v3.8.0.1
Consolidated Condensed Schedule Of Investments (Repurchase Agreements) - USD ($)
$ in Thousands
 9 Months Ended 12 Months Ended
Sep. 30, 2017
Dec. 31, 2016
Schedule of Investments [Line Items]    
Fair value repurchase agreements [1] $ 193,070 $ 184,819
Repurchase agreements, cost 194,265 185,205
Repurchase Agreements [Member]    
Schedule of Investments [Line Items]    
Fair value repurchase agreements $ 193,070 [2],[3] $ 184,819 [4],[5]
Investment owned as a percentage of equity 30.66% [2],[3],[6] 28.66% [4],[5],[7]
Repurchase agreements, cost $ 194,265 [2],[3] $ 185,205 [4],[5]
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $36,579 U.S. Treasury Note, Coupon 2.25%, Maturity Date 2027 02 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] 36,488  
Securities collateralized by par value [2],[3] $ 36,579  
Coupon rate on underlying collateral [2],[3] 2.25%  
Maturity date of securities [2],[3] 2027-02  
Rate [2],[3] 1.15%  
Fair value repurchase agreements [2],[3] $ 36,487  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $16,260 Sovereign Government Bond, Coupon 0.25%, Maturity Date 2018 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 16,672  
Securities collateralized by par value [2],[3] $ 16,260  
Coupon rate on underlying collateral [2],[3] 0.25%  
Maturity date of securities [2],[3] 2018-04  
Rate [2],[3] (0.60%)  
Fair value repurchase agreements [2],[3] $ 16,672  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $14,008 Sovereign Government Bond, Coupon 0.25%, Maturity Date 2020 11 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 14,358  
Securities collateralized by par value [2],[3] $ 14,008  
Coupon rate on underlying collateral [2],[3] 0.25%  
Maturity date of securities [2],[3] 2020-11  
Rate [2],[3] (0.75%)  
Fair value repurchase agreements [2],[3] $ 14,358  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $10,285 Sovereign Government Bond, Coupon 0.75%, Maturity Date 2021 07 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 10,794  
Securities collateralized by par value [2],[3] $ 10,285  
Coupon rate on underlying collateral [2],[3] 0.75%  
Maturity date of securities [2],[3] 2021-07  
Rate [2],[3] (0.68%)  
Fair value repurchase agreements [2],[3] $ 10,794  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $9,328 Sovereign Government Bond, Coupon 2.75%, Maturity Date 2019 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 9,895  
Securities collateralized by par value [2],[3] $ 9,328  
Coupon rate on underlying collateral [2],[3] 2.75%  
Maturity date of securities [2],[3] 2019-04  
Rate [2],[3] (0.60%)  
Fair value repurchase agreements [2],[3] $ 9,895  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $9,254 Sovereign Government Bond, Coupon 1.15%, Maturity Date 2020 07 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 9,809  
Securities collateralized by par value [2],[3] $ 9,254  
Coupon rate on underlying collateral [2],[3] 1.15%  
Maturity date of securities [2],[3] 2020-07  
Rate [2],[3] (0.60%)  
Fair value repurchase agreements [2],[3] $ 9,809  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $9,254 Sovereign Government Bond, Coupon 0.65%, Maturity Date 2020 11 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 9,599  
Securities collateralized by par value [2],[3] $ 9,254  
Coupon rate on underlying collateral [2],[3] 0.65%  
Maturity date of securities [2],[3] 2020-11  
Rate [2],[3] (0.65%)  
Fair value repurchase agreements [2],[3] $ 9,599  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $6,560 U.S. Treasury Note, Coupon 1.75%, Maturity Date 2022 05 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 6,560  
Securities collateralized by par value [2],[3] $ 6,560  
Coupon rate on underlying collateral [2],[3] 1.75%  
Maturity date of securities [2],[3] 2022-05  
Rate [2],[3] 1.15%  
Fair value repurchase agreements [2],[3] $ 6,560  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | CILO 2016-LD1 Holdings LLC (o) Collateralized by Par Value $9,512 Exchange-Traded Debt, Coupon 5.50%, Maturity Date 2022 07 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount $ 5,707 [2],[3],[8] 6,166 [4],[5],[9]
Securities collateralized by par value $ 9,512 [2],[3],[8] $ 9,512 [4],[5],[9]
Coupon rate on underlying collateral 5.50% [2],[3],[8] 5.50% [4],[5],[9]
Maturity date of securities 2022-07 [2],[3],[8] 2022-07 [4],[5],[9]
Rate 2.94% [2],[3],[8] 2.90% [4],[5],[9]
Fair value repurchase agreements $ 5,707 [2],[3],[8] $ 6,166 [4],[5],[9]
Investments maturity date 2017-10 [2],[3],[8] 2017-02 [4],[5],[9]
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $5,633 U.S. Treasury Note, Coupon 2.00%, Maturity Date 2026 11 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 5,534  
Securities collateralized by par value [2],[3] $ 5,633  
Coupon rate on underlying collateral [2],[3] 2.00%  
Maturity date of securities [2],[3] 2026-11  
Rate [2],[3] 1.15%  
Fair value repurchase agreements [2],[3] $ 5,534  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $4,720 Exchange-Traded Corporate Debt, Coupon 5.88%, Maturity Date 2020 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 4,921  
Securities collateralized by par value [2],[3] $ 4,720  
Coupon rate on underlying collateral [2],[3] 5.88%  
Maturity date of securities [2],[3] 2020-10  
Rate [2],[3] (2.00%)  
Fair value repurchase agreements [2],[3] $ 4,921  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $4,715 U.S. Treasury Note, Coupon 2.25%, Maturity Date 2027 08 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 4,703  
Securities collateralized by par value [2],[3] $ 4,715  
Coupon rate on underlying collateral [2],[3] 2.25%  
Maturity date of securities [2],[3] 2027-08  
Rate [2],[3] 0.78%  
Fair value repurchase agreements [2],[3] $ 4,703  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $3,516 Exchange-Traded Corporate Debt, Coupon 4.88%, Maturity Date 2022 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 3,445  
Securities collateralized by par value [2],[3] $ 3,516  
Coupon rate on underlying collateral [2],[3] 4.88%  
Maturity date of securities [2],[3] 2022-04  
Rate [2],[3] (2.75%)  
Fair value repurchase agreements [2],[3] $ 3,445  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $3,250 Exchange-Traded Corporate Debt, Coupon 2.90%, Maturity Date 2022 01 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 3,388  
Securities collateralized by par value [2],[3] $ 3,250  
Coupon rate on underlying collateral [2],[3] 2.90%  
Maturity date of securities [2],[3] 2022-01  
Rate [2],[3] 0.80%  
Fair value repurchase agreements [2],[3] $ 3,388  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $3,425 Exchange-Traded Corporate Debt, Coupon 10.50%, Maturity Date 2022 09 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 2,903  
Securities collateralized by par value [2],[3] $ 3,425  
Coupon rate on underlying collateral [2],[3] 10.50%  
Maturity date of securities [2],[3] 2022-09  
Rate [2],[3] 0.80%  
Fair value repurchase agreements [2],[3] $ 2,903  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $2,700 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2022 12 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 2,889  
Securities collateralized by par value [2],[3] $ 2,700  
Coupon rate on underlying collateral [2],[3] 8.00%  
Maturity date of securities [2],[3] 2022-12  
Rate [2],[3] 0.50%  
Fair value repurchase agreements [2],[3] $ 2,889  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $2,480 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2021 03 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 2,629  
Securities collateralized by par value [2],[3] $ 2,480  
Coupon rate on underlying collateral [2],[3] 6.25%  
Maturity date of securities [2],[3] 2021-03  
Rate [2],[3] (0.65%)  
Fair value repurchase agreements [2],[3] $ 2,629  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $2,480 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2025 01 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 2,598  
Securities collateralized by par value [2],[3] $ 2,480  
Coupon rate on underlying collateral [2],[3] 8.00%  
Maturity date of securities [2],[3] 2025-01  
Rate [2],[3] (5.75%)  
Fair value repurchase agreements [2],[3] $ 2,598  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $2,120 Exchange-Traded Corporate Debt, Coupon 3.50%, Maturity Date 2024 07 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 2,237  
Securities collateralized by par value [2],[3] $ 2,120  
Coupon rate on underlying collateral [2],[3] 3.50%  
Maturity date of securities [2],[3] 2024-07  
Rate [2],[3] 0.80%  
Fair value repurchase agreements [2],[3] $ 2,237  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $2,495 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2021 09 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 2,086  
Securities collateralized by par value [2],[3] $ 2,495  
Coupon rate on underlying collateral [2],[3] 6.25%  
Maturity date of securities [2],[3] 2021-09  
Rate [2],[3] (1.25%)  
Fair value repurchase agreements [2],[3] $ 2,086  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,680 Exchange-Traded Corporate Debt, Coupon 5.13%, Maturity Date 2024 09 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,808  
Securities collateralized by par value [2],[3] $ 1,680  
Coupon rate on underlying collateral [2],[3] 5.13%  
Maturity date of securities [2],[3] 2024-09  
Rate [2],[3] 0.50%  
Fair value repurchase agreements [2],[3] $ 1,808  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,680 Exchange-Traded Corporate Debt, Coupon 5.00%, Maturity Date 2026 05 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,785  
Securities collateralized by par value [2],[3] $ 1,680  
Coupon rate on underlying collateral [2],[3] 5.00%  
Maturity date of securities [2],[3] 2026-05  
Rate [2],[3] 0.80%  
Fair value repurchase agreements [2],[3] $ 1,785  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $1,844 Exchange-Traded Corporate Debt, Coupon 4.88%, Maturity Date 2022 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,761  
Securities collateralized by par value [2],[3] $ 1,844  
Coupon rate on underlying collateral [2],[3] 4.88%  
Maturity date of securities [2],[3] 2022-04  
Rate [2],[3] (3.50%)  
Fair value repurchase agreements [2],[3] $ 1,761  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $1,645 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2027 06 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,760  
Securities collateralized by par value [2],[3] $ 1,645  
Coupon rate on underlying collateral [2],[3] 8.00%  
Maturity date of securities [2],[3] 2027-06  
Rate [2],[3] (4.25%)  
Fair value repurchase agreements [2],[3] $ 1,760  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,710 Exchange-Traded Corporate Debt, Coupon 3.75%, Maturity Date 2023 02 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,748  
Securities collateralized by par value [2],[3] $ 1,710  
Coupon rate on underlying collateral [2],[3] 3.75%  
Maturity date of securities [2],[3] 2023-02  
Rate [2],[3] 0.20%  
Fair value repurchase agreements [2],[3] $ 1,748  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $1,960 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2021 09 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,624  
Securities collateralized by par value [2],[3] $ 1,960  
Coupon rate on underlying collateral [2],[3] 6.25%  
Maturity date of securities [2],[3] 2021-09  
Rate [2],[3] (1.00%)  
Fair value repurchase agreements [2],[3] $ 1,624  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $1,490 Exchange-Traded Corporate Debt, Coupon 5.80%, Maturity Date 2022 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,463  
Securities collateralized by par value [2],[3] $ 1,490  
Coupon rate on underlying collateral [2],[3] 5.80%  
Maturity date of securities [2],[3] 2022-10  
Rate [2],[3] (2.00%)  
Fair value repurchase agreements [2],[3] $ 1,463  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,685 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2021 09 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,407  
Securities collateralized by par value [2],[3] $ 1,685  
Coupon rate on underlying collateral [2],[3] 6.25%  
Maturity date of securities [2],[3] 2021-09  
Rate [2],[3] (1.15%)  
Fair value repurchase agreements [2],[3] $ 1,407  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $1,340 Exchange-Traded Corporate Debt, Coupon 3.45%, Maturity Date 2024 07 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,380  
Securities collateralized by par value [2],[3] $ 1,340  
Coupon rate on underlying collateral [2],[3] 3.45%  
Maturity date of securities [2],[3] 2024-07  
Rate [2],[3] 0.75%  
Fair value repurchase agreements [2],[3] $ 1,380  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $1,210 Exchange-Traded Corporate Debt, Coupon 6.75%, Maturity Date 2019 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,278  
Securities collateralized by par value [2],[3] $ 1,210  
Coupon rate on underlying collateral [2],[3] 6.75%  
Maturity date of securities [2],[3] 2019-04  
Rate [2],[3] (2.75%)  
Fair value repurchase agreements [2],[3] $ 1,278  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,220 Exchange-Traded Corporate Debt, Coupon 3.25%, Maturity Date 2022 05 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,247  
Securities collateralized by par value [2],[3] $ 1,220  
Coupon rate on underlying collateral [2],[3] 3.25%  
Maturity date of securities [2],[3] 2022-05  
Rate [2],[3] 0.70%  
Fair value repurchase agreements [2],[3] $ 1,247  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $1,070 Exchange-Traded Corporate Debt, Coupon 6.38%, Maturity Date 2023 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,175  
Securities collateralized by par value [2],[3] $ 1,070  
Coupon rate on underlying collateral [2],[3] 6.38%  
Maturity date of securities [2],[3] 2023-10  
Rate [2],[3] 0.85%  
Fair value repurchase agreements [2],[3] $ 1,175  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $1,050 Exchange-Traded Corporate Debt, Coupon 6.38%, Maturity Date 2023 12 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,156  
Securities collateralized by par value [2],[3] $ 1,050  
Coupon rate on underlying collateral [2],[3] 6.38%  
Maturity date of securities [2],[3] 2023-12  
Rate [2],[3] 0.75%  
Fair value repurchase agreements [2],[3] $ 1,156  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,130 Exchange-Traded Corporate Debt, Coupon 6.75%, Maturity Date 2019 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,144  
Securities collateralized by par value [2],[3] $ 1,130  
Coupon rate on underlying collateral [2],[3] 6.75%  
Maturity date of securities [2],[3] 2019-04  
Rate [2],[3] (2.50%)  
Fair value repurchase agreements [2],[3] $ 1,144  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $990 Exchange-Traded Corporate Debt, Coupon 6.63%, Maturity Date 2022 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,095  
Securities collateralized by par value [2],[3] $ 990  
Coupon rate on underlying collateral [2],[3] 6.63%  
Maturity date of securities [2],[3] 2022-10  
Rate [2],[3] (3.75%)  
Fair value repurchase agreements [2],[3] $ 1,095  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $990 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2022 12 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,072  
Securities collateralized by par value [2],[3] $ 990  
Coupon rate on underlying collateral [2],[3] 8.00%  
Maturity date of securities [2],[3] 2022-12  
Rate [2],[3] 0.25%  
Fair value repurchase agreements [2],[3] $ 1,072  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $980 Exchange-Traded Corporate Debt, Coupon 3.50%, Maturity Date 2024 07 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,049  
Securities collateralized by par value [2],[3] $ 980  
Coupon rate on underlying collateral [2],[3] 3.50%  
Maturity date of securities [2],[3] 2024-07  
Rate [2],[3] 0.75%  
Fair value repurchase agreements [2],[3] $ 1,049  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Deutsche Bank Securities Collateralized by Par Value $1,020 Exchange-Traded Corporate Debt, Coupon 7.38%, Maturity Date 2021 01 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 978  
Securities collateralized by par value [2],[3] $ 1,020  
Coupon rate on underlying collateral [2],[3] 7.38%  
Maturity date of securities [2],[3] 2021-01  
Rate [2],[3] (4.50%)  
Fair value repurchase agreements [2],[3] $ 978  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $1,000 Exchange-Traded Corporate Debt, Coupon 5.50%, Maturity Date 2024 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 935  
Securities collateralized by par value [2],[3] $ 1,000  
Coupon rate on underlying collateral [2],[3] 5.50%  
Maturity date of securities [2],[3] 2024-10  
Rate [2],[3] (4.75%)  
Fair value repurchase agreements [2],[3] $ 935  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $970 Exchange-Traded Corporate Debt, Coupon 5.50%, Maturity Date 2024 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 902  
Securities collateralized by par value [2],[3] $ 970  
Coupon rate on underlying collateral [2],[3] 5.50%  
Maturity date of securities [2],[3] 2024-10  
Rate [2],[3] (5.00%)  
Fair value repurchase agreements [2],[3] $ 902  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $910 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2027 06 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 894  
Securities collateralized by par value [2],[3] $ 910  
Coupon rate on underlying collateral [2],[3] 8.00%  
Maturity date of securities [2],[3] 2027-06  
Rate [2],[3] (4.00%)  
Fair value repurchase agreements [2],[3] $ 894  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $812 Exchange-Traded Corporate Debt, Coupon 6.88%, Maturity Date 2023 05 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 879  
Securities collateralized by par value [2],[3] $ 812  
Coupon rate on underlying collateral [2],[3] 6.88%  
Maturity date of securities [2],[3] 2023-05  
Rate [2],[3] 0.80%  
Fair value repurchase agreements [2],[3] $ 879  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $820 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2027 06 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 872  
Securities collateralized by par value [2],[3] $ 820  
Coupon rate on underlying collateral [2],[3] 8.00%  
Maturity date of securities [2],[3] 2027-06  
Rate [2],[3] (5.50%)  
Fair value repurchase agreements [2],[3] $ 872  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $790 Exchange-Traded Corporate Debt, Coupon 5.88%, Maturity Date 2024 11 [Membe    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 853  
Securities collateralized by par value [2],[3] $ 790  
Coupon rate on underlying collateral [2],[3] 5.88%  
Maturity date of securities [2],[3] 2024-11  
Rate [2],[3] 0.80%  
Fair value repurchase agreements [2],[3] $ 853  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $960 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2022 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 818  
Securities collateralized by par value [2],[3] $ 960  
Coupon rate on underlying collateral [2],[3] 6.25%  
Maturity date of securities [2],[3] 2022-10  
Rate [2],[3] (6.38%)  
Fair value repurchase agreements [2],[3] $ 818  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $700 Exchange-Traded Corporate Debt, Coupon 5.25%, Maturity Date 2022 03 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 733  
Securities collateralized by par value [2],[3] $ 700  
Coupon rate on underlying collateral [2],[3] 5.25%  
Maturity date of securities [2],[3] 2022-03  
Rate [2],[3] 0.70%  
Fair value repurchase agreements [2],[3] $ 733  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $570 Exchange-Traded Corporate Debt, Coupon 3.75%, Maturity Date 2023 02 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 583  
Securities collateralized by par value [2],[3] $ 570  
Coupon rate on underlying collateral [2],[3] 3.75%  
Maturity date of securities [2],[3] 2023-02  
Rate [2],[3] 0.30%  
Fair value repurchase agreements [2],[3] $ 583  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $500 Exchange-Traded Corporate Debt, Coupon 5.75%, Maturity Date 2022 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 523  
Securities collateralized by par value [2],[3] $ 500  
Coupon rate on underlying collateral [2],[3] 5.75%  
Maturity date of securities [2],[3] 2022-10  
Rate [2],[3] 0.80%  
Fair value repurchase agreements [2],[3] $ 523  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $460 Exchange-Traded Corporate Debt, Coupon 5.88%, Maturity Date 2022 07 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 507  
Securities collateralized by par value [2],[3] $ 460  
Coupon rate on underlying collateral [2],[3] 5.88%  
Maturity date of securities [2],[3] 2022-07  
Rate [2],[3] 0.80%  
Fair value repurchase agreements [2],[3] $ 507  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $620 Exchange-Traded Corporate Debt, Coupon 5.50%, Maturity Date 2024 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 504  
Securities collateralized by par value [2],[3] $ 620  
Coupon rate on underlying collateral [2],[3] 5.50%  
Maturity date of securities [2],[3] 2024-10  
Rate [2],[3] (5.25%)  
Fair value repurchase agreements [2],[3] $ 504  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $500 Exchange-Traded Corporate Debt, Coupon 5.25%, Maturity Date 2023 12 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 489  
Securities collateralized by par value [2],[3] $ 500  
Coupon rate on underlying collateral [2],[3] 5.25%  
Maturity date of securities [2],[3] 2023-12  
Rate [2],[3] 0.00%  
Fair value repurchase agreements [2],[3] $ 489  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | CS First Boston Collateralized by Par Value $464 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2022 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 456  
Securities collateralized by par value [2],[3] $ 464  
Coupon rate on underlying collateral [2],[3] 6.25%  
Maturity date of securities [2],[3] 2022-10  
Rate [2],[3] (7.00%)  
Fair value repurchase agreements [2],[3] $ 456  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $230 Exchange-Traded Corporate Debt, Coupon 6.00%, Maturity Date 2023 03 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 249  
Securities collateralized by par value [2],[3] $ 230  
Coupon rate on underlying collateral [2],[3] 6.00%  
Maturity date of securities [2],[3] 2023-03  
Rate [2],[3] 0.85%  
Fair value repurchase agreements [2],[3] $ 249  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $281 U.S. Treasury Bond, Coupon 2.25%, Maturity Date 2046 08 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 248  
Securities collateralized by par value [2],[3] $ 281  
Coupon rate on underlying collateral [2],[3] 2.25%  
Maturity date of securities [2],[3] 2046-08  
Rate [2],[3] 1.15%  
Fair value repurchase agreements [2],[3] $ 248  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $250 Exchange-Traded Corporate Debt, Coupon 4.50%, Maturity Date 2022 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 243  
Securities collateralized by par value [2],[3] $ 250  
Coupon rate on underlying collateral [2],[3] 4.50%  
Maturity date of securities [2],[3] 2022-04  
Rate [2],[3] (1.75%)  
Fair value repurchase agreements [2],[3] $ 243  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $120 Exchange-Traded Corporate Debt, Coupon 7.38%, Maturity Date 2021 01 [Member    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 124  
Securities collateralized by par value [2],[3] $ 120  
Coupon rate on underlying collateral [2],[3] 7.38%  
Maturity date of securities [2],[3] 2021-01  
Rate [2],[3] (5.25%)  
Fair value repurchase agreements [2],[3] $ 124  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $70 Exchange-Traded Corporate Debt, Coupon 3.45%, Maturity Date 2024 07 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 70  
Securities collateralized by par value [2],[3] $ 70  
Coupon rate on underlying collateral [2],[3] 3.45%  
Maturity date of securities [2],[3] 2024-07  
Rate [2],[3] 0.50%  
Fair value repurchase agreements [2],[3] $ 70  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $40 Exchange-Traded Corporate Debt, Coupon 5.75%, Maturity Date 2023 03 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 44  
Securities collateralized by par value [2],[3] $ 40  
Coupon rate on underlying collateral [2],[3] 5.75%  
Maturity date of securities [2],[3] 2023-03  
Rate [2],[3] 0.85%  
Fair value repurchase agreements [2],[3] $ 44  
Investments maturity date [2],[3] 2017-10  
Repurchase Agreements [Member] | JP Morgan Securities Collateralized by Par Value $48,133 U.S. Treasury Note, Coupon 2.00 Percent, Maturity Date 2026 11    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 46,749
Securities collateralized by par value [4],[5]   $ 48,133
Coupon rate on underlying collateral [4],[5]   2.00%
Maturity date of securities [4],[5]   2026-11
Rate [4],[5]   (1.15%)
Fair value repurchase agreements [4],[5]   $ 46,749
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $14,507 Sovereign Government Bond, Coupon 0.25 Percent, Maturity Date 2018 04    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 14,900
Securities collateralized by par value [4],[5]   $ 14,507
Coupon rate on underlying collateral [4],[5]   0.25%
Maturity date of securities [4],[5]   2018-04
Rate [4],[5]   (0.89%)
Fair value repurchase agreements [4],[5]   $ 14,900
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $12,498 Sovereign Government Bond, Coupon 0.25 Percent, Maturity Date 2020 11    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 12,912
Securities collateralized by par value [4],[5]   $ 12,498
Coupon rate on underlying collateral [4],[5]   0.25%
Maturity date of securities [4],[5]   2020-11
Rate [4],[5]   (1.10%)
Fair value repurchase agreements [4],[5]   $ 12,912
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $12,160 U.S. Treasury Note, Coupon 1.50 Percent, Maturity Date 2026 08    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 11,324
Securities collateralized by par value [4],[5]   $ 12,160
Coupon rate on underlying collateral [4],[5]   1.50%
Maturity date of securities [4],[5]   2026-08
Rate [4],[5]   (0.30%)
Fair value repurchase agreements [4],[5]   $ 11,324
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $9,176 Sovereign Government Bond, Coupon 0.75 Percent, Maturity Date 2021 07    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 9,494
Securities collateralized by par value [4],[5]   $ 9,176
Coupon rate on underlying collateral [4],[5]   0.75%
Maturity date of securities [4],[5]   2021-07
Rate [4],[5]   (0.89%)
Fair value repurchase agreements [4],[5]   $ 9,494
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $8,322 Sovereign Government Bond, Coupon 2.75 Percent, Maturity Date 2019 04    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 9,165
Securities collateralized by par value [4],[5]   $ 8,322
Coupon rate on underlying collateral [4],[5]   2.75%
Maturity date of securities [4],[5]   2019-04
Rate [4],[5]   (0.80%)
Fair value repurchase agreements [4],[5]   $ 9,165
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $8,257 Sovereign Government Bond, Coupon 1.15 Percent, Maturity Date 2020 07    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 8,725
Securities collateralized by par value [4],[5]   $ 8,257
Coupon rate on underlying collateral [4],[5]   1.15%
Maturity date of securities [4],[5]   2020-07
Rate [4],[5]   (0.81%)
Fair value repurchase agreements [4],[5]   $ 8,725
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $8,257 Sovereign Government Bond, Coupon 0.65 Percent, Maturity Date 2020 11    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 8,447
Securities collateralized by par value [4],[5]   $ 8,257
Coupon rate on underlying collateral [4],[5]   0.65%
Maturity date of securities [4],[5]   2020-11
Rate [4],[5]   (0.95%)
Fair value repurchase agreements [4],[5]   $ 8,447
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Market LLC Collateralized by Par Value $6,300 Exchange-Traded Corporate Debt, Coupon 6.25 Percent, Maturity Date 2021 09    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 5,827
Securities collateralized by par value [4],[5]   $ 6,300
Coupon rate on underlying collateral [4],[5]   6.25%
Maturity date of securities [4],[5]   2021-09
Rate [4],[5]   (0.35%)
Fair value repurchase agreements [4],[5]   $ 5,827
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $4,726 U.S. Treasury Note, Coupon 1.75 Percent, Maturity Date 2021 11    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 4,691
Securities collateralized by par value [4],[5]   $ 4,726
Coupon rate on underlying collateral [4],[5]   1.75%
Maturity date of securities [4],[5]   2021-11
Rate [4],[5]   (3.00%)
Fair value repurchase agreements [4],[5]   $ 4,691
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $3,274 Exchange-Traded Corporate Debt, Coupon 6.25 Percent, Maturity Date 2022 07    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 3,274
Securities collateralized by par value [4],[5]   $ 3,274
Coupon rate on underlying collateral [4],[5]   6.25%
Maturity date of securities [4],[5]   2022-07
Rate [4],[5]   0.30%
Fair value repurchase agreements [4],[5]   $ 3,274
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $3,100 Exchange-Traded Corporate Debt, Coupon 8.00 Percent, Maturity Date 2025 01    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 3,147
Securities collateralized by par value [4],[5]   $ 3,100
Coupon rate on underlying collateral [4],[5]   8.00%
Maturity date of securities [4],[5]   2025-01
Rate [4],[5]   (1.00%)
Fair value repurchase agreements [4],[5]   $ 3,147
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $3,230 U.S. Treasury Note, Coupon 1.13 Percent, Maturity Date 2021 08    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 3,125
Securities collateralized by par value [4],[5]   $ 3,230
Coupon rate on underlying collateral [4],[5]   1.13%
Maturity date of securities [4],[5]   2021-08
Rate [4],[5]   0.10%
Fair value repurchase agreements [4],[5]   $ 3,125
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $3,050 Exchange-Traded Corporate Debt, Coupon 4.00 Percent, Maturity Date 2021 11    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 3,006
Securities collateralized by par value [4],[5]   $ 3,050
Coupon rate on underlying collateral [4],[5]   4.00%
Maturity date of securities [4],[5]   2021-11
Rate [4],[5]   (0.50%)
Fair value repurchase agreements [4],[5]   $ 3,006
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $3,032 Exchange-Traded Corporate Debt, Coupon 4.50 Percent, Maturity Date 2022 04    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 2,774
Securities collateralized by par value [4],[5]   $ 3,032
Coupon rate on underlying collateral [4],[5]   4.50%
Maturity date of securities [4],[5]   2022-04
Rate [4],[5]   (4.50%)
Fair value repurchase agreements [4],[5]   $ 2,774
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $2,532 Exchange-Traded Corporate Debt, Coupon 4.00 Percent, Maturity Date 2021 11    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 2,534
Securities collateralized by par value [4],[5]   $ 2,532
Coupon rate on underlying collateral [4],[5]   4.00%
Maturity date of securities [4],[5]   2021-11
Rate [4],[5]   (0.50%)
Fair value repurchase agreements [4],[5]   $ 2,534
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $2,090 Exchange-Traded Corporate Debt, Coupon 6.25 Percent, Maturity Date 2022 10    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 2,232
Securities collateralized by par value [4],[5]   $ 2,090
Coupon rate on underlying collateral [4],[5]   6.25%
Maturity date of securities [4],[5]   2022-10
Rate [4],[5]   (2.50%)
Fair value repurchase agreements [4],[5]   $ 2,232
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $1,968 U.S. Treasury Note, Coupon 1.13 Percent, Maturity Date 2021 09    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,899
Securities collateralized by par value [4],[5]   $ 1,968
Coupon rate on underlying collateral [4],[5]   1.13%
Maturity date of securities [4],[5]   2021-09
Rate [4],[5]   0.10%
Fair value repurchase agreements [4],[5]   $ 1,899
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $1,864 Exchange-Traded Corporate Debt, Coupon 4.88 Percent, Maturity Date 2022 04    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,777
Securities collateralized by par value [4],[5]   $ 1,864
Coupon rate on underlying collateral [4],[5]   4.88%
Maturity date of securities [4],[5]   2022-04
Rate [4],[5]   (2.25%)
Fair value repurchase agreements [4],[5]   $ 1,777
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,550 Exchange-Traded Corporate Debt, Coupon 8.00 Percent, Maturity Date 2025 01    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,573
Securities collateralized by par value [4],[5]   $ 1,550
Coupon rate on underlying collateral [4],[5]   8.00%
Maturity date of securities [4],[5]   2025-01
Rate [4],[5]   (1.50%)
Fair value repurchase agreements [4],[5]   $ 1,573
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $1,556 Exchange-Traded Corporate Debt, Coupon 4.88 Percent, Maturity Date 2022 04    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,503
Securities collateralized by par value [4],[5]   $ 1,556
Coupon rate on underlying collateral [4],[5]   4.88%
Maturity date of securities [4],[5]   2022-04
Rate [4],[5]   (2.50%)
Fair value repurchase agreements [4],[5]   $ 1,503
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,560 Exchange-Traded Corporate Debt, Coupon 3.88 Percent, Maturity Date 2023 03    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,435
Securities collateralized by par value [4],[5]   $ 1,560
Coupon rate on underlying collateral [4],[5]   3.88%
Maturity date of securities [4],[5]   2023-03
Rate [4],[5]   0.30%
Fair value repurchase agreements [4],[5]   $ 1,435
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $1,240 Exchange-Traded Corporate Debt, Coupon 9.25 Percent, Maturity Date 2021 07    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,369
Securities collateralized by par value [4],[5]   $ 1,240
Coupon rate on underlying collateral [4],[5]   9.25%
Maturity date of securities [4],[5]   2021-07
Rate [4],[5]   0.35%
Fair value repurchase agreements [4],[5]   $ 1,369
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $1,305 U.S. Treasury Note, Coupon 1.38 Percent, Maturity Date 2021 04    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,281
Securities collateralized by par value [4],[5]   $ 1,305
Coupon rate on underlying collateral [4],[5]   1.38%
Maturity date of securities [4],[5]   2021-04
Rate [4],[5]   0.25%
Fair value repurchase agreements [4],[5]   $ 1,281
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,190 Exchange-Traded Corporate Debt, Coupon 3.88 Percent, Maturity Date 2022 01    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,214
Securities collateralized by par value [4],[5]   $ 1,190
Coupon rate on underlying collateral [4],[5]   3.88%
Maturity date of securities [4],[5]   2022-01
Rate [4],[5]   0.25%
Fair value repurchase agreements [4],[5]   $ 1,214
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,300 Exchange-Traded Corporate Debt, Coupon 5.50 Percent, Maturity Date 2024 10    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,147
Securities collateralized by par value [4],[5]   $ 1,300
Coupon rate on underlying collateral [4],[5]   5.50%
Maturity date of securities [4],[5]   2024-10
Rate [4],[5]   (1.75%)
Fair value repurchase agreements [4],[5]   $ 1,147
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,130 Exchange-Traded Corporate Debt, Coupon 4.13 Percent, Maturity Date 2022 02    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,119
Securities collateralized by par value [4],[5]   $ 1,130
Coupon rate on underlying collateral [4],[5]   4.13%
Maturity date of securities [4],[5]   2022-02
Rate [4],[5]   0.30%
Fair value repurchase agreements [4],[5]   $ 1,119
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $1,008 Exchange-Traded Corporate Debt, Coupon 4.00 Percent, Maturity Date 2021 11    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 975
Securities collateralized by par value [4],[5]   $ 1,008
Coupon rate on underlying collateral [4],[5]   4.00%
Maturity date of securities [4],[5]   2021-11
Rate [4],[5]   (0.65%)
Fair value repurchase agreements [4],[5]   $ 975
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $850 Exchange-Traded Corporate Debt, Coupon 3.88 Percent, Maturity Date 2022 01    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 909
Securities collateralized by par value [4],[5]   $ 850
Coupon rate on underlying collateral [4],[5]   3.88%
Maturity date of securities [4],[5]   2022-01
Rate [4],[5]   0.35%
Fair value repurchase agreements [4],[5]   $ 909
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $840 Exchange-Traded Corporate Debt, Coupon 4.00 Percent, Maturity Date 2021 11    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 817
Securities collateralized by par value [4],[5]   $ 840
Coupon rate on underlying collateral [4],[5]   4.00%
Maturity date of securities [4],[5]   2021-11
Rate [4],[5]   (0.50%)
Fair value repurchase agreements [4],[5]   $ 817
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $780 Exchange-Traded Corporate Debt, Coupon 6.25 Percent, Maturity Date 2022 10    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 795
Securities collateralized by par value [4],[5]   $ 780
Coupon rate on underlying collateral [4],[5]   6.25%
Maturity date of securities [4],[5]   2022-10
Rate [4],[5]   (2.50%)
Fair value repurchase agreements [4],[5]   $ 795
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $800 U.S. Treasury Note, Coupon 1.25 Percent, Maturity Date 2021 10    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 780
Securities collateralized by par value [4],[5]   $ 800
Coupon rate on underlying collateral [4],[5]   1.25%
Maturity date of securities [4],[5]   2021-10
Rate [4],[5]   (2.80%)
Fair value repurchase agreements [4],[5]   $ 780
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $819 Exchange-Traded Corporate Debt, Coupon 4.50 Percent, Maturity Date 2022 04    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 760
Securities collateralized by par value [4],[5]   $ 819
Coupon rate on underlying collateral [4],[5]   4.50%
Maturity date of securities [4],[5]   2022-04
Rate [4],[5]   (4.75%)
Fair value repurchase agreements [4],[5]   $ 760
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $650 Exchange-Traded Corporate Debt, Coupon 5.25 Percent, Maturity Date 2022 09    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 674
Securities collateralized by par value [4],[5]   $ 650
Coupon rate on underlying collateral [4],[5]   5.25%
Maturity date of securities [4],[5]   2022-09
Rate [4],[5]   0.30%
Fair value repurchase agreements [4],[5]   $ 674
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $620 Exchange-Traded Corporate Debt, Coupon 6.38 Percent, Maturity Date 2026 04    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 673
Securities collateralized by par value [4],[5]   $ 620
Coupon rate on underlying collateral [4],[5]   6.38%
Maturity date of securities [4],[5]   2026-04
Rate [4],[5]   0.30%
Fair value repurchase agreements [4],[5]   $ 673
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $620 Exchange-Traded Corporate Debt, Coupon 6.88 Percent, Maturity Date 2023 05    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 671
Securities collateralized by par value [4],[5]   $ 620
Coupon rate on underlying collateral [4],[5]   6.88%
Maturity date of securities [4],[5]   2023-05
Rate [4],[5]   0.30%
Fair value repurchase agreements [4],[5]   $ 671
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities Collateralized by Par Value $620 Exchange-Traded Corporate Debt, Coupon 5.50 Percent, Maturity Date 2024 10    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 587
Securities collateralized by par value [4],[5]   $ 620
Coupon rate on underlying collateral [4],[5]   5.50%
Maturity date of securities [4],[5]   2024-10
Rate [4],[5]   (1.50%)
Fair value repurchase agreements [4],[5]   $ 587
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $570 Exchange-Traded Corporate Debt, Coupon 4.00 Percent, Maturity Date 2021 11    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 566
Securities collateralized by par value [4],[5]   $ 570
Coupon rate on underlying collateral [4],[5]   4.00%
Maturity date of securities [4],[5]   2021-11
Rate [4],[5]   (0.35%)
Fair value repurchase agreements [4],[5]   $ 566
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $550 Exchange-Traded Corporate Debt, Coupon 2.40 Percent, Maturity Date 2022 12    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 562
Securities collateralized by par value [4],[5]   $ 550
Coupon rate on underlying collateral [4],[5]   2.40%
Maturity date of securities [4],[5]   2022-12
Rate [4],[5]   (0.10%)
Fair value repurchase agreements [4],[5]   $ 562
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $560 Exchange-Traded Corporate Debt, Coupon 4.00 Percent, Maturity Date 2021 11    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 545
Securities collateralized by par value [4],[5]   $ 560
Coupon rate on underlying collateral [4],[5]   4.00%
Maturity date of securities [4],[5]   2021-11
Rate [4],[5]   (0.38%)
Fair value repurchase agreements [4],[5]   $ 545
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $560 Exchange-Traded Corporate Debt, Coupon 6.25 Percent, Maturity Date 2021 09    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 543
Securities collateralized by par value [4],[5]   $ 560
Coupon rate on underlying collateral [4],[5]   6.25%
Maturity date of securities [4],[5]   2021-09
Rate [4],[5]   (0.35%)
Fair value repurchase agreements [4],[5]   $ 543
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $549 U.S. Treasury Note, Coupon 1.13 Percent, Maturity Date 2021 07    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 533
Securities collateralized by par value [4],[5]   $ 549
Coupon rate on underlying collateral [4],[5]   1.13%
Maturity date of securities [4],[5]   2021-07
Rate [4],[5]   0.60%
Fair value repurchase agreements [4],[5]   $ 533
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $500 Exchange-Traded Corporate Debt, Coupon 5.75 Percent, Maturity Date 2022 10    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 520
Securities collateralized by par value [4],[5]   $ 500
Coupon rate on underlying collateral [4],[5]   5.75%
Maturity date of securities [4],[5]   2022-10
Rate [4],[5]   0.30%
Fair value repurchase agreements [4],[5]   $ 520
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $430 Exchange-Traded Corporate Debt, Coupon 5.13 Percent, Maturity Date 2021 10    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 449
Securities collateralized by par value [4],[5]   $ 430
Coupon rate on underlying collateral [4],[5]   5.13%
Maturity date of securities [4],[5]   2021-10
Rate [4],[5]   0.30%
Fair value repurchase agreements [4],[5]   $ 449
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $360 Exchange-Traded Corporate Debt, Coupon 5.13 Percent, Maturity Date 2023 11    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 373
Securities collateralized by par value [4],[5]   $ 360
Coupon rate on underlying collateral [4],[5]   5.13%
Maturity date of securities [4],[5]   2023-11
Rate [4],[5]   0.30%
Fair value repurchase agreements [4],[5]   $ 373
Investments maturity date [4],[5]   2017-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $270 Exchange-Traded Corporate Debt, Coupon 7.75 Percent, Maturity Date 2021 06    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 278
Securities collateralized by par value [4],[5]   $ 270
Coupon rate on underlying collateral [4],[5]   7.75%
Maturity date of securities [4],[5]   2021-06
Rate [4],[5]   (7.00%)
Fair value repurchase agreements [4],[5]   $ 278
Investments maturity date [4],[5]   2017-01
[1] In the Company's Consolidated Statement of Assets, Liabilities, and Equity, all balances associated with repurchase agreements, reverse repurchase agreements, and financial derivatives are presented on a gross basis.
[2] In general, securities received pursuant to repurchase agreements were delivered to counterparties in short sale transactions.
[3] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.
[4] In general, securities received pursuant to repurchase agreements were delivered to counterparties in short sale transactions.
[5] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.
[6] Classification percentages are based on Total Equity.
[7] Classification percentages are based on Total Equity.
[8] Repurchase agreement is between the Company and CILO 2016-LD1 Holdings LLC, an entity in which the Company has a beneficial interest and is co-owned by an affiliate of Ellington Management Group, L.L.C. CILO 2016-LD1 Holdings LLC owns subordinated notes issued by, as well as trust certificates representing ownership of, a securitization trust. See Note 7 to the Notes to Consolidated Financial Statements.
[9] Repurchase agreement is between the Company and CILO 2016-LD1 Holdings LLC, an entity in which the Company has a beneficial interest and is co-owned by an affiliate of Ellington Management Group, L.L.C. CILO 2016-LD1 Holdings LLC owns subordinated notes issued by, as well as trust certificates representing ownership of, a securitization trust. See Note 7 to the Notes to Consolidated Financial Statements.