Consolidated Condensed Schedule Of Investments (Repurchase Agreements) - USD ($) $ in Thousands		9 Months Ended		12 Months Ended
		Sep. 30, 2018		Dec. 31, 2017
Schedule of Investments [Line Items]
Fair value repurchase agreements	[1]	$ 160,422		$ 155,949
Repurchase agreements, cost		160,468		155,109
Repurchase Agreements [Member]
Schedule of Investments [Line Items]
Fair value repurchase agreements		$ 160,422	[2],[3]	$ 155,949	[4],[5]
Investment owned as a percentage of equity		26.01%	[2],[3],[6]	25.11%	[4],[5],[7]
Repurchase agreements, cost		$ 160,468	[2],[3]	$ 155,109	[4],[5]
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $50,000 U.S. Treasury Note, Coupon 2.75%, Maturity Date 2023 05 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[2],[3]	50,313
Securities collateralized by par value	[2],[3]	$ 50,000
Coupon rate on underlying collateral	[2],[3]	2.75%
Maturity date of securities	[2],[3]	2023-05
Rate	[2],[3]	2.28%
Fair value repurchase agreements	[2],[3]	$ 50,313
Investments maturity date	[2],[3]	2018-10
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $42,548 U.S. Treasury Note, Coupon 2.75%, Maturity Date 2023 07 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[2],[3]	$ 42,282
Securities collateralized by par value	[2],[3]	$ 42,548
Coupon rate on underlying collateral	[2],[3]	2.75%
Maturity date of securities	[2],[3]	2023-07
Rate	[2],[3]	2.25%
Fair value repurchase agreements	[2],[3]	$ 42,282
Investments maturity date	[2],[3]	2018-10
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $23,329 U.S. Treasury Note, Coupon 2.88%, Maturity Date 2028 08 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[2],[3]	$ 23,329
Securities collateralized by par value	[2],[3]	$ 23,329
Coupon rate on underlying collateral	[2],[3]	2.88%
Maturity date of securities	[2],[3]	2028-08
Rate	[2],[3]	2.03%
Fair value repurchase agreements	[2],[3]	$ 23,329
Investments maturity date	[2],[3]	2018-10
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $10,102 Sovereign Government Bond, Coupon 0.75%, Maturity Date 2021 07 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[2],[3]	$ 10,536
Securities collateralized by par value	[2],[3]	$ 10,102
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]	$ 10,536
Investments maturity date	[2],[3]	2018-12
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $9,161 Sovereign Government Bond, Coupon 2.75%, Maturity Date 2019 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[2],[3]	$ 9,534
Securities collateralized by par value	[2],[3]	$ 9,161
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]	$ 9,534
Investments maturity date	[2],[3]	2018-12
Repurchase Agreements [Member] | CILO 2016-LD1 Holdings LLC (p) 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]	$ 5,676
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]	3.98%
Fair value repurchase agreements	[2],[3],[8]	$ 5,676
Investments maturity date	[2],[3],[8]	2018-12
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]	$ 3,020
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]	2.30%
Fair value repurchase agreements	[2],[3]	$ 3,020
Investments maturity date	[2],[3]	2018-10
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]	$ 2,732
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]	$ 2,732
Investments maturity date	[2],[3]	2018-10
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]	2018-10
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]	$ 2,025
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]	1.60%
Fair value repurchase agreements	[2],[3]	$ 2,025
Investments maturity date	[2],[3]	2018-10
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $1,355 U.S. Treasury Note, Coupon 2.75%, Maturity Date 2023 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[2],[3]	$ 1,358
Securities collateralized by par value	[2],[3]	$ 1,355
Coupon rate on underlying collateral	[2],[3]	2.75%
Maturity date of securities	[2],[3]	2023-04
Rate	[2],[3]	2.30%
Fair value repurchase agreements	[2],[3]	$ 1,358
Investments maturity date	[2],[3]	2018-10
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $1,295 Exchange-Traded Corporate Debt, Coupon 5.88%, Maturity Date 2020 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[2],[3]	$ 1,342
Securities collateralized by par value	[2],[3]	$ 1,295
Coupon rate on underlying collateral	[2],[3]	5.88%
Maturity date of securities	[2],[3]	2020-10
Rate	[2],[3]	0.00%
Fair value repurchase agreements	[2],[3]	$ 1,342
Investments maturity date	[2],[3]	2018-10
Repurchase Agreements [Member] | CS First Boston Collateralized by Par Value $1,110 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2027 06 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[2],[3]	$ 1,139
Securities collateralized by par value	[2],[3]	$ 1,110
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]	$ 1,139
Investments maturity date	[2],[3]	2018-10
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]	$ 788
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]	1.75%
Fair value repurchase agreements	[2],[3]	$ 788
Investments maturity date	[2],[3]	2018-10
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $770 U.S. Treasury Bond, Coupon 3.00%, Maturity Date 2048 02 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[2],[3]	$ 741
Securities collateralized by par value	[2],[3]	$ 770
Coupon rate on underlying collateral	[2],[3]	3.00%
Maturity date of securities	[2],[3]	2048-02
Rate	[2],[3]	2.30%
Fair value repurchase agreements	[2],[3]	$ 741
Investments maturity date	[2],[3]	2018-10
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $680 U.S. Treasury Note, Coupon 2.75%, Maturity Date 2023 08 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[2],[3]	$ 675
Securities collateralized by par value	[2],[3]	$ 680
Coupon rate on underlying collateral	[2],[3]	2.75%
Maturity date of securities	[2],[3]	2023-08
Rate	[2],[3]	2.15%
Fair value repurchase agreements	[2],[3]	$ 675
Investments maturity date	[2],[3]	2018-10
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $580 Exchange-Traded Corporate Debt, Coupon 4.50%, Maturity Date 2022 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[2],[3]	$ 535
Securities collateralized by par value	[2],[3]	$ 580
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]	$ 535
Investments maturity date	[2],[3]	2018-10
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $500 Exchange-Traded Corporate Debt, Coupon 5.75%, Maturity Date 2022 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount		$ 525	[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		1.80%	[2],[3]	1.05%	[4],[5]
Fair value repurchase agreements		$ 525	[2],[3]	$ 523	[4],[5]
Investments maturity date		2018-10	[2],[3]	2018-01	[4],[5]
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]	$ 470
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]	1.85%
Fair value repurchase agreements	[2],[3]	$ 470
Investments maturity date	[2],[3]	2018-10
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]	$ 442
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]	2.30%
Fair value repurchase agreements	[2],[3]	$ 442
Investments maturity date	[2],[3]	2018-10
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]	$ 252
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]	2.30%
Fair value repurchase agreements	[2],[3]	$ 252
Investments maturity date	[2],[3]	2018-10
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $250 Exchange-Traded Corporate Debt, Coupon 4.50%, Maturity Date 2022 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount		$ 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		2018-10	[2],[3]	2018-01	[4],[5]
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]	$ 239
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]	1.80%
Fair value repurchase agreements	[2],[3]	$ 239
Investments maturity date	[2],[3]	2018-10
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $205 Exchange-Traded Corporate Debt, Coupon 8.25%, Maturity Date 2023 06 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[2],[3]	$ 197
Securities collateralized by par value	[2],[3]	$ 205
Coupon rate on underlying collateral	[2],[3]	8.25%
Maturity date of securities	[2],[3]	2023-06
Rate	[2],[3]	1.25%
Fair value repurchase agreements	[2],[3]	$ 197
Investments maturity date	[2],[3]	2018-10
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.