v3.19.1
Consolidated Condensed Schedule of Investments (Long Investments)
shares in Thousands, $ in Thousands
 12 Months Ended
Dec. 31, 2018
USD ($)
property
shares
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 2,939,311
Investment Owned, at Cost $ 2,970,306
Percentage collateralized by GNRCMO certificates 100.00%
Non-performing loans, maturity date not applicable $ 47,300
Mortgage Loans in Process of Foreclosure, Amount $ 9,100
Unrated But Agency-Guaranteed [Member]  
Schedule of Investments [Line Items]  
Long investment holdings as a percentage of stockholders' equity 243.66%
Long Investment Aaa Rating [Member]  
Schedule of Investments [Line Items]  
Long investment holdings as a percentage of stockholders' equity 0.01%
Long Investment Aa Rating [Member]  
Schedule of Investments [Line Items]  
Long investment holdings as a percentage of stockholders' equity 0.63%
Long Investment A Rating [Member]  
Schedule of Investments [Line Items]  
Long investment holdings as a percentage of stockholders' equity 4.73%
Long Investment BBB Rating [Member]  
Schedule of Investments [Line Items]  
Long investment holdings as a percentage of stockholders' equity 1.84%
Long Investment BB Rating [Member]  
Schedule of Investments [Line Items]  
Long investment holdings as a percentage of stockholders' equity 46.34%
Long Investment Unrated Rating [Member]  
Schedule of Investments [Line Items]  
Long investment holdings as a percentage of stockholders' equity 196.65%
Related Party-Consumer Loans Titled in Name of Related Party  
Schedule of Investments [Line Items]  
Fair value of loans held in related party trust $ 21,900
Purchasing Entity  
Schedule of Investments [Line Items]  
Fair value of loans held in related party trust $ 181,500
Principal And Interest - Fixed Rate Agency Securities  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 148.68% [1],[2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 884,870
Principal And Interest - Fixed Rate Agency Securities | 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 $ 143,523
Rate 4.00%
TBA securities, at fair value (Current principal: $460,037) $ 147,395
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (30 Year) 4.00% [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2039-09
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (30 Year) 4.00% [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-11
Principal And Interest - Fixed Rate Agency Securities | 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 $ 111,109
Rate 4.00%
TBA securities, at fair value (Current principal: $460,037) $ 114,104
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Four Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2041-11
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Four Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-12
Principal And Interest - Fixed Rate Agency Securities | 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 $ 82,189
Rate 3.50%
TBA securities, at fair value (Current principal: $460,037) $ 82,450
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (30 Year) 3.50% [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2042-09
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (30 Year) 3.50% [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-02
Principal And Interest - Fixed Rate Agency Securities | 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 $ 74,478
Rate 4.50%
TBA securities, at fair value (Current principal: $460,037) $ 77,266
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (30 Year) 4.50% [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2046-09
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (30 Year) 4.50% [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2049-01
Principal And Interest - Fixed Rate Agency Securities | 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 $ 65,892
Rate 4.50%
TBA securities, at fair value (Current principal: $460,037) $ 68,853
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Thirty Year) Four Point Five Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2041-10
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Thirty Year) Four Point Five Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-12
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (Thirty Year) Four Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 51,362
Rate 4.00%
TBA securities, at fair value (Current principal: $460,037) $ 52,544
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (Thirty Year) Four Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2045-07
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (Thirty Year) Four Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-05
Principal And Interest - Fixed Rate Agency Securities | 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 $ 46,026
Rate 5.00%
TBA securities, at fair value (Current principal: $460,037) $ 48,245
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (Thirty Year) Five Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-02
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (Thirty Year) Five Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-12
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Four Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 45,670
Rate 4.50%
TBA securities, at fair value (Current principal: $460,037) $ 47,583
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Four Point Five Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2043-09
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Four Point Five Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-10
Principal And Interest - Fixed Rate Agency Securities | 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 $ 42,663
Rate 3.50%
TBA securities, at fair value (Current principal: $460,037) $ 43,241
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Fifteen Year) Three Point Five Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2028-03
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Fifteen Year) Three Point Five Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2032-03
Principal And Interest - Fixed Rate Agency Securities | 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 $ 38,420
Rate 5.00%
TBA securities, at fair value (Current principal: $460,037) $ 40,652
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Thirty Year) Five Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2035-10
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Thirty Year) Five Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-08
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (Thirty Year) Three Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 32,106
Rate 3.50%
TBA securities, at fair value (Current principal: $460,037) $ 32,253
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (Thirty Year) Three Point Five Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2042-12
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (Thirty Year) Three Point Five Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2047-12
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Three Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 25,082
Rate 3.50%
TBA securities, at fair value (Current principal: $460,037) $ 25,185
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Three Point Five Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2042-01
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Three Point Five Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-03
Principal And Interest - Fixed Rate Agency Securities | 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 $ 21,807
Rate 5.50%
TBA securities, at fair value (Current principal: $460,037) $ 23,207
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (30 Year) 5.50% [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-04
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (30 Year) 5.50% [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-12
Principal And Interest - Fixed Rate Agency Securities | 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 $ 10,899
Rate 3.00%
TBA securities, at fair value (Current principal: $460,037) $ 10,895
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (15 Year) 3.00% [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2030-04
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (15 Year) 3.00% [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2032-09
Principal And Interest - Fixed Rate Agency Securities | 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 $ 8,275
Rate 3.50%
TBA securities, at fair value (Current principal: $460,037) $ 8,389
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (15 Year) 3.50% [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2028-09
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (15 Year) 3.50% [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2032-12
Principal And Interest - Fixed Rate Agency Securities | 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 $ 7,287
Rate 3.50%
TBA securities, at fair value (Current principal: $460,037) $ 7,316
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Other) Three Point Five Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2043-04
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Other) Three Point Five Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2046-09
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) 5.00% [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 6,096
Rate 5.00%
TBA securities, at fair value (Current principal: $460,037) $ 6,423
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) 5.00% [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2044-07
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) 5.00% [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-10
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Fifteen Year) Four Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 5,728
Rate 4.00%
TBA securities, at fair value (Current principal: $460,037) $ 5,823
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Fifteen Year) Four Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2026-06
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Fifteen Year) Four Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2031-05
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Thirty Year) Five Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 5,023
Rate 5.50%
TBA securities, at fair value (Current principal: $460,037) $ 5,342
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Thirty Year) Five Point Five Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2039-11
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Thirty Year) Five Point Five Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-06
Principal And Interest - Fixed Rate Agency Securities | 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 $ 4,547
Rate 5.00%
TBA securities, at fair value (Current principal: $460,037) $ 4,772
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Other) 5.00% [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2043-09
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Other) 5.00% [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2044-01
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Other) 4.00% [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2047-12
Current Principal/Notional Amount $ 4,394
Rate 4.00%
TBA securities, at fair value (Current principal: $460,037) $ 4,478
Principal And Interest - Fixed Rate Agency Securities | Government 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 $ 3,408
Rate 6.00%
TBA securities, at fair value (Current principal: $460,037) $ 3,666
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (30 Year) 6.00% [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-05
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (30 Year) 6.00% [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-11
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Three Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 2,773
Rate 3.00%
TBA securities, at fair value (Current principal: $460,037) $ 2,722
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Three Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2043-07
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Three Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2045-06
Principal And Interest - Fixed Rate Agency Securities | 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 $ 2,603
Rate 3.00%
TBA securities, at fair value (Current principal: $460,037) $ 2,556
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Thirty Year) Three Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2042-01
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Thirty Year) Three Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2045-06
Principal And Interest - Fixed Rate Agency Securities | Government National Mortgage Association Pools (30 Year) 3.75% [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2047-07
Current Principal/Notional Amount $ 2,508
Rate 3.75%
TBA securities, at fair value (Current principal: $460,037) $ 2,537
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Other) Four Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2044-05
Current Principal/Notional Amount $ 2,348
Rate 4.50%
TBA securities, at fair value (Current principal: $460,037) $ 2,432
Principal And Interest - Fixed Rate Agency Securities | 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 2030-04
Current Principal/Notional Amount $ 2,343
Rate 3.00%
TBA securities, at fair value (Current principal: $460,037) $ 2,342
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Fifteen Year) Four Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2026-04
Current Principal/Notional Amount $ 2,177
Rate 4.50%
TBA securities, at fair value (Current principal: $460,037) $ 2,265
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Other) Four Point Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2041-05
Current Principal/Notional Amount $ 2,025
Rate 4.50%
TBA securities, at fair value (Current principal: $460,037) $ 2,079
Principal And Interest - Fixed Rate Agency Securities | 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 $ 1,677
Rate 5.50%
TBA securities, at fair value (Current principal: $460,037) $ 1,786
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Five Point Five Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2033-08
Principal And Interest - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools (Thirty Year) Five Point Five Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2048-05
Principal And Interest - Fixed Rate Agency Securities | 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
Current Principal/Notional Amount $ 1,478
Rate 4.00%
TBA securities, at fair value (Current principal: $460,037) $ 1,526
Principal And Interest - Fixed Rate Agency Securities | 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
Current Principal/Notional Amount $ 976
Rate 4.50%
TBA securities, at fair value (Current principal: $460,037) $ 1,021
Principal And Interest - Fixed Rate Agency Securities | 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
Current Principal/Notional Amount $ 886
Rate 4.00%
TBA securities, at fair value (Current principal: $460,037) $ 897
Principal And Interest - Fixed Rate Agency Securities | 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
Current Principal/Notional Amount $ 651
Rate 6.00%
TBA securities, at fair value (Current principal: $460,037) $ 697
Principal And Interest - Fixed Rate Agency Securities | 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 2042-11
Current Principal/Notional Amount $ 710
Rate 3.00%
TBA securities, at fair value (Current principal: $460,037) $ 695
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Thirty Year) Six Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 588
Rate 6.00%
TBA securities, at fair value (Current principal: $460,037) $ 631
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Thirty Year) Six Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2039-09
Principal And Interest - Fixed Rate Agency Securities | Federal National Mortgage Association Pools (Thirty Year) Six Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2040-02
Principal And Interest - Fixed Rate Agency Securities | 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 2043-10
Current Principal/Notional Amount $ 524
Rate 2.49%
TBA securities, at fair value (Current principal: $460,037) $ 496
Principal And Interest - Fixed Rate Agency Securities | 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
Current Principal/Notional Amount $ 109
Rate 3.28%
TBA securities, at fair value (Current principal: $460,037) $ 106
Interest Only - Fixed Rate Agency Securities  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 1.77% [1],[2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 10,510
Interest Only - Fixed Rate Agency Securities | Government National Mortgage Association 4.00% [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 17,505
Rate 4.00%
TBA securities, at fair value (Current principal: $460,037) $ 2,828
Interest Only - Fixed Rate Agency Securities | Government National Mortgage Association 4.00% [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2045-02 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | Government National Mortgage Association 4.00% [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2045-06 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | Federal National Mortgage Association 4.50% [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 10,446
Rate 4.50%
TBA securities, at fair value (Current principal: $460,037) $ 1,223
Interest Only - Fixed Rate Agency Securities | Federal National Mortgage Association 4.50% [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2020-12 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | Federal National Mortgage Association 4.50% [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2044-06 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | Government National Mortgage Association 6.00% [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 4,768
Rate 6.00%
TBA securities, at fair value (Current principal: $460,037) $ 978
Interest Only - Fixed Rate Agency Securities | Government National Mortgage Association 6.00% [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2038-06 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | Government National Mortgage Association 6.00% [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2039-08 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | 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 $ 5,949
Rate 4.50%
TBA securities, at fair value (Current principal: $460,037) $ 808
Interest Only - Fixed Rate Agency Securities | Government National Mortgage Association Four Point Five Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2039-06 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | Government National Mortgage Association Four Point Five Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2044-07 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | 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]
Current Principal/Notional Amount $ 3,401
Rate 5.50%
TBA securities, at fair value (Current principal: $460,037) $ 749
Interest Only - Fixed Rate Agency Securities | 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]
Current Principal/Notional Amount $ 3,612
Rate 5.50%
TBA securities, at fair value (Current principal: $460,037) $ 623
Interest Only - Fixed Rate Agency Securities | 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]
Current Principal/Notional Amount $ 3,642
Rate 3.50%
TBA securities, at fair value (Current principal: $460,037) $ 515
Interest Only - Fixed Rate Agency Securities | Federal National Mortgage Association Four Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 3,560
Rate 4.00%
TBA securities, at fair value (Current principal: $460,037) $ 513
Interest Only - Fixed Rate Agency Securities | Federal National Mortgage Association Four Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2039-05 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | Federal National Mortgage Association Four Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2043-11 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | Federal National Mortgage Association Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 2,659
Rate 5.00%
TBA securities, at fair value (Current principal: $460,037) $ 463
Interest Only - Fixed Rate Agency Securities | Federal National Mortgage Association Five Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2038-01 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | Federal National Mortgage Association Five Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2040-05 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | 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]
Current Principal/Notional Amount $ 5,122
Rate 5.00%
TBA securities, at fair value (Current principal: $460,037) $ 402
Interest Only - Fixed Rate Agency Securities | 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 $ 3,749
Rate 5.50%
TBA securities, at fair value (Current principal: $460,037) $ 336
Interest Only - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Five Point FIve Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2039-01 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | Federal Home Loan Mortgage Corporation Five Point FIve Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2039-09 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | 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]
Current Principal/Notional Amount $ 1,613
Rate 6.00%
TBA securities, at fair value (Current principal: $460,037) $ 274
Interest Only - Fixed Rate Agency Securities | 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]
Current Principal/Notional Amount $ 1,463
Rate 4.50%
TBA securities, at fair value (Current principal: $460,037) $ 254
Interest Only - Fixed Rate Agency Securities | 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]
Current Principal/Notional Amount $ 2,291
Rate 3.00%
TBA securities, at fair value (Current principal: $460,037) $ 203
Interest Only - Fixed Rate Agency Securities | Government National Mortgage Association Five Percent [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 3,043
Rate 5.00%
TBA securities, at fair value (Current principal: $460,037) $ 181
Interest Only - Fixed Rate Agency Securities | Government National Mortgage Association Five Percent [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2037-05 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | Government National Mortgage Association Five Percent [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2041-05 [1],[3],[4]
Interest Only - Fixed Rate Agency Securities | 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]
Current Principal/Notional Amount $ 842
Rate 4.75%
TBA securities, at fair value (Current principal: $460,037) $ 160
TBA - Fixed Rate Agency Securities  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 79.78% [1],[2],[3],[4]
Current Principal/Notional Amount $ 460,037
TBA securities, at fair value (Current principal: $460,037) $ 474,860
TBA - Fixed Rate Agency Securities | 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 2019-01 [1],[3],[4]
Current Principal/Notional Amount $ 1,660
Rate 3.00%
TBA securities, at fair value (Current principal: $460,037) $ 1,655
TBA - Fixed Rate Agency Securities | 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 2019-01 [1],[3],[4]
Current Principal/Notional Amount $ 299,455
Rate 5.00%
TBA securities, at fair value (Current principal: $460,037) $ 311,515
TBA - Fixed Rate Agency Securities | 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 2019-01 [1],[3],[4]
Current Principal/Notional Amount $ 122,003
Rate 4.00%
TBA securities, at fair value (Current principal: $460,037) $ 124,376
TBA - Fixed Rate Agency Securities | 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 2019-01 [1],[3],[4]
Current Principal/Notional Amount $ 21,540
Rate 3.50%
TBA securities, at fair value (Current principal: $460,037) $ 21,529
TBA - Fixed Rate Agency Securities | 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 2019-01 [1],[3],[4]
Current Principal/Notional Amount $ 10,579
Rate 5.50%
TBA securities, at fair value (Current principal: $460,037) $ 11,058
TBA - Fixed Rate Agency Securities | 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 2019-01 [1],[3],[4]
Current Principal/Notional Amount $ 4,800
Rate 3.00%
TBA securities, at fair value (Current principal: $460,037) $ 4,727
Fixed Rate Agency Securities [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 230.23% [1],[2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 1,370,240
Investment Owned, at Cost $ 1,388,115 [1],[3],[4]
Principal And Interest - Floating Rate Agency Securities  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 10.24% [1],[2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 60,971
Principal And Interest - Floating Rate Agency Securities | Government National Mortgage Association Pools [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount 52,532
TBA securities, at fair value (Current principal: $460,037) $ 55,475
Principal And Interest - Floating Rate Agency Securities | Government National Mortgage Association Pools [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2061-07 [1],[3],[4]
Rate 4.39% [1],[3],[4]
Principal And Interest - Floating Rate Agency Securities | Government National Mortgage Association Pools [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2067-12 [1],[3],[4]
Rate 4.67% [1],[3],[4]
Principal And Interest - Floating Rate Agency Securities | Federal National Mortgage Association Pools [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 3,515
TBA securities, at fair value (Current principal: $460,037) $ 3,650
Principal And Interest - Floating Rate Agency Securities | Federal National Mortgage Association Pools [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2035-09 [1],[3],[4]
Rate 2.70% [1],[3],[4]
Principal And Interest - Floating Rate Agency Securities | Federal National Mortgage Association Pools [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2045-05 [1],[3],[4]
Rate 4.69% [1],[3],[4]
Principal And Interest - Floating Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 1,808
TBA securities, at fair value (Current principal: $460,037) $ 1,846
Principal And Interest - Floating Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2037-06 [1],[3],[4]
Rate 3.49% [1],[3],[4]
Principal And Interest - Floating Rate Agency Securities | Federal Home Loan Mortgage Corporation Pools [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2044-05 [1],[3],[4]
Rate 4.72% [1],[3],[4]
Interest Only - Floating Rate Agency Securities [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 3.19% [1],[2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 19,006
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 228,763
TBA securities, at fair value (Current principal: $460,037) $ 10,772
Interest Only - Floating Rate Agency Securities [Member] | Government National Mortgage Association [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2031-06 [1],[3],[4]
Rate 0.38% [1],[3],[4]
Interest Only - Floating Rate Agency Securities [Member] | Government National Mortgage Association [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2066-10 [1],[3],[4]
Rate 5.64% [1],[3],[4]
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 $ 70,568
TBA securities, at fair value (Current principal: $460,037) $ 4,880
Interest Only - Floating Rate Agency Securities [Member] | Federal National Mortgage Association [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2033-06 [1],[3],[4]
Rate 1.13% [1],[3],[4]
Interest Only - Floating Rate Agency Securities [Member] | Federal National Mortgage Association [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2046-11 [1],[3],[4]
Rate 5.50% [1],[3],[4]
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 $ 48,699
TBA securities, at fair value (Current principal: $460,037) $ 3,256
Interest Only - Floating Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2036-03 [1],[3],[4]
Rate 1.55% [1],[3],[4]
Interest Only - Floating Rate Agency Securities [Member] | Federal Home Loan Mortgage Corporation [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2044-01 [1],[3],[4]
Rate 4.19% [1],[3],[4]
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],[5]
Current Principal/Notional Amount $ 5,220
Rate 2.21%
TBA securities, at fair value (Current principal: $460,037) $ 98
Floating Rate Agency Securities [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 13.43% [1],[2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 79,977
Investment Owned, at Cost $ 81,873 [1],[3],[4]
Agency Securities [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 243.66% [1],[2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 1,450,217
Investment Owned, at Cost $ 1,469,988 [1],[3],[4]
Principal And Interest - Private Label Securities [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 55.33% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 329,317
Investment Owned, at Cost $ 326,430 [3],[4]
Principal And Interest - Private Label Securities [Member] | North America [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 27.62% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 164,410
Investment Owned, at Cost $ 153,769 [3],[4]
Principal And Interest - Private Label Securities [Member] | Europe [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 27.71% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 164,907
Investment Owned, at Cost 172,661 [3],[4]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount 37,171
TBA securities, at fair value (Current principal: $460,037) 15,137
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 227,479
TBA securities, at fair value (Current principal: $460,037) 149,273
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Europe [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount 24,978
TBA securities, at fair value (Current principal: $460,037) 15,482
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 183,154
TBA securities, at fair value (Current principal: $460,037) $ 149,425
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Minimum | North America [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Investments maturity date 2049-03 [3],[4]
Rate 2.80% [3],[4]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2019-05 [3],[4]
Rate 0.00% [3],[4]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Minimum | Europe [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Investments maturity date 2020-10 [3],[4]
Rate 0.38% [3],[4]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Minimum | Europe [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2025-06 [3],[4]
Rate 0.00% [3],[4]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Maximum | North America [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Investments maturity date 2061-05 [3],[4]
Rate 3.29% [3],[4]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2047-03 [3],[4]
Rate 24.56% [3],[4]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Maximum | Europe [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Investments maturity date 2045-08 [3],[4]
Rate 4.29% [3],[4]
Principal And Interest - Private Label Securities [Member] | Various Issuer [Member] | Maximum | Europe [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2052-12 [3],[4]
Rate 5.50% [3],[4]
Interest Only - Private Label Securities [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 1.22% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 7,230
Investment Owned, at Cost 5,189 [3],[4]
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount 41,707
TBA securities, at fair value (Current principal: $460,037) 3,289
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 30,842
TBA securities, at fair value (Current principal: $460,037) $ 3,941
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | Minimum | North America [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Investments maturity date 2049-03 [3],[4]
Rate 1.25% [3],[4]
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2030-12 [3],[4]
Rate 0.00% [3],[4]
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | Maximum | North America [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Investments maturity date 2061-05 [3],[4]
Rate 2.00% [3],[4]
Interest Only - Private Label Securities [Member] | Various Issuer [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2047-09 [3],[4]
Rate 2.00% [3],[4]
Other Private Label Securities [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 0.00% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 0
Investment Owned, at Cost 0 [3],[4]
Other Private Label Securities [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 0
Rate 0.00%
TBA securities, at fair value (Current principal: $460,037) $ 0
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]
Other Private Label Securities [Member] | Various Issuer [Member] | Minimum | North America [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Investments maturity date 2045-07 [3],[4]
Other Private Label Securities [Member] | Various Issuer [Member] | Maximum | North America [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Investments maturity date 2061-05 [3],[4]
Private Label Securities [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 56.55% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 336,547
Investment Owned, at Cost $ 331,619 [3],[4]
Mortgage-Backed Securities [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 300.21% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 1,786,764
Investment Owned, at Cost $ 1,801,607 [3],[4]
CLOs  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 20.82% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 123,893
Investment Owned, at Cost $ 139,424 [3],[4]
CLOs | North America [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 20.82% [2],[3],[4],[6]
TBA securities, at fair value (Current principal: $460,037) $ 123,893
Investment Owned, at Cost 139,424 [3],[4],[6]
CLOs | Various Issuer [Member] | North America [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount 269,224
TBA securities, at fair value (Current principal: $460,037) $ 123,893
CLOs | Various Issuer [Member] | Minimum | North America [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2019-01 [3],[4],[6]
Rate 0.00% [3],[4],[6]
CLOs | Various Issuer [Member] | Maximum | North America [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2118-10 [3],[4],[6]
Rate 10.54% [3],[4],[6]
CLOs | Related Party CLO securitization [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 50,800
Consumer loans and asset-backed securities backed by consumer loans  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 34.74% [2],[3],[4],[7]
TBA securities, at fair value (Current principal: $460,037) $ 206,761
Investment Owned, at Cost $ 211,982 [3],[4],[7]
Consumer loans and asset-backed securities backed by consumer loans | North America [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 34.59% [2],[3],[4],[7]
TBA securities, at fair value (Current principal: $460,037) $ 205,877
Investment Owned, at Cost $ 211,221 [3],[4],[7]
Consumer loans and asset-backed securities backed by consumer loans | Europe [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 0.15% [2],[3],[4],[7]
TBA securities, at fair value (Current principal: $460,037) $ 884
Investment Owned, at Cost 761 [3],[4],[7]
Consumer loans and asset-backed securities backed by consumer loans | Various Issuer [Member] | North America [Member] | Consumer [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount 233,602
TBA securities, at fair value (Current principal: $460,037) $ 205,877
Consumer loans and asset-backed securities backed by consumer loans | Various Issuer [Member] | Europe [Member] | Consumer [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2030-12 [3],[4],[7]
Current Principal/Notional Amount $ 3,540
Rate 0.00%
TBA securities, at fair value (Current principal: $460,037) $ 884
Consumer loans and asset-backed securities backed by consumer loans | Various Issuer [Member] | Minimum | North America [Member] | Consumer [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2019-01 [3],[4],[7],[8],[9]
Rate 5.31% [3],[4],[7],[8],[9]
Consumer loans and asset-backed securities backed by consumer loans | Various Issuer [Member] | Maximum | North America [Member] | Consumer [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2023-12 [3],[4],[7],[8],[9]
Rate 76.50% [3],[4],[7],[8],[9]
Corporate debt securities  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 3.76% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 22,392
Investment Owned, at Cost $ 24,268 [3],[4]
Corporate debt securities | North America [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 1.95% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 11,586
Investment Owned, at Cost $ 11,949 [3],[4]
Corporate debt securities | Europe [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 1.81% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 10,806
Investment Owned, at Cost $ 12,319 [3],[4]
Corporate debt securities | Various Issuer [Member] | North America [Member] | Communications [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2022-05 [3],[4]
Current Principal/Notional Amount $ 938
Rate 0.00%
TBA securities, at fair value (Current principal: $460,037) $ 824
Corporate debt securities | Various Issuer [Member] | North America [Member] | Consumer [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2027-01 [3],[4]
Current Principal/Notional Amount $ 3,342
Rate 6.69%
TBA securities, at fair value (Current principal: $460,037) $ 3,141
Corporate debt securities | Various Issuer [Member] | North America [Member] | Energy [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2021-09 [3],[4]
Current Principal/Notional Amount $ 2,080
Rate 4.63%
TBA securities, at fair value (Current principal: $460,037) $ 1,877
Corporate debt securities | Various Issuer [Member] | North America [Member] | Industrial Sector [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2021-12 [3],[4]
Current Principal/Notional Amount $ 1,755
Rate 3.75%
TBA securities, at fair value (Current principal: $460,037) $ 1,742
Corporate debt securities | Various Issuer [Member] | North America [Member] | Technology Sector [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount 4,570
TBA securities, at fair value (Current principal: $460,037) $ 4,002
Corporate debt securities | Various Issuer [Member] | Europe [Member] | Consumer [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2019-12 [3],[4]
Current Principal/Notional Amount $ 20,574
Rate 0.00%
TBA securities, at fair value (Current principal: $460,037) $ 0
Corporate debt securities | Various Issuer [Member] | Europe [Member] | Financial [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount 11,235
TBA securities, at fair value (Current principal: $460,037) $ 10,806
Corporate debt securities | Various Issuer [Member] | Minimum | North America [Member] | Technology Sector [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2020-05 [3],[4]
Corporate debt securities | Various Issuer [Member] | Minimum | Europe [Member] | Financial [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2020-10 [3],[4]
Rate 0.00% [3],[4]
Corporate debt securities | Various Issuer [Member] | Minimum | Europe [Member] | Technology Sector [Member]  
Schedule of Investments [Line Items]  
Rate 0.00% [3],[4]
Corporate debt securities | Various Issuer [Member] | Maximum | North America [Member] | Technology Sector [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2022-05 [3],[4]
Corporate debt securities | Various Issuer [Member] | Maximum | Europe [Member] | Financial [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2022-11 [3],[4]
Rate 16.00% [3],[4]
Corporate debt securities | Various Issuer [Member] | Maximum | Europe [Member] | Technology Sector [Member]  
Schedule of Investments [Line Items]  
Rate 4.38% [3],[4]
Secured notes  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 1.83% [2],[3],[4],[10]
TBA securities, at fair value (Current principal: $460,037) $ 10,917
Investment Owned, at Cost $ 12,138 [3],[4],[10]
Secured notes | Various Issuer [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2057-11 [3],[4],[10]
Current Principal/Notional Amount $ 17,608
Rate 5.00% [3],[4],[10]
TBA securities, at fair value (Current principal: $460,037) $ 10,917
Mortgage Loans [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 118.96% [2],[3],[4],[7]
TBA securities, at fair value (Current principal: $460,037) $ 708,015
Investment Owned, at Cost 703,366 [3],[4],[7]
Mortgage Loans [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount 235,459
TBA securities, at fair value (Current principal: $460,037) 211,185
Mortgage Loans [Member] | Various Issuer [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount 493,248
TBA securities, at fair value (Current principal: $460,037) $ 496,830
Mortgage Loans [Member] | Various Issuer [Member] | Minimum | North America [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Investments maturity date 2019-03 [3],[4],[7],[11]
Rate 4.31% [3],[4],[7],[11]
Mortgage Loans [Member] | Various Issuer [Member] | Minimum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2019-03 [3],[4],[7],[12],[13]
Rate 2.00% [3],[4],[7],[12],[13]
Mortgage Loans [Member] | Various Issuer [Member] | Maximum | North America [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
Investments maturity date 2037-10 [3],[4],[7],[11]
Rate 12.74% [3],[4],[7],[11]
Mortgage Loans [Member] | Various Issuer [Member] | Maximum | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2058-12 [3],[4],[7],[12],[13]
Rate 15.00% [3],[4],[7],[12],[13]
Real estate owned  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 5.80% [2],[3],[4],[7],[14]
TBA securities, at fair value (Current principal: $460,037) $ 34,500
Investment Owned, at Cost 35,371 [3],[4],[7],[14]
Real estate owned | Single-Family Houses [Member] | North America [Member] | Real estate-related [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 1,296
Number of Real Estate Properties | property 5
Real estate owned | Commercial Property [Member] | North America [Member] | Real estate-related [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 33,204
Number of Real Estate Properties | property 18
Common stock  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 0.37% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 2,200
Investment Owned, at Cost $ 2,482 [3],[4]
Common stock | North America [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 0.37% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 2,200
Investment Owned, at Cost 2,482 [3],[4]
Common stock | Exchange Traded Equity [Member] | North America [Member] | Consumer [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 25
Investment Owned, Balance, Shares | shares 24
Common stock | Exchange Traded Equity [Member] | North America [Member] | Financial [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 2,175
Investment Owned, Balance, Shares | shares 213
Corporate equity securities  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 7.36% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 43,793
Investment Owned, at Cost 39,592 [3],[4]
Corporate equity securities | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 1,100
Corporate equity securities | North America [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 7.36% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 43,789
Investment Owned, at Cost $ 39,587 [3],[4]
Corporate equity securities | Europe [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 0.00% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 4
Investment Owned, at Cost 5 [3],[4]
Corporate equity securities | Non-Exchange Traded Corporate Equity [Member] | North America [Member] | Communications [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 97
Investment Owned, Balance, Shares | shares 7
Corporate equity securities | Non-Exchange Traded Corporate Equity [Member] | North America [Member] | Consumer [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 0
Investment Owned, Balance, Shares | shares 1,540
Corporate equity securities | Non-Exchange Traded Corporate Equity [Member] | North America [Member] | Diversified [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 1,433
Investment Owned, Balance, Shares | shares 144
Corporate equity securities | Non-Exchange Traded Corporate Equity [Member] | Europe [Member] | Consumer [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 0
Investment Owned, Balance, Shares | shares 125
Corporate equity securities | Non-Exchange Traded Corporate Equity [Member] | Europe [Member] | Financial [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 4
Investment Owned, Balance, Shares | shares 0
Corporate equity securities | Investment in unconsolidated entities | North America [Member] | Consumer [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 4,045
Corporate equity securities | Non-Exchange Traded Preferred Equity Investment in Consumer Loan Originators [Member] [Domain] | North America [Member] | Consumer [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 3,000
Investment Owned, Balance, Shares | shares 3,000
Corporate equity securities | Non-controlling Interest in Mortgage-related Private Partnership | North America [Member] | Mortgage-related Commercial  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 1,147
Corporate equity securities | Non-Exchange Traded Preferred Equity Investment in Mortgage Originators [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 27,317
Investment Owned, Balance, Shares | shares 23
Corporate equity securities | Non-Exchange Traded Equity Investment in Mortgage Originators [Member] | North America [Member] | Mortgage-related Residential [Member]  
Schedule of Investments [Line Items]  
TBA securities, at fair value (Current principal: $460,037) $ 6,750
Investment Owned, Balance, Shares | shares 9,818
U.S. Treasury securities  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 0.01% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 76
Investment Owned, at Cost $ 76 [3],[4]
U.S. Treasury securities | U.S. Treasury Note, 2.75 Percent, Maturity Date 2023 04 [Member] | North America [Member] | Government [Member]  
Schedule of Investments [Line Items]  
Investments maturity date 2023-04 [3],[4]
Current Principal/Notional Amount $ 75
Rate 2.75%
TBA securities, at fair value (Current principal: $460,037) $ 76
Long Investments [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 493.86% [2],[3],[4]
TBA securities, at fair value (Current principal: $460,037) $ 2,939,311
Investment Owned, at Cost $ 2,970,306 [3],[4]
Long Investments [Member] | Government National Mortgage Association [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 107.55%
Long Investments [Member] | Federal National Mortgage Association [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 93.99%
Long Investments [Member] | Federal Home Loan Mortgage Corporation [Member]  
Schedule of Investments [Line Items]  
Investment owned as a percentage of equity 42.12%
Securitized residential mortgage loans  
Schedule of Investments [Line Items]  
Fair Value of Assets Transfered and Accounted for as Secured Borrowings $ 314,200
[1] At December 31, 2018, the Company's long investments guaranteed by the Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation, and the Government National Mortgage Association, represented 93.99%, 42.12%, and 107.55% of Total Equity, respectively.
[2] Classification percentages are based on Total Equity.
[3] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.
[4] The table below shows the Company's long investment ratings from Moody's, Standard and Poor's, or Fitch, as well as the Company's long investments that were unrated but guaranteed by the Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation, or the Government National Mortgage Association. Ratings tend to be a lagging credit indicator; as a result, the credit quality of the Company's long investment holdings may be lower than the credit quality implied based on the ratings listed below. In situations where an investment has a split rating, the lowest provided rating is used. The ratings descriptions include ratings qualified with a "+," "-," "1," "2," or "3."Rating Description Percent of EquityUnrated but Agency-Guaranteed 243.66%Aaa/AAA/AAA 0.01%Aa/AA/AA 0.63%A/A/A 4.73%Baa/BBB/BBB 1.84%Ba/BB/BB or below 46.34%Unrated 196.65%
[5] Private trust 100% backed by interest in Government National Mortgage Association collateralized mortgage obligation certificates.
[6] Includes investment in collateralized loan obligation notes in the amount of $50.8 million that were issued and are managed by related parties of the Company. See Note 9 to the Notes to Consolidated Financial Statements.
[7] Loans and real estate owned are beneficially owned by the Company through participation certificates in the various trusts that hold such investments. See Note 9 to the Notes to Consolidated Financial Statements.
[8] Includes investments in participation certificates related to loans held in a trust owned by a related party of Ellington Management Group, L.L.C. Through its participation certificates, the Company participates in the cash flows of the underlying loans held by the trust. At December 31, 2018 loans held in the related party trust for which the Company has participating interests in the cash flows, totaled $181.5 million. See Note 9 to the Notes to Consolidated Financial Statements.
[9] Includes investments in participation certificates related to loans titled in the name of a related party of Ellington Management Group, L.L.C. Through its participation certificates, the Company has beneficial interests in the loan cash flows, net of servicing-related fees and expenses. At December 31, 2018 loans for which the Company has beneficial interests in the net cash flows, totaled $21.9 million. See Note 9 to the Notes to Consolidated Financial Statements.
[10] Represents the Company's investment in a related party. See Note 9 to the Notes to Consolidated Financial Statements
[11] Includes non-performing commercial mortgage loans in the amount of $47.3 million whereby principal and/or interest is past due and a maturity date is not applicable.
[12] As of December 31, 2018, the Company had residential mortgage loans that were in the process of foreclosure with a fair value of $9.1 million.
[13] Includes $314.2 million of non-qualified mortgage loans that have been securitized and are held in a consolidated securitization trusts. See Note 6 to the Notes to Consolidated Financial Statements.
[14] Number of properties not shown in thousands, represents actual number of properties owned.