Consolidated Condensed Schedule Of Investments (Repurchase Agreements) - USD ($) $ in Thousands		12 Months Ended
		Dec. 31, 2016		Dec. 31, 2015
Schedule of Investments [Line Items]
Fair value repurchase agreements		$ 184,819		$ 105,700
Repurchase agreements, cost		185,205		105,329
Repurchase Agreements [Member]
Schedule of Investments [Line Items]
Fair value repurchase agreements		$ 184,819	[1],[2]	$ 105,700	[3],[4]
Investment owned as a percentage of equity		28.66%	[1],[2],[5]	14.30%	[3],[4],[6]
Repurchase agreements, cost		$ 185,205	[1],[2]	$ 105,329	[3],[4]
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	[1],[2]	46,749
Securities collateralized by par value	[1],[2]	$ 48,133
Coupon rate on underlying collateral	[1],[2]	2.00%
Maturity date of securities	[1],[2]	2026-11
Rate	[1],[2]	(1.15%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 46,749
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	[1],[2]	14,900
Securities collateralized by par value	[1],[2]	$ 14,507
Coupon rate on underlying collateral	[1],[2]	0.25%
Maturity date of securities	[1],[2]	2018-04
Rate	[1],[2]	(0.89%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 14,900
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	[1],[2]	12,912
Securities collateralized by par value	[1],[2]	$ 12,498
Coupon rate on underlying collateral	[1],[2]	0.25%
Maturity date of securities	[1],[2]	2020-11
Rate	[1],[2]	(1.10%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 12,912
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	[1],[2]	11,324
Securities collateralized by par value	[1],[2]	$ 12,160
Coupon rate on underlying collateral	[1],[2]	1.50%
Maturity date of securities	[1],[2]	2026-08
Rate	[1],[2]	(0.30%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 11,324
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	[1],[2]	9,494
Securities collateralized by par value	[1],[2]	$ 9,176
Coupon rate on underlying collateral	[1],[2]	0.75%
Maturity date of securities	[1],[2]	2021-07
Rate	[1],[2]	(0.89%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 9,494
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	[1],[2]	9,165
Securities collateralized by par value	[1],[2]	$ 8,322
Coupon rate on underlying collateral	[1],[2]	2.75%
Maturity date of securities	[1],[2]	2019-04
Rate	[1],[2]	(0.80%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 9,165
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	[1],[2]	8,725
Securities collateralized by par value	[1],[2]	$ 8,257
Coupon rate on underlying collateral	[1],[2]	1.15%
Maturity date of securities	[1],[2]	2020-07
Rate	[1],[2]	(0.81%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 8,725
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	[1],[2]	8,447
Securities collateralized by par value	[1],[2]	$ 8,257
Coupon rate on underlying collateral	[1],[2]	0.65%
Maturity date of securities	[1],[2]	2020-11
Rate	[1],[2]	(0.95%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 8,447
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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2],[7]	6,166
Securities collateralized by par value	[1],[2],[8]	$ 9,512
Coupon rate on underlying collateral	[1],[2],[8]	5.50%
Maturity date of securities	[1],[2],[8]	2022-07
Rate	[1],[2],[7]	2.90%
Investments maturity date	[1],[2],[8]	2017-02
Fair value repurchase agreements	[1],[2],[7]	$ 6,166
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	[1],[2]	5,827
Securities collateralized by par value	[1],[2]	$ 6,300
Coupon rate on underlying collateral	[1],[2]	6.25%
Maturity date of securities	[1],[2]	2021-09
Rate	[1],[2]	(0.35%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 5,827
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	[1],[2]	4,691
Securities collateralized by par value	[1],[2]	$ 4,726
Coupon rate on underlying collateral	[1],[2]	1.75%
Maturity date of securities	[1],[2]	2021-11
Rate	[1],[2]	(3.00%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 4,691
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	[1],[2]	3,274
Securities collateralized by par value	[1],[2]	$ 3,274
Coupon rate on underlying collateral	[1],[2]	6.25%
Maturity date of securities	[1],[2]	2022-07
Rate	[1],[2]	0.30%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 3,274
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 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	3,147
Securities collateralized by par value	[1],[2]	$ 3,100
Coupon rate on underlying collateral	[1],[2]	8.00%
Maturity date of securities	[1],[2]	2025-01
Rate	[1],[2]	(1.00%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 3,147
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	[1],[2]	3,125
Securities collateralized by par value	[1],[2]	$ 3,230
Coupon rate on underlying collateral	[1],[2]	1.13%
Maturity date of securities	[1],[2]	2021-08
Rate	[1],[2]	0.10%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 3,125
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	[1],[2]	3,006
Securities collateralized by par value	[1],[2]	$ 3,050
Coupon rate on underlying collateral	[1],[2]	4.00%
Maturity date of securities	[1],[2]	2021-11
Rate	[1],[2]	(0.50%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 3,006
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 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	2,774
Securities collateralized by par value	[1],[2]	$ 3,032
Coupon rate on underlying collateral	[1],[2]	4.50%
Maturity date of securities	[1],[2]	2022-04
Rate	[1],[2]	(4.50%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 2,774
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	[1],[2]	2,534
Securities collateralized by par value	[1],[2]	$ 2,532
Coupon rate on underlying collateral	[1],[2]	4.00%
Maturity date of securities	[1],[2]	2021-11
Rate	[1],[2]	(0.50%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 2,534
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	[1],[2]	2,232
Securities collateralized by par value	[1],[2]	$ 2,090
Coupon rate on underlying collateral	[1],[2]	6.25%
Maturity date of securities	[1],[2]	2022-10
Rate	[1],[2]	(2.50%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 2,232
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	[1],[2]	1,899
Securities collateralized by par value	[1],[2]	$ 1,968
Coupon rate on underlying collateral	[1],[2]	1.13%
Maturity date of securities	[1],[2]	2021-09
Rate	[1],[2]	0.10%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 1,899
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	[1],[2]	1,777
Securities collateralized by par value	[1],[2]	$ 1,864
Coupon rate on underlying collateral	[1],[2]	4.88%
Maturity date of securities	[1],[2]	2022-04
Rate	[1],[2]	(2.25%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 1,777
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 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,573
Securities collateralized by par value	[1],[2]	$ 1,550
Coupon rate on underlying collateral	[1],[2]	8.00%
Maturity date of securities	[1],[2]	2025-01
Rate	[1],[2]	(1.50%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 1,573
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	[1],[2]	1,503
Securities collateralized by par value	[1],[2]	$ 1,556
Coupon rate on underlying collateral	[1],[2]	4.88%
Maturity date of securities	[1],[2]	2022-04
Rate	[1],[2]	(2.50%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 1,503
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	[1],[2]	1,435
Securities collateralized by par value	[1],[2]	$ 1,560
Coupon rate on underlying collateral	[1],[2]	3.88%
Maturity date of securities	[1],[2]	2023-03
Rate	[1],[2]	0.30%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 1,435
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	[1],[2]	1,369
Securities collateralized by par value	[1],[2]	$ 1,240
Coupon rate on underlying collateral	[1],[2]	9.25%
Maturity date of securities	[1],[2]	2021-07
Rate	[1],[2]	0.35%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 1,369
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	[1],[2]	1,281
Securities collateralized by par value	[1],[2]	$ 1,305
Coupon rate on underlying collateral	[1],[2]	1.38%
Maturity date of securities	[1],[2]	2021-04
Rate	[1],[2]	0.25%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 1,281
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	[1],[2]	1,214
Securities collateralized by par value	[1],[2]	$ 1,190
Coupon rate on underlying collateral	[1],[2]	3.88%
Maturity date of securities	[1],[2]	2022-01
Rate	[1],[2]	0.25%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 1,214
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	[1],[2]	1,147
Securities collateralized by par value	[1],[2]	$ 1,300
Coupon rate on underlying collateral	[1],[2]	5.50%
Maturity date of securities	[1],[2]	2024-10
Rate	[1],[2]	(1.75%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 1,147
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	[1],[2]	1,119
Securities collateralized by par value	[1],[2]	$ 1,130
Coupon rate on underlying collateral	[1],[2]	4.13%
Maturity date of securities	[1],[2]	2022-02
Rate	[1],[2]	0.30%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 1,119
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 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	975
Securities collateralized by par value	[1],[2]	$ 1,008
Coupon rate on underlying collateral	[1],[2]	4.00%
Maturity date of securities	[1],[2]	2021-11
Rate	[1],[2]	(0.65%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 975
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	[1],[2]	909
Securities collateralized by par value	[1],[2]	$ 850
Coupon rate on underlying collateral	[1],[2]	3.88%
Maturity date of securities	[1],[2]	2022-01
Rate	[1],[2]	0.35%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 909
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $840 Exchange-Traded Corporate Debt, Coupon 4.00 Percent, Maturity Date 2021 11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	817
Securities collateralized by par value	[1],[2]	$ 840
Coupon rate on underlying collateral	[1],[2]	4.00%
Maturity date of securities	[1],[2]	2021-11
Rate	[1],[2]	(0.50%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 817
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $780 Exchange-Traded Corporate Debt, Coupon 6.25 Percent, Maturity Date 2022 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	795
Securities collateralized by par value	[1],[2]	$ 780
Coupon rate on underlying collateral	[1],[2]	6.25%
Maturity date of securities	[1],[2]	2022-10
Rate	[1],[2]	(2.50%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 795
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $800 U.S. Treasury Note, Coupon 1.25 Percent, Maturity Date 2021 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	780
Securities collateralized by par value	[1],[2]	$ 800
Coupon rate on underlying collateral	[1],[2]	1.25%
Maturity date of securities	[1],[2]	2021-10
Rate	[1],[2]	(2.80%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 780
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $819 Exchange-Traded Corporate Debt, Coupon 4.50 Percent, Maturity Date 2022 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	760
Securities collateralized by par value	[1],[2]	$ 819
Coupon rate on underlying collateral	[1],[2]	4.50%
Maturity date of securities	[1],[2]	2022-04
Rate	[1],[2]	(4.75%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 760
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $650 Exchange-Traded Corporate Debt, Coupon 5.25 Percent, Maturity Date 2022 09 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	674
Securities collateralized by par value	[1],[2]	$ 650
Coupon rate on underlying collateral	[1],[2]	5.25%
Maturity date of securities	[1],[2]	2022-09
Rate	[1],[2]	0.30%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 674
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $620 Exchange-Traded Corporate Debt, Coupon 6.38 Percent, Maturity Date 2026 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	673
Securities collateralized by par value	[1],[2]	$ 620
Coupon rate on underlying collateral	[1],[2]	6.38%
Maturity date of securities	[1],[2]	2026-04
Rate	[1],[2]	0.30%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 673
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $620 Exchange-Traded Corporate Debt, Coupon 6.88 Percent, Maturity Date 2023 05 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	671
Securities collateralized by par value	[1],[2]	$ 620
Coupon rate on underlying collateral	[1],[2]	6.88%
Maturity date of securities	[1],[2]	2023-05
Rate	[1],[2]	0.30%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 671
Repurchase Agreements [Member] | JP Morgan Securities Collateralized by Par Value $620 Exchange-Traded Corporate Debt, Coupon 5.50 Percent, Maturity Date 2024 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	587
Securities collateralized by par value	[1],[2]	$ 620
Coupon rate on underlying collateral	[1],[2]	5.50%
Maturity date of securities	[1],[2]	2024-10
Rate	[1],[2]	(1.50%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 587
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $570 Exchange-Traded Corporate Debt, Coupon 4.00 Percent, Maturity Date 2021 11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	566
Securities collateralized by par value	[1],[2]	$ 570
Coupon rate on underlying collateral	[1],[2]	4.00%
Maturity date of securities	[1],[2]	2021-11
Rate	[1],[2]	(0.35%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 566
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $550 Exchange-Traded Corporate Debt, Coupon 2.40 Percent, Maturity Date 2022 12 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	562
Securities collateralized by par value	[1],[2]	$ 550
Coupon rate on underlying collateral	[1],[2]	2.40%
Maturity date of securities	[1],[2]	2022-12
Rate	[1],[2]	(0.10%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 562
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $560 Exchange-Traded Corporate Debt, Coupon 4.00 Percent, Maturity Date 2021 11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	545
Securities collateralized by par value	[1],[2]	$ 560
Coupon rate on underlying collateral	[1],[2]	4.00%
Maturity date of securities	[1],[2]	2021-11
Rate	[1],[2]	(0.38%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 545
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $560 Exchange-Traded Corporate Debt, Coupon 6.25 Percent, Maturity Date 2021 09 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	543
Securities collateralized by par value	[1],[2]	$ 560
Coupon rate on underlying collateral	[1],[2]	6.25%
Maturity date of securities	[1],[2]	2021-09
Rate	[1],[2]	(0.35%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 543
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $549 U.S. Treasury Note, Coupon 1.13 Percent, Maturity Date 2021 07 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	533
Securities collateralized by par value	[1],[2]	$ 549
Coupon rate on underlying collateral	[1],[2]	1.13%
Maturity date of securities	[1],[2]	2021-07
Rate	[1],[2]	0.60%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 533
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $500 Exchange-Traded Corporate Debt, Coupon 5.75 Percent, Maturity Date 2022 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	520
Securities collateralized by par value	[1],[2]	$ 500
Coupon rate on underlying collateral	[1],[2]	5.75%
Maturity date of securities	[1],[2]	2022-10
Rate	[1],[2]	0.30%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 520
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $430 Exchange-Traded Corporate Debt, Coupon 5.13 Percent, Maturity Date 2021 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	449
Securities collateralized by par value	[1],[2]	$ 430
Coupon rate on underlying collateral	[1],[2]	5.13%
Maturity date of securities	[1],[2]	2021-10
Rate	[1],[2]	0.30%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 449
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $360 Exchange-Traded Corporate Debt, Coupon 5.13 Percent, Maturity Date 2023 11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	373
Securities collateralized by par value	[1],[2]	$ 360
Coupon rate on underlying collateral	[1],[2]	5.13%
Maturity date of securities	[1],[2]	2023-11
Rate	[1],[2]	0.30%
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 373
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $270 Exchange-Traded Corporate Debt, Coupon 7.75 Percent, Maturity Date 2021 06 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	278
Securities collateralized by par value	[1],[2]	$ 270
Coupon rate on underlying collateral	[1],[2]	7.75%
Maturity date of securities	[1],[2]	2021-06
Rate	[1],[2]	(7.00%)
Investments maturity date	[1],[2]	2017-01
Fair value repurchase agreements	[1],[2]	$ 278
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $19,570 U.S. Treasury Note, Coupon 1.63% Maturity Date 2020-11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			19,472
Securities collateralized by par value	[3],[4]			$ 19,570
Coupon rate on underlying collateral	[3],[4]			1.63%
Maturity date of securities	[3],[4]			2020-11
Rate	[3],[4]			(0.25%)
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 19,472
Repurchase Agreements [Member] | Barclays Capital Inc. Collateralized by Par Value $14,941 Sovereign Government Bond, Coupon 0.25% Maturity Date 2018-04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			15,296
Securities collateralized by par value	[3],[4]			$ 14,941
Coupon rate on underlying collateral	[3],[4]			0.25%
Maturity date of securities	[3],[4]			2018-04
Rate	[3],[4]			(0.48%)
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 15,295
Repurchase Agreements [Member] | Bank of America Securities Collateralized By Par Value $15,000 U.S. Treasury Note, Coupon 2.00% Maturity Date 2025-02 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			14,756
Securities collateralized by par value	[3],[4]			$ 15,000
Coupon rate on underlying collateral	[3],[4]			2.00%
Maturity date of securities	[3],[4]			2025-02
Rate	[3],[4]			0.35%
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 14,756
Repurchase Agreements [Member] | Deutsche Bank Securities Collateralized By Par Value $13,200 U.S. Treasury Note, Coupon 2.25% Maturity Date 2025-11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			13,200
Securities collateralized by par value	[3],[4]			$ 13,200
Coupon rate on underlying collateral	[3],[4]			2.25%
Maturity date of securities	[3],[4]			2025-11
Rate	[3],[4]			(1.00%)
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 13,200
Repurchase Agreements [Member] | Bank of America Securities Collateralized By Par Value $8,250 U.S. Treasury Note, Coupon 1.75% Maturity Date 2020-12 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			8,240
Securities collateralized by par value	[3],[4]			$ 8,250
Coupon rate on underlying collateral	[3],[4]			1.75%
Maturity date of securities	[3],[4]			2020-12
Rate	[3],[4]			0.40%
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 8,240
Repurchase Agreements [Member] | Barclays Capital Inc. Collateralized By Par Value $7,050 Sovereign Government Bond, Coupon 2.75% Maturity Date 2019-04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			7,905
Securities collateralized by par value	[3],[4]			$ 7,050
Coupon rate on underlying collateral	[3],[4]			2.75%
Maturity date of securities	[3],[4]			2019-04
Rate	[3],[4]			(0.48%)
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 7,905
Repurchase Agreements [Member] | Bank of America Securities Collateralized By Par Value $5,000 U.S. Treasury Note, Coupon 1.25% Maturity Date 2018-10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			5,000
Securities collateralized by par value	[3],[4]			$ 5,000
Coupon rate on underlying collateral	[3],[4]			1.25%
Maturity date of securities	[3],[4]			2018-10
Rate	[3],[4]			0.30%
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 5,000
Repurchase Agreements [Member] | Bank of America Securities Collateralized By Par Value $4,000 U.S. Treasury Note Coupon 1.63% Maturity Date 2020-06 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			3,980
Securities collateralized by par value	[3],[4]			$ 4,000
Coupon rate on underlying collateral	[3],[4]			1.63%
Maturity date of securities	[3],[4]			2020-06
Rate	[3],[4]			0.40%
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 3,980
Repurchase Agreements [Member] | Bank of America Securities Collateralized By Par Value $4,000 U.S. Treasury Note, Coupon 1.50% Maturity Date 2020-05 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			3,965
Securities collateralized by par value	[3],[4]			$ 4,000
Coupon rate on underlying collateral	[3],[4]			1.50%
Maturity date of securities	[3],[4]			2020-05
Rate	[3],[4]			0.40%
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 3,965
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $4,000 U.S. Treasury Note, Coupon 1.38%, Maturity Date 2020-03
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			3,960
Securities collateralized by par value	[3],[4]			$ 4,000
Coupon rate on underlying collateral	[3],[4]			1.38%
Maturity date of securities	[3],[4]			2020-03
Rate	[3],[4]			0.40%
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 3,960
Repurchase Agreements [Member] | Bank of America Securities Collateralized By Par Value $3,200 U.S. Treasury Note, Coupon 2.25% Maturity Date 2024-11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			3,204
Securities collateralized by par value	[3],[4]			$ 3,200
Coupon rate on underlying collateral	[3],[4]			2.25%
Maturity date of securities	[3],[4]			2024-11
Rate	[3],[4]			0.40%
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 3,204
Repurchase Agreements [Member] | Bank of America Securities Collateralized By Par Value $2,000 U.S. Treasury Note, Coupon 2.00% Maturity Date 2022-07 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			2,008
Securities collateralized by par value	[3],[4]			$ 2,000
Coupon rate on underlying collateral	[3],[4]			2.00%
Maturity date of securities	[3],[4]			2022-07
Rate	[3],[4]			0.35%
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 2,008
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized By Par Value $1,916 Sovereign Government Bond, Coupon 4.00% Maturity Date 2016-09 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			1,985
Securities collateralized by par value	[3],[4]			$ 1,916
Coupon rate on underlying collateral	[3],[4]			4.00%
Maturity date of securities	[3],[4]			2016-09
Rate	[3],[4]			0.38%
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 1,985
Repurchase Agreements [Member] | Bank of America Securities Collateralized By Par Value $2,000 U.S. Treasury Note, Coupon 1.25% Maturity Date 2020-01 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			1,978
Securities collateralized by par value	[3],[4]			$ 2,000
Coupon rate on underlying collateral	[3],[4]			1.25%
Maturity date of securities	[3],[4]			2020-01
Rate	[3],[4]			0.25%
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 1,977
Repurchase Agreements [Member] | CS First Boston Collateralized By Par Value $560 Exchange-Traded Corporate Debt, Coupon 10.00% Maturity Date 2020-06 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			417
Securities collateralized by par value	[3],[4]			$ 560
Coupon rate on underlying collateral	[3],[4]			10.00%
Maturity date of securities	[3],[4]			2020-06
Rate	[3],[4]			(3.25%)
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 417
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized By Par Value $560 Exchange-Traded Corporate Debt, Coupon 11.00% Maturity Date 2020-03 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			336
Securities collateralized by par value	[3],[4]			$ 560
Coupon rate on underlying collateral	[3],[4]			11.00%
Maturity date of securities	[3],[4]			2020-03
Rate	[3],[4]			(0.75%)
Investments maturity date	[3],[4]			2016-01
Fair value repurchase agreements	[3],[4]			$ 336

[1] In general, securities received pursuant to repurchase agreements were delivered to counterparties in short sale transactions.

[2] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.

[3] In general, securities received pursuant to repurchase agreements were delivered to counterparties in short sale transactions.

[4] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.

[5] Classification percentages are based on Total Equity.

[6] Classification percentages are based on Total Equity.

[7] At December 31, 2016, the Company's short investments guaranteed by the Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation, and the Government National Mortgage Association, represented 32.67%, 22.21%, and 7.89% of equity, respectively.

[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.