v3.10.0.1
Consolidated Condensed Schedule Of Investments (Repurchase Agreements) - USD ($)
$ in Thousands
 6 Months Ended 12 Months Ended
Jun. 30, 2018
Dec. 31, 2017
Schedule of Investments [Line Items]    
Fair value repurchase agreements [1] $ 214,411 $ 155,949
Repurchase agreements, cost 214,346 155,109
Repurchase Agreements [Member]    
Schedule of Investments [Line Items]    
Fair value repurchase agreements $ 214,411 [2],[3] $ 155,949 [4],[5]
Investment owned as a percentage of equity 34.96% [2],[3],[6] 25.11% [4],[5],[7]
Repurchase agreements, cost $ 214,346 [2],[3] $ 155,109 [4],[5]
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $111,830 U.S. Treasury Note, Coupon 2.75% Maturity Date 2023 05 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] 112,808  
Securities collateralized by par value [2],[3] $ 111,830  
Coupon rate on underlying collateral [2],[3] 2.75%  
Maturity date of securities [2],[3] 2023-05  
Rate [2],[3] 2.08%  
Fair value repurchase agreements [2],[3] $ 112,808  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $15,300 U.S. Treasury Note, Coupon 2.63% Maturity Date 2021 06 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 15,396  
Securities collateralized by par value [2],[3] $ 15,300  
Coupon rate on underlying collateral [2],[3] 2.63%  
Maturity date of securities [2],[3] 2021-06  
Rate [2],[3] 2.15%  
Fair value repurchase agreements [2],[3] $ 15,396  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $13,607 U.S. Treasury Note, Coupon 2.88% Maturity Date 2028 05 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 13,847  
Securities collateralized by par value [2],[3] $ 13,607  
Coupon rate on underlying collateral [2],[3] 2.88%  
Maturity date of securities [2],[3] 2028-05  
Rate [2],[3] 1.92%  
Fair value repurchase agreements [2],[3] $ 13,847  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $13,025 U.S. Treasury Note, Coupon 2.88% Maturity Date 2028 05 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 13,239  
Securities collateralized by par value [2],[3] $ 13,025  
Coupon rate on underlying collateral [2],[3] 2.88%  
Maturity date of securities [2],[3] 2028-05  
Rate [2],[3] 1.98%  
Fair value repurchase agreements [2],[3] $ 13,239  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $10,158 Sovereign Government Bond, Coupon 0.75% Maturity Date 2021 07 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 10,595  
Securities collateralized by par value [2],[3] $ 10,158  
Coupon rate on underlying collateral [2],[3] 0.75%  
Maturity date of securities [2],[3] 2021-07  
Rate [2],[3] (0.55%)  
Fair value repurchase agreements [2],[3] $ 10,595  
Investments maturity date [2],[3] 2018-12  
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $10,200 U.S. Treasury Note, Coupon 2.88% Maturity Date 2025 05 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 10,264  
Securities collateralized by par value [2],[3] $ 10,200  
Coupon rate on underlying collateral [2],[3] 2.88%  
Maturity date of securities [2],[3] 2025-05  
Rate [2],[3] 2.10%  
Fair value repurchase agreements [2],[3] $ 10,264  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $9,212 Sovereign Government Bond, Coupon 2.75% Maturity Date 2019 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 9,587  
Securities collateralized by par value [2],[3] $ 9,212  
Coupon rate on underlying collateral [2],[3] 2.75%  
Maturity date of securities [2],[3] 2019-04  
Rate [2],[3] (0.55%)  
Fair value repurchase agreements [2],[3] $ 9,587  
Investments maturity date [2],[3] 2018-12  
Repurchase Agreements [Member] | CILO 2016-LD1 Holdings LLC Collateralized by Par Value $9,511 Exchange-Traded Debt, Coupon 5.50%, Maturity Date 2022 07 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3],[8] $ 5,667  
Securities collateralized by par value [2],[3],[8] $ 9,511  
Coupon rate on underlying collateral [2],[3],[8] 5.50%  
Maturity date of securities [2],[3],[8] 2022-07  
Rate [2],[3],[8] 3.92%  
Fair value repurchase agreements [2],[3],[8] $ 5,667  
Investments maturity date [2],[3],[8] 2018-09  
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $3,094 U.S. Treasury Note, Coupon 2.75% Maturity Date 2028 02 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 3,098  
Securities collateralized by par value [2],[3] $ 3,094  
Coupon rate on underlying collateral [2],[3] 2.75%  
Maturity date of securities [2],[3] 2028-02  
Rate [2],[3] 2.15%  
Fair value repurchase agreements [2],[3] $ 3,098  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | CS First Boston Collateralized by Par Value $2,845 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2027 06 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 2,834  
Securities collateralized by par value [2],[3] $ 2,845  
Coupon rate on underlying collateral [2],[3] 8.00%  
Maturity date of securities [2],[3] 2027-06  
Rate [2],[3] (2.00%)  
Fair value repurchase agreements [2],[3] $ 2,834  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $2,495 Exchange-Traded Corporate Debt, Coupon 5.63% Maturity Date 2023 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 2,703  
Securities collateralized by par value [2],[3] $ 2,495  
Coupon rate on underlying collateral [2],[3] 5.63%  
Maturity date of securities [2],[3] 2023-10  
Rate [2],[3] 0.25%  
Fair value repurchase agreements [2],[3] $ 2,703  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $2,101 U.S. Treasury Note, Coupon 2.75% Maturity Date 2023 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 2,111  
Securities collateralized by par value [2],[3] $ 2,101  
Coupon rate on underlying collateral [2],[3] 2.75%  
Maturity date of securities [2],[3] 2023-04  
Rate [2],[3] 2.10%  
Fair value repurchase agreements [2],[3] $ 2,111  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $1,850 Exchange-Traded Corporate Debt, Coupon 7.50% Maturity Date 2024 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 2,029  
Securities collateralized by par value [2],[3] $ 1,850  
Coupon rate on underlying collateral [2],[3] 7.50%  
Maturity date of securities [2],[3] 2024-04  
Rate [2],[3] (1.15%)  
Fair value repurchase agreements [2],[3] $ 2,029  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,985 Exchange-Traded Corporate Debt, Coupon 5.13% Maturity Date 2023 11 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 2,020  
Securities collateralized by par value [2],[3] $ 1,985  
Coupon rate on underlying collateral [2],[3] 5.13%  
Maturity date of securities [2],[3] 2023-11  
Rate [2],[3] 1.35%  
Fair value repurchase agreements [2],[3] $ 2,020  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $1,045 Exchange-Traded Corporate Debt, Coupon 5.88% Maturity Date 2020 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,067  
Securities collateralized by par value [2],[3] $ 1,045  
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] $ 1,067  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $1,050 U.S. Treasury Bond, Coupon 3.00% Maturity Date 2048 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 1,066  
Securities collateralized by par value [2],[3] $ 1,050  
Coupon rate on underlying collateral [2],[3] 3.00%  
Maturity date of securities [2],[3] 2048-02  
Rate [2],[3] 1.75%  
Fair value repurchase agreements [2],[3] $ 1,066  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $968 U.S. Treasury Note, Coupon 1.88% Maturity Date 2019 12 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 968  
Securities collateralized by par value [2],[3] $ 968  
Coupon rate on underlying collateral [2],[3] 1.88%  
Maturity date of securities [2],[3] 2019-12  
Rate [2],[3] 2.15%  
Fair value repurchase agreements [2],[3] $ 968  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $745 Exchange-Traded Corporate Debt, Coupon 5.13% Maturity Date 2024 09 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 773  
Securities collateralized by par value [2],[3] $ 745  
Coupon rate on underlying collateral [2],[3] 5.13%  
Maturity date of securities [2],[3] 2024-09  
Rate [2],[3] 1.45%  
Fair value repurchase agreements [2],[3] $ 773  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $710 Exchange-Traded Corporate Debt, Coupon 4.50% Maturity Date 2022 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 615  
Securities collateralized by par value [2],[3] $ 710  
Coupon rate on underlying collateral [2],[3] 4.50%  
Maturity date of securities [2],[3] 2022-04  
Rate [2],[3] (2.00%)  
Fair value repurchase agreements [2],[3] $ 615  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $545 Exchange-Traded Corporate Debt, Coupon 8.25% Maturity Date 2023 06 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 542  
Securities collateralized by par value [2],[3] $ 545  
Coupon rate on underlying collateral [2],[3] 8.25%  
Maturity date of securities [2],[3] 2023-06  
Rate [2],[3] 1.15%  
Fair value repurchase agreements [2],[3] $ 542  
Investments maturity date [2],[3] 2018-07  
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 $ 519 [2],[3] 523 [4],[5]
Securities collateralized by par value $ 500 [2],[3] $ 500 [4],[5]
Coupon rate on underlying collateral 5.75% [2],[3] 5.75% [4],[5]
Maturity date of securities 2022-10 [2],[3] 2022-10 [4],[5]
Rate 1.55% [2],[3] 1.05% [4],[5]
Fair value repurchase agreements $ 519 [2],[3] $ 523 [4],[5]
Investments maturity date 2018-07 [2],[3] 2018-01 [4],[5]
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $545 Exchange-Traded Corporate Debt, Coupon 10.50% Maturity Date 2022 09 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 503  
Securities collateralized by par value [2],[3] $ 545  
Coupon rate on underlying collateral [2],[3] 10.50%  
Maturity date of securities [2],[3] 2022-09  
Rate [2],[3] (0.50%)  
Fair value repurchase agreements [2],[3] $ 503  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $470 Exchange-Traded Corporate Debt, Coupon 4.50% Maturity Date 2024 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 461  
Securities collateralized by par value [2],[3] $ 470  
Coupon rate on underlying collateral [2],[3] 4.50%  
Maturity date of securities [2],[3] 2024-04  
Rate [2],[3] 1.55%  
Fair value repurchase agreements [2],[3] $ 461  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $448 U.S. Treasury Note, Coupon 2.75% Maturity Date 2025 02 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 451  
Securities collateralized by par value [2],[3] $ 448  
Coupon rate on underlying collateral [2],[3] 2.75%  
Maturity date of securities [2],[3] 2025-02  
Rate [2],[3] 2.15%  
Fair value repurchase agreements [2],[3] $ 451  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $275 U.S. Treasury Bond, Coupon 2.75% Maturity Date 2047 08 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 265  
Securities collateralized by par value [2],[3] $ 275  
Coupon rate on underlying collateral [2],[3] 2.75%  
Maturity date of securities [2],[3] 2047-08  
Rate [2],[3] 2.15%  
Fair value repurchase agreements [2],[3] $ 265  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $250 Exchange-Traded Corporate Debt, Coupon 8.00% Maturity Date 2027 06 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 262  
Securities collateralized by par value [2],[3] $ 250  
Coupon rate on underlying collateral [2],[3] 8.00%  
Maturity date of securities [2],[3] 2027-06  
Rate [2],[3] (2.38%)  
Fair value repurchase agreements [2],[3] $ 262  
Investments maturity date [2],[3] 2018-07  
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 $ 243 [2],[3] $ 243 [4],[5]
Securities collateralized by par value $ 250 [2],[3] $ 250 [4],[5]
Coupon rate on underlying collateral 4.50% [2],[3] 4.50% [4],[5]
Maturity date of securities 2022-04 [2],[3] 2022-04 [4],[5]
Rate (1.75%) [2],[3] (1.75%) [4],[5]
Fair value repurchase agreements $ 243 [2],[3] $ 243 [4],[5]
Investments maturity date 2018-07 [2],[3] 2018-01 [4],[5]
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $230 Exchange-Traded Corporate Debt, Coupon 8.00% Maturity Date 2027 06 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 242  
Securities collateralized by par value [2],[3] $ 230  
Coupon rate on underlying collateral [2],[3] 8.00%  
Maturity date of securities [2],[3] 2027-06  
Rate [2],[3] (2.00%)  
Fair value repurchase agreements [2],[3] $ 242  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $255 Exchange-Traded Corporate Debt, Coupon 4.70% Maturity Date 2023 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [2],[3] $ 236  
Securities collateralized by par value [2],[3] $ 255  
Coupon rate on underlying collateral [2],[3] 4.70%  
Maturity date of securities [2],[3] 2023-04  
Rate [2],[3] 1.55%  
Fair value repurchase agreements [2],[3] $ 236  
Investments maturity date [2],[3] 2018-07  
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $30,501 U.S. Treasury Note, Coupon 2.25%, Maturity Date 2027 02 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 30,310
Securities collateralized by par value [4],[5]   $ 30,501
Coupon rate on underlying collateral [4],[5]   2.25%
Maturity date of securities [4],[5]   2027-02
Rate [4],[5]   1.45%
Fair value repurchase agreements [4],[5]   $ 30,310
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $16,516 Sovereign Government Bond, Coupon 0.25%, Maturity Date 2018 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 16,578
Securities collateralized by par value [4],[5]   $ 16,516
Coupon rate on underlying collateral [4],[5]   0.25%
Maturity date of securities [4],[5]   2018-04
Rate [4],[5]   (0.57%)
Fair value repurchase agreements [4],[5]   $ 16,578
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $14,228 Sovereign Government Bond, Coupon 0.25%, Maturity Date 2020 11 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 14,548
Securities collateralized by par value [4],[5]   $ 14,228
Coupon rate on underlying collateral [4],[5]   0.25%
Maturity date of securities [4],[5]   2020-11
Rate [4],[5]   (0.62%)
Fair value repurchase agreements [4],[5]   $ 14,548
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $14,000 U.S. Treasury Note, Coupon 1.88%, Maturity Date 2020 12 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 13,965
Securities collateralized by par value [4],[5]   $ 14,000
Coupon rate on underlying collateral [4],[5]   1.88%
Maturity date of securities [4],[5]   2020-12
Rate [4],[5]   1.00%
Fair value repurchase agreements [4],[5]   $ 13,965
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $10,447 Sovereign Government Bond, Coupon 0.75%, Maturity Date 2021 07 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 10,760
Securities collateralized by par value [4],[5]   $ 10,447
Coupon rate on underlying collateral [4],[5]   0.75%
Maturity date of securities [4],[5]   2021-07
Rate [4],[5]   (0.65%)
Fair value repurchase agreements [4],[5]   $ 10,760
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $9,474 Sovereign Government Bond, Coupon 2.75%, Maturity Date 2019 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 10,043
Securities collateralized by par value [4],[5]   $ 9,474
Coupon rate on underlying collateral [4],[5]   2.75%
Maturity date of securities [4],[5]   2019-04
Rate [4],[5]   (0.57%)
Fair value repurchase agreements [4],[5]   $ 10,043
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $9,400 Sovereign Government Bond, Coupon 1.15%, Maturity Date 2020 07 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 9,764
Securities collateralized by par value [4],[5]   $ 9,400
Coupon rate on underlying collateral [4],[5]   1.15%
Maturity date of securities [4],[5]   2020-07
Rate [4],[5]   (0.57%)
Fair value repurchase agreements [4],[5]   $ 9,764
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $9,400 Sovereign Government Bond, Coupon 0.65%, Maturity Date 2020 11 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 9,588
Securities collateralized by par value [4],[5]   $ 9,400
Coupon rate on underlying collateral [4],[5]   0.65%
Maturity date of securities [4],[5]   2020-11
Rate [4],[5]   (0.58%)
Fair value repurchase agreements [4],[5]   $ 9,588
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $6,000 U.S. Treasury Note, Coupon 1.75%, Maturity Date 2022 05 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 5,895
Securities collateralized by par value [4],[5]   $ 6,000
Coupon rate on underlying collateral [4],[5]   1.75%
Maturity date of securities [4],[5]   2022-05
Rate [4],[5]   1.45%
Fair value repurchase agreements [4],[5]   $ 5,895
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | CILO 2016-LD1 Holdings LLC Collateralized by Par Value $9,512 Exchange-Traded Debt, Coupon 5.50 Percent, Maturity Date 2022 07 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5],[9]   $ 5,707
Securities collateralized by par value [4],[5],[9]   $ 9,512
Coupon rate on underlying collateral [4],[5],[9]   5.50%
Maturity date of securities [4],[5],[9]   2022-07
Rate [4],[5],[9]   3.34%
Fair value repurchase agreements [4],[5],[9]   $ 5,707
Investments maturity date [4],[5],[9]   2018-03
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 [4],[5]   $ 4,921
Securities collateralized by par value [4],[5]   $ 4,720
Coupon rate on underlying collateral [4],[5]   5.88%
Maturity date of securities [4],[5]   2020-10
Rate [4],[5]   (2.00%)
Fair value repurchase agreements [4],[5]   $ 4,921
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $3,860 Exchange-Traded Corporate Debt, Coupon 10.50%, Maturity Date 2022 09 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 3,122
Securities collateralized by par value [4],[5]   $ 3,860
Coupon rate on underlying collateral [4],[5]   10.50%
Maturity date of securities [4],[5]   2022-09
Rate [4],[5]   1.05%
Fair value repurchase agreements [4],[5]   $ 3,122
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | CS First Boston Collateralized by Par Value $2,794 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2027 06 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 2,790
Securities collateralized by par value [4],[5]   $ 2,794
Coupon rate on underlying collateral [4],[5]   8.00%
Maturity date of securities [4],[5]   2027-06
Rate [4],[5]   (1.00%)
Fair value repurchase agreements [4],[5]   $ 2,790
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $2,223 U.S. Treasury Note, Coupon 2.25%, Maturity Date 2027 11 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 2,192
Securities collateralized by par value [4],[5]   $ 2,332
Coupon rate on underlying collateral [4],[5]   2.25%
Maturity date of securities [4],[5]   2027-11
Rate [4],[5]   0.45%
Fair value repurchase agreements [4],[5]   $ 2,192
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $2,560 Exchange-Traded Corporate Debt, Coupon 10.50%, Maturity Date 2022 09 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 2,164
Securities collateralized by par value [4],[5]   $ 2,560
Coupon rate on underlying collateral [4],[5]   10.50%
Maturity date of securities [4],[5]   2022-09
Rate [4],[5]   1.10%
Fair value repurchase agreements [4],[5]   $ 2,164
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $2,170 Exchange-Traded Corporate Debt, Coupon 4.88%, Maturity Date 2022 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 2,151
Securities collateralized by par value [4],[5]   $ 2,170
Coupon rate on underlying collateral [4],[5]   4.88%
Maturity date of securities [4],[5]   2022-04
Rate [4],[5]   (2.75%)
Fair value repurchase agreements [4],[5]   $ 2,151
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $1,850 Exchange-Traded Corporate Debt, Coupon 7.50%, Maturity Date 2024 04 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,979
Securities collateralized by par value [4],[5]   $ 1,850
Coupon rate on underlying collateral [4],[5]   7.50%
Maturity date of securities [4],[5]   2024-04
Rate [4],[5]   (0.25%)
Fair value repurchase agreements [4],[5]   $ 1,979
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,300 Exchange-Traded Corporate Debt, Coupon 8.25%, Maturity Date 2023 06 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,320
Securities collateralized by par value [4],[5]   $ 1,300
Coupon rate on underlying collateral [4],[5]   8.25%
Maturity date of securities [4],[5]   2023-06
Rate [4],[5]   0.65%
Fair value repurchase agreements [4],[5]   $ 1,320
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $1,285 Exchange-Traded Corporate Debt, Coupon 6.75%, Maturity Date 2023 06 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,283
Securities collateralized by par value [4],[5]   $ 1,285
Coupon rate on underlying collateral [4],[5]   6.75%
Maturity date of securities [4],[5]   2023-06
Rate [4],[5]   (2.00%)
Fair value repurchase agreements [4],[5]   $ 1,283
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,110 Exchange-Traded Corporate Debt, Coupon 6.75%, Maturity Date 2023 06 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 1,079
Securities collateralized by par value [4],[5]   $ 1,110
Coupon rate on underlying collateral [4],[5]   6.75%
Maturity date of securities [4],[5]   2023-06
Rate [4],[5]   (2.25%)
Fair value repurchase agreements [4],[5]   $ 1,079
Investments maturity date [4],[5]   2018-01
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 [4],[5]   $ 890
Securities collateralized by par value [4],[5]   $ 970
Coupon rate on underlying collateral [4],[5]   5.50%
Maturity date of securities [4],[5]   2024-10
Rate [4],[5]   (4.50%)
Fair value repurchase agreements [4],[5]   $ 890
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $766 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2022 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 737
Securities collateralized by par value [4],[5]   $ 766
Coupon rate on underlying collateral [4],[5]   6.25%
Maturity date of securities [4],[5]   2022-10
Rate [4],[5]   (5.75%)
Fair value repurchase agreements [4],[5]   $ 737
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $591 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2022 12 [Member    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 655
Securities collateralized by par value [4],[5]   $ 591
Coupon rate on underlying collateral [4],[5]   8.00%
Maturity date of securities [4],[5]   2022-12
Rate [4],[5]   0.75%
Fair value repurchase agreements [4],[5]   $ 655
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $615 U.S. Treasury Note, Coupon 2.00%, Maturity Date 2022 11 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 613
Securities collateralized by par value [4],[5]   $ 615
Coupon rate on underlying collateral [4],[5]   2.00%
Maturity date of securities [4],[5]   2022-11
Rate [4],[5]   0.30%
Fair value repurchase agreements [4],[5]   $ 613
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $581 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2027 06 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 580
Securities collateralized by par value [4],[5]   $ 581
Coupon rate on underlying collateral [4],[5]   8.00%
Maturity date of securities [4],[5]   2027-06
Rate [4],[5]   (1.25%)
Fair value repurchase agreements [4],[5]   $ 580
Investments maturity date [4],[5]   2018-01
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 [4],[5]   $ 447
Securities collateralized by par value [4],[5]   $ 464
Coupon rate on underlying collateral [4],[5]   6.25%
Maturity date of securities [4],[5]   2022-10
Rate [4],[5]   (5.00%)
Fair value repurchase agreements [4],[5]   $ 447
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $400 Exchange-Traded Corporate Debt, Coupon 5.25%, Maturity Date 2022 03 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 414
Securities collateralized by par value [4],[5]   $ 400
Coupon rate on underlying collateral [4],[5]   5.25%
Maturity date of securities [4],[5]   2022-03
Rate [4],[5]   0.95%
Fair value repurchase agreements [4],[5]   $ 414
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | CS First Boston Collateralized by Par Value $310 Exchange-Traded Corporate Debt, Coupon 5.50%, Maturity Date 2024 10 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 282
Securities collateralized by par value [4],[5]   $ 310
Coupon rate on underlying collateral [4],[5]   5.50%
Maturity date of securities [4],[5]   2024-10
Rate [4],[5]   (4.00%)
Fair value repurchase agreements [4],[5]   $ 282
Investments maturity date [4],[5]   2018-01
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 [4],[5]   $ 255
Securities collateralized by par value [4],[5]   $ 281
Coupon rate on underlying collateral [4],[5]   2.25%
Maturity date of securities [4],[5]   2046-08
Rate [4],[5]   1.45%
Fair value repurchase agreements [4],[5]   $ 255
Investments maturity date [4],[5]   2018-01
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $160 Exchange-Traded Corporate Debt, Coupon 2.88%, Maturity Date 2023 02 [Member]    
Schedule of Investments [Line Items]    
Current Principal/Notional Amount [4],[5]   $ 151
Securities collateralized by par value [4],[5]   $ 160
Coupon rate on underlying collateral [4],[5]   2.88%
Maturity date of securities [4],[5]   2023-02
Rate [4],[5]   0.50%
Fair value repurchase agreements [4],[5]   $ 151
Investments maturity date [4],[5]   2018-01
[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 9 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 9 to the Notes to Consolidated Financial Statements.