Consolidated Condensed Schedule Of Investments (Repurchase Agreements) - USD ($) $ in Thousands		12 Months Ended
		Dec. 31, 2017		Dec. 31, 2016
Schedule of Investments [Line Items]
Fair value repurchase agreements	[1]	$ 155,949		$ 184,819
Repurchase agreements, cost		155,109		185,205
Repurchase Agreements [Member]
Schedule of Investments [Line Items]
Fair value repurchase agreements		$ 155,949	[2],[3]	$ 184,819	[4],[5]
Investment owned as a percentage of equity		25.11%	[2],[3],[6]	28.66%	[4],[5],[7]
Repurchase agreements, cost		$ 155,109	[2],[3]	$ 185,205	[4],[5]
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	[2],[3]	30,310
Securities collateralized by par value	[2],[3]	$ 30,501
Coupon rate on underlying collateral	[2],[3]	2.25%
Maturity date of securities	[2],[3]	2027-02
Rate	[2],[3]	1.45%
Fair value repurchase agreements	[2],[3]	$ 30,310
Investments maturity date	[2],[3]	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	[2],[3]	$ 16,578
Securities collateralized by par value	[2],[3]	$ 16,516
Coupon rate on underlying collateral	[2],[3]	0.25%
Maturity date of securities	[2],[3]	2018-04
Rate	[2],[3]	(0.57%)
Fair value repurchase agreements	[2],[3]	$ 16,578
Investments maturity date	[2],[3]	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	[2],[3]	$ 14,548
Securities collateralized by par value	[2],[3]	$ 14,228
Coupon rate on underlying collateral	[2],[3]	0.25%
Maturity date of securities	[2],[3]	2020-11
Rate	[2],[3]	(0.62%)
Fair value repurchase agreements	[2],[3]	$ 14,548
Investments maturity date	[2],[3]	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	[2],[3]	$ 13,965
Securities collateralized by par value	[2],[3]	$ 14,000
Coupon rate on underlying collateral	[2],[3]	1.88%
Maturity date of securities	[2],[3]	2020-12
Rate	[2],[3]	1.00%
Fair value repurchase agreements	[2],[3]	$ 13,965
Investments maturity date	[2],[3]	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	[2],[3]	$ 10,760
Securities collateralized by par value	[2],[3]	$ 10,447
Coupon rate on underlying collateral	[2],[3]	0.75%
Maturity date of securities	[2],[3]	2021-07
Rate	[2],[3]	(0.65%)
Fair value repurchase agreements	[2],[3]	$ 10,760
Investments maturity date	[2],[3]	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	[2],[3]	$ 10,043
Securities collateralized by par value	[2],[3]	$ 9,474
Coupon rate on underlying collateral	[2],[3]	2.75%
Maturity date of securities	[2],[3]	2019-04
Rate	[2],[3]	(0.57%)
Fair value repurchase agreements	[2],[3]	$ 10,043
Investments maturity date	[2],[3]	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	[2],[3]	$ 9,764
Securities collateralized by par value	[2],[3]	$ 9,400
Coupon rate on underlying collateral	[2],[3]	1.15%
Maturity date of securities	[2],[3]	2020-07
Rate	[2],[3]	(0.57%)
Fair value repurchase agreements	[2],[3]	$ 9,764
Investments maturity date	[2],[3]	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	[2],[3]	$ 9,588
Securities collateralized by par value	[2],[3]	$ 9,400
Coupon rate on underlying collateral	[2],[3]	0.65%
Maturity date of securities	[2],[3]	2020-11
Rate	[2],[3]	(0.58%)
Fair value repurchase agreements	[2],[3]	$ 9,588
Investments maturity date	[2],[3]	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	[2],[3]	$ 5,895
Securities collateralized by par value	[2],[3]	$ 6,000
Coupon rate on underlying collateral	[2],[3]	1.75%
Maturity date of securities	[2],[3]	2022-05
Rate	[2],[3]	1.45%
Fair value repurchase agreements	[2],[3]	$ 5,895
Investments maturity date	[2],[3]	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		$ 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		3.34%	[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		2018-03	[2],[3],[8]	2017-02	[4],[5],[9]
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]	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	[2],[3]	$ 3,122
Securities collateralized by par value	[2],[3]	$ 3,860
Coupon rate on underlying collateral	[2],[3]	10.50%
Maturity date of securities	[2],[3]	2022-09
Rate	[2],[3]	1.05%
Fair value repurchase agreements	[2],[3]	$ 3,122
Investments maturity date	[2],[3]	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	[2],[3]	$ 2,790
Securities collateralized by par value	[2],[3]	$ 2,794
Coupon rate on underlying collateral	[2],[3]	8.00%
Maturity date of securities	[2],[3]	2027-06
Rate	[2],[3]	(1.00%)
Fair value repurchase agreements	[2],[3]	$ 2,790
Investments maturity date	[2],[3]	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	[2],[3]	$ 2,192
Securities collateralized by par value	[2],[3]	$ 2,332
Coupon rate on underlying collateral	[2],[3]	2.25%
Maturity date of securities	[2],[3]	2027-11
Rate	[2],[3]	0.45%
Fair value repurchase agreements	[2],[3]	$ 2,192
Investments maturity date	[2],[3]	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	[2],[3]	$ 2,164
Securities collateralized by par value	[2],[3]	$ 2,560
Coupon rate on underlying collateral	[2],[3]	10.50%
Maturity date of securities	[2],[3]	2022-09
Rate	[2],[3]	1.10%
Fair value repurchase agreements	[2],[3]	$ 2,164
Investments maturity date	[2],[3]	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	[2],[3]	$ 2,151
Securities collateralized by par value	[2],[3]	$ 2,170
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]	$ 2,151
Investments maturity date	[2],[3]	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	[2],[3]	$ 1,979
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]	(0.25%)
Fair value repurchase agreements	[2],[3]	$ 1,979
Investments maturity date	[2],[3]	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	[2],[3]	$ 1,320
Securities collateralized by par value	[2],[3]	$ 1,300
Coupon rate on underlying collateral	[2],[3]	8.25%
Maturity date of securities	[2],[3]	2023-06
Rate	[2],[3]	0.65%
Fair value repurchase agreements	[2],[3]	$ 1,320
Investments maturity date	[2],[3]	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	[2],[3]	$ 1,283
Securities collateralized by par value	[2],[3]	$ 1,285
Coupon rate on underlying collateral	[2],[3]	6.75%
Maturity date of securities	[2],[3]	2023-06
Rate	[2],[3]	(2.00%)
Fair value repurchase agreements	[2],[3]	$ 1,283
Investments maturity date	[2],[3]	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	[2],[3]	$ 1,079
Securities collateralized by par value	[2],[3]	$ 1,110
Coupon rate on underlying collateral	[2],[3]	6.75%
Maturity date of securities	[2],[3]	2023-06
Rate	[2],[3]	(2.25%)
Fair value repurchase agreements	[2],[3]	$ 1,079
Investments maturity date	[2],[3]	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	[2],[3]	$ 890
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]	(4.50%)
Fair value repurchase agreements	[2],[3]	$ 890
Investments maturity date	[2],[3]	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	[2],[3]	$ 737
Securities collateralized by par value	[2],[3]	$ 766
Coupon rate on underlying collateral	[2],[3]	6.25%
Maturity date of securities	[2],[3]	2022-10
Rate	[2],[3]	(5.75%)
Fair value repurchase agreements	[2],[3]	$ 737
Investments maturity date	[2],[3]	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	[2],[3]	$ 655
Securities collateralized by par value	[2],[3]	$ 591
Coupon rate on underlying collateral	[2],[3]	8.00%
Maturity date of securities	[2],[3]	2022-12
Rate	[2],[3]	0.75%
Fair value repurchase agreements	[2],[3]	$ 655
Investments maturity date	[2],[3]	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	[2],[3]	$ 613
Securities collateralized by par value	[2],[3]	$ 615
Coupon rate on underlying collateral	[2],[3]	2.00%
Maturity date of securities	[2],[3]	2022-11
Rate	[2],[3]	0.30%
Fair value repurchase agreements	[2],[3]	$ 613
Investments maturity date	[2],[3]	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	[2],[3]	$ 580
Securities collateralized by par value	[2],[3]	$ 581
Coupon rate on underlying collateral	[2],[3]	8.00%
Maturity date of securities	[2],[3]	2027-06
Rate	[2],[3]	(1.25%)
Fair value repurchase agreements	[2],[3]	$ 580
Investments maturity date	[2],[3]	2018-01
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]	1.05%
Fair value repurchase agreements	[2],[3]	$ 523
Investments maturity date	[2],[3]	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	[2],[3]	$ 447
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]	(5.00%)
Fair value repurchase agreements	[2],[3]	$ 447
Investments maturity date	[2],[3]	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	[2],[3]	$ 414
Securities collateralized by par value	[2],[3]	$ 400
Coupon rate on underlying collateral	[2],[3]	5.25%
Maturity date of securities	[2],[3]	2022-03
Rate	[2],[3]	0.95%
Fair value repurchase agreements	[2],[3]	$ 414
Investments maturity date	[2],[3]	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	[2],[3]	$ 282
Securities collateralized by par value	[2],[3]	$ 310
Coupon rate on underlying collateral	[2],[3]	5.50%
Maturity date of securities	[2],[3]	2024-10
Rate	[2],[3]	(4.00%)
Fair value repurchase agreements	[2],[3]	$ 282
Investments maturity date	[2],[3]	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	[2],[3]	$ 255
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]	1.45%
Fair value repurchase agreements	[2],[3]	$ 255
Investments maturity date	[2],[3]	2018-01
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]	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	[2],[3]	$ 151
Securities collateralized by par value	[2],[3]	$ 160
Coupon rate on underlying collateral	[2],[3]	2.88%
Maturity date of securities	[2],[3]	2023-02
Rate	[2],[3]	0.50%
Fair value repurchase agreements	[2],[3]	$ 151
Investments maturity date	[2],[3]	2018-01
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 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.