
|
0
|
[3],[4] |
0
|
[7],[8] |
| Corporate Equity Investments [Member] | Exchange Traded Equity [Member] | North America [Member] | Consumer [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments Fair Value |
[3],[4] |
$ 54,000
|
|
|
|
| Investment Owned, Balance, Shares |
[3],[4] |
23
|
|
|
|
| Corporate Equity Investments [Member] | Exchange Traded Equity [Member] | North America [Member] | Financial [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments Fair Value |
[3],[4] |
$ 683,000
|
|
|
|
| Investment Owned, Balance, Shares |
[3],[4] |
61
|
|
|
|
| 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 |
[3],[4],[20] |
$ 1,150,000
|
|
|
|
| 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 |
|
$ 28,009,000
|
[3],[4],[20] |
$ 20,774,000
|
[7],[8],[19] |
| Investment Owned, Balance, Shares |
|
23
|
[3],[4],[20] |
20
|
[7],[8],[19] |
| Corporate Equity Investments [Member] | Non-Exchange Traded Equity Investment in Mortgage Originators [Member] | North America [Member] | Mortgage-related Residential [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments Fair Value |
|
$ 2,814,000
|
[3],[4],[20] |
$ 2,814,000
|
[7],[8],[19] |
| Investment Owned, Balance, Shares |
|
9,818
|
[3],[4],[20] |
9,818
|
[7],[8],[19] |
| US Treasury Securities [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
[2],[3],[4] |
11.49%
|
|
|
|
| Investments Fair Value |
[3],[4] |
$ 70,468,000
|
|
|
|
| Investment Owned, at Cost |
[3],[4] |
$ 70,467,000
|
|
|
|
| US Treasury Securities [Member] | U.S. Treasury Note, 2.63 Percent, Maturity Date 2023 06 [Member] | North America [Member] | Government [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[3],[4] |
2023-06
|
|
|
|
| Current Principal/Notional Amount |
[3],[4] |
$ 68,175,000
|
|
|
|
| Rate |
[3],[4] |
2.63%
|
|
|
|
| Investments Fair Value |
[3],[4] |
$ 67,842,000
|
|
|
|
| US Treasury Securities [Member] | U.S. Treasury Note, 2.25 Percent, Maturity Date 2027 11 [Member] | North America [Member] | Government [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[3],[4] |
2027-11
|
|
|
|
| Current Principal/Notional Amount |
[3],[4] |
$ 1,995,000
|
|
|
|
| Rate |
[3],[4] |
2.25%
|
|
|
|
| Investments Fair Value |
[3],[4] |
$ 1,895,000
|
|
|
|
| US Treasury Securities [Member] | U.S. Treasury Note, 2.63 Percent, Maturity Date 2025 03 [Member] | North America [Member] | Government [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[3],[4] |
2025-03
|
|
|
|
| Current Principal/Notional Amount |
[3],[4] |
$ 448,000
|
|
|
|
| Rate |
[3],[4] |
2.63%
|
|
|
|
| Investments Fair Value |
[3],[4] |
$ 443,000
|
|
|
|
| US Treasury Securities [Member] | U.S. Treasury Note, 2.00 Percent, Maturity Date 2021 01 [Member] | North America [Member] | Government [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments maturity date |
[3],[4] |
2021-01
|
|
|
|
| Current Principal/Notional Amount |
[3],[4] |
$ 292,000
|
|
|
|
| Rate |
[3],[4] |
2.00%
|
|
|
|
| Investments Fair Value |
[3],[4] |
$ 288,000
|
|
|
|
| Long Investments [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
428.11%
|
[2],[3],[4] |
333.63%
|
[6],[7],[8] |
| Investments Fair Value |
|
$ 2,625,471,000
|
[3],[4] |
$ 2,071,707,000
|
[7],[8] |
| Investment Owned, at Cost |
|
$ 2,631,409,000
|
[3],[4] |
$ 2,071,754,000
|
[7],[8] |
| Long Investments [Member] | Government National Mortgage Association [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
70.33%
|
|
45.07%
|
|
| Long Investments [Member] | Federal National Mortgage Association [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
89.40%
|
|
72.39%
|
|
| Long Investments [Member] | Federal Home Loan Mortgage Corporation [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investment owned as a percentage of equity |
|
46.63%
|
|
42.86%
|
|
| Securitized Residential Mortgage Loans [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair value of Assets Transfered and Accounted for as Secured Borrowings |
|
$ 107,900,000
|
|
$ 132,400,000
|
|
| Related Party CLO securitization [Member] | Collateralized Loan Obligations [Member] |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Investments Fair Value |
|
$ 57,500,000
|
|
$ 37,700,000
|
|
|
|