Consolidated Condensed Schedule Of Investments (Repurchase Agreements) - USD ($) $ in Thousands		3 Months Ended		12 Months Ended
		Mar. 31, 2017		Dec. 31, 2016
Schedule of Investments [Line Items]
Fair value repurchase agreements		$ 293,802		$ 184,819
Repurchase agreements, cost		294,468		185,205
Repurchase Agreements [Member]
Schedule of Investments [Line Items]
Fair value repurchase agreements		$ 293,802	[1],[2]	$ 184,819	[3],[4]
Investment owned as a percentage of equity		44.89%	[1],[2],[5]	28.66%	[3],[4],[6]
Repurchase agreements, cost		$ 294,468	[1],[2]	$ 185,205	[3],[4]
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $35,153 U.S. Treasury Note, Coupon 2.00%, Maturity Date 2026 11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	34,494
Securities collateralized by par value	[1],[2]	$ 35,153
Coupon rate on underlying collateral	[1],[2]	2.00%
Maturity date of securities	[1],[2]	2026-11
Rate	[1],[2]	0.86%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 34,494
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $31,590 U.S. Treasury Note, Coupon 2.25%, Maturity Date 2027 02 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	31,551
Securities collateralized by par value	[1],[2]	$ 31,590
Coupon rate on underlying collateral	[1],[2]	2.25%
Maturity date of securities	[1],[2]	2027-02
Rate	[1],[2]	0.35%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 31,551
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $21,139 U.S. Treasury Note, Coupon 1.88%, Maturity Date 2022 02 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	21,086
Securities collateralized by par value	[1],[2]	$ 21,139
Coupon rate on underlying collateral	[1],[2]	1.88%
Maturity date of securities	[1],[2]	2022-02
Rate	[1],[2]	0.45%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 21,086
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $14,711 Sovereign Government Bond, Coupon 0.25%, Maturity Date 2018 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	15,136
Securities collateralized by par value	[1],[2]	$ 14,711
Coupon rate on underlying collateral	[1],[2]	0.25%
Maturity date of securities	[1],[2]	2018-04
Rate	[1],[2]	(0.78%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 15,136
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $12,673 Sovereign Government Bond, Coupon 0.25%, Maturity Date 2020 11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	13,018
Securities collateralized by par value	[1],[2]	$ 12,673
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]	2017-04
Fair value repurchase agreements	[1],[2]	$ 13,018
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $12,160 U.S. Treasury Note, Coupon 1.50%, Maturity Date 2026 08 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	11,263
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]	0.70%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 11,263
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $9,305 Sovereign Government Bond, Coupon 0.75%, Maturity Date 2021 07 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	9,744
Securities collateralized by par value	[1],[2]	$ 9,305
Coupon rate on underlying collateral	[1],[2]	0.75%
Maturity date of securities	[1],[2]	2021-07
Rate	[1],[2]	(1.00%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 9,744
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $8,439 Sovereign Government Bond, Coupon 2.75%, Maturity Date 2019 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	9,357
Securities collateralized by par value	[1],[2]	$ 8,439
Coupon rate on underlying collateral	[1],[2]	2.75%
Maturity date of securities	[1],[2]	2019-04
Rate	[1],[2]	(0.78%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 9,357
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $8,372 Sovereign Government Bond, Coupon 1.15%, Maturity Date 2020 07 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	8,932
Securities collateralized by par value	[1],[2]	$ 8,372
Coupon rate on underlying collateral	[1],[2]	1.15%
Maturity date of securities	[1],[2]	2020-07
Rate	[1],[2]	(0.90%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 8,932
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $8,372 Sovereign Government Bond, Coupon 0.65%, Maturity Date 2020 11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	8,598
Securities collateralized by par value	[1],[2]	$ 8,372
Coupon rate on underlying collateral	[1],[2]	0.65%
Maturity date of securities	[1],[2]	2020-11
Rate	[1],[2]	(0.90%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 8,598
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $6,570 Exchange-Traded Corporate Debt, Coupon 2.55%, Maturity Date 2023 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	6,743
Securities collateralized by par value	[1],[2]	$ 6,570
Coupon rate on underlying collateral	[1],[2]	2.55%
Maturity date of securities	[1],[2]	2023-04
Rate	[1],[2]	0.60%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 6,743
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $6,600 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2025 01 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	6,353
Securities collateralized by par value	[1],[2]	$ 6,600
Coupon rate on underlying collateral	[1],[2]	8.00%
Maturity date of securities	[1],[2]	2025-01
Rate	[1],[2]	(2.50%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 6,353
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		6,166	[1],[2],[7]	6,166	[3],[4],[8]
Securities collateralized by par value		$ 9,512	[1],[2],[7]	$ 9,512	[3],[4],[8]
Coupon rate on underlying collateral		5.50%	[1],[2],[7]	5.50%	[3],[4],[8]
Maturity date of securities		2022-07	[1],[2],[7]	2022-07	[3],[4],[8]
Rate		2.95%	[1],[2],[7]	2.90%	[3],[4],[8]
Investments maturity date		2017-06	[1],[2],[7]	2017-02	[3],[4],[8]
Fair value repurchase agreements		$ 6,166	[1],[2],[7]	$ 6,166	[3],[4],[8]
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $5,857 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2021 09 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	5,839
Securities collateralized by par value	[1],[2]	$ 5,857
Coupon rate on underlying collateral	[1],[2]	6.25%
Maturity date of securities	[1],[2]	2021-09
Rate	[1],[2]	(2.25%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 5,839
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $5,588 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2021 09 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	5,378
Securities collateralized by par value	[1],[2]	$ 5,588
Coupon rate on underlying collateral	[1],[2]	6.25%
Maturity date of securities	[1],[2]	2021-09
Rate	[1],[2]	(1.50%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 5,378
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $4,790 Exchange-Traded Corporate Debt, Coupon 3.88%, Maturity Date 2022 01 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	4,802
Securities collateralized by par value	[1],[2]	$ 4,790
Coupon rate on underlying collateral	[1],[2]	3.88%
Maturity date of securities	[1],[2]	2022-01
Rate	[1],[2]	0.33%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 4,802
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $4,230 Exchange-Traded Corporate Debt, Coupon 2.90%, Maturity Date 2022 01 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	4,346
Securities collateralized by par value	[1],[2]	$ 4,230
Coupon rate on underlying collateral	[1],[2]	2.90%
Maturity date of securities	[1],[2]	2022-01
Rate	[1],[2]	0.55%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 4,346
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $3,920 Exchange-Traded Corporate Debt, Coupon 6.75%, Maturity Date 2023 06 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	3,804
Securities collateralized by par value	[1],[2]	$ 3,920
Coupon rate on underlying collateral	[1],[2]	6.75%
Maturity date of securities	[1],[2]	2023-06
Rate	[1],[2]	(2.00%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 3,804
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $3,641 Exchange-Traded Corporate Debt, Coupon 4.50%, Maturity Date 2022 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	3,718
Securities collateralized by par value	[1],[2]	$ 3,641
Coupon rate on underlying collateral	[1],[2]	4.50%
Maturity date of securities	[1],[2]	2022-04
Rate	[1],[2]	(2.00%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 3,718
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $3,696 U.S. Treasury Note, Coupon 1.75%, Maturity Date 2021 11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	3,691
Securities collateralized by par value	[1],[2]	$ 3,696
Coupon rate on underlying collateral	[1],[2]	1.75%
Maturity date of securities	[1],[2]	2021-11
Rate	[1],[2]	0.90%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 3,691
Repurchase Agreements [Member] | CS First Boston Collateralized by Par Value $3,260 Exchange-Traded Corporate Debt, Coupon 5.88%, Maturity Date 2021 08 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	3,647
Securities collateralized by par value	[1],[2]	$ 3,260
Coupon rate on underlying collateral	[1],[2]	5.88%
Maturity date of securities	[1],[2]	2021-08
Rate	[1],[2]	0.50%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 3,647
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $3,516 Exchange-Traded Corporate Debt, Coupon 4.88%, Maturity Date 2022 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	3,444
Securities collateralized by par value	[1],[2]	$ 3,516
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]	2017-04
Fair value repurchase agreements	[1],[2]	$ 3,444
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $3,400 Exchange-Traded Corporate Debt, Coupon 4.50%, Maturity Date 2022 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	3,417
Securities collateralized by par value	[1],[2]	$ 3,400
Coupon rate on underlying collateral	[1],[2]	4.50%
Maturity date of securities	[1],[2]	2022-04
Rate	[1],[2]	(3.00%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 3,417
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $3,398 Exchange-Traded Corporate Debt, Coupon 4.00%, Maturity Date 2021 11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	3,394
Securities collateralized by par value	[1],[2]	$ 3,398
Coupon rate on underlying collateral	[1],[2]	4.00%
Maturity date of securities	[1],[2]	2021-11
Rate	[1],[2]	0.00%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 3,394
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $3,494 Exchange-Traded Corporate Debt, Coupon 4.88%, Maturity Date 2022 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	3,385
Securities collateralized by par value	[1],[2]	$ 3,494
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]	2017-04
Fair value repurchase agreements	[1],[2]	$ 3,385
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $3,271 Exchange-Traded Corporate Debt, Coupon 5.13%, Maturity Date 2022 06 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	3,353
Securities collateralized by par value	[1],[2]	$ 3,271
Coupon rate on underlying collateral	[1],[2]	5.13%
Maturity date of securities	[1],[2]	2022-06
Rate	[1],[2]	(1.35%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 3,353
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $3,260 Exchange-Traded Corporate Debt, Coupon 2.40%, Maturity Date 2022 12 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	3,346
Securities collateralized by par value	[1],[2]	$ 3,260
Coupon rate on underlying collateral	[1],[2]	2.40%
Maturity date of securities	[1],[2]	2022-12
Rate	[1],[2]	0.00%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 3,346
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $3,220 Exchange-Traded Corporate Debt, Coupon 6.75%, Maturity Date 2023 06 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	3,252
Securities collateralized by par value	[1],[2]	$ 3,220
Coupon rate on underlying collateral	[1],[2]	6.75%
Maturity date of securities	[1],[2]	2023-06
Rate	[1],[2]	(2.50%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 3,252
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $2,943 Exchange-Traded Corporate Debt, Coupon 6.75%, Maturity Date 2021 06 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	3,024
Securities collateralized by par value	[1],[2]	$ 2,943
Coupon rate on underlying collateral	[1],[2]	6.75%
Maturity date of securities	[1],[2]	2021-06
Rate	[1],[2]	(0.50%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 3,024
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $2,840 Exchange-Traded Corporate Debt, Coupon 9.25%, Maturity Date 2021 07 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	2,979
Securities collateralized by par value	[1],[2]	$ 2,840
Coupon rate on underlying collateral	[1],[2]	9.25%
Maturity date of securities	[1],[2]	2021-07
Rate	[1],[2]	(0.20%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 2,979
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $2,880 U.S. Treasury Note, Coupon 1.13%, Maturity Date 2021 08 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	2,790
Securities collateralized by par value	[1],[2]	$ 2,880
Coupon rate on underlying collateral	[1],[2]	1.13%
Maturity date of securities	[1],[2]	2021-08
Rate	[1],[2]	0.90%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 2,790
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $2,470 Exchange-Traded Corporate Debt, Coupon 6.00%, Maturity Date 2023 03 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	2,653
Securities collateralized by par value	[1],[2]	$ 2,470
Coupon rate on underlying collateral	[1],[2]	6.00%
Maturity date of securities	[1],[2]	2023-03
Rate	[1],[2]	0.60%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 2,653
Repurchase Agreements [Member] | CS First Boston Collateralized by Par Value $2,600 Exchange-Traded Corporate Debt, Coupon 4.50%, Maturity Date 2022 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	2,545
Securities collateralized by par value	[1],[2]	$ 2,600
Coupon rate on underlying collateral	[1],[2]	4.50%
Maturity date of securities	[1],[2]	2022-04
Rate	[1],[2]	(2.50%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 2,545
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $2,532 Exchange-Traded Corporate Debt, Coupon 4.00%, Maturity Date 2021 11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	2,510
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]	0.60%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 2,510
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $2,290 Exchange-Traded Corporate Debt, Coupon 5.13%, Maturity Date 2022 06 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	2,400
Securities collateralized by par value	[1],[2]	$ 2,290
Coupon rate on underlying collateral	[1],[2]	5.13%
Maturity date of securities	[1],[2]	2022-06
Rate	[1],[2]	0.00%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 2,400
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $1,710 Exchange-Traded Corporate Debt, Coupon 5.75%, Maturity Date 2023 03 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,836
Securities collateralized by par value	[1],[2]	$ 1,710
Coupon rate on underlying collateral	[1],[2]	5.75%
Maturity date of securities	[1],[2]	2023-03
Rate	[1],[2]	0.60%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,836
Repurchase Agreements [Member] | CS First Boston Collateralized by Par Value $1,625 Exchange-Traded Corporate Debt, Coupon 6.75%, Maturity Date 2021 06 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,647
Securities collateralized by par value	[1],[2]	$ 1,625
Coupon rate on underlying collateral	[1],[2]	6.75%
Maturity date of securities	[1],[2]	2021-06
Rate	[1],[2]	(1.00%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,647
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $1,490 Exchange-Traded Corporate Debt, Coupon 6.38%, Maturity Date 12/23 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,610
Securities collateralized by par value	[1],[2]	$ 1,490
Coupon rate on underlying collateral	[1],[2]	6.38%
Maturity date of securities	[1],[2]	2023-12
Rate	[1],[2]	0.60%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,610
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $1,480 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2022 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,491
Securities collateralized by par value	[1],[2]	$ 1,480
Coupon rate on underlying collateral	[1],[2]	6.25%
Maturity date of securities	[1],[2]	2022-10
Rate	[1],[2]	(8.25%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,491
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,560 Exchange-Traded Corporate Debt, Coupon 3.88%, Maturity Date 2023 03 [Member]
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]	0.55%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,435
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $1,318 Exchange-Traded Corporate Debt, Coupon 7.38%, Maturity Date 2021 01 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,374
Securities collateralized by par value	[1],[2]	$ 1,318
Coupon rate on underlying collateral	[1],[2]	7.38%
Maturity date of securities	[1],[2]	2021-01
Rate	[1],[2]	(1.65%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,374
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $1,343 U.S. Treasury Note, Coupon 1.25%, Maturity Date 2021 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,311
Securities collateralized by par value	[1],[2]	$ 1,343
Coupon rate on underlying collateral	[1],[2]	1.25%
Maturity date of securities	[1],[2]	2021-10
Rate	[1],[2]	0.90%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,311
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $1,300 Exchange-Traded Corporate Debt, Coupon 4.88%, Maturity Date 2022 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,279
Securities collateralized by par value	[1],[2]	$ 1,300
Coupon rate on underlying collateral	[1],[2]	4.88%
Maturity date of securities	[1],[2]	2022-04
Rate	[1],[2]	(3.50%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,279
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,230 Exchange-Traded Corporate Debt, Coupon 6.75%, Maturity Date 2019 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,267
Securities collateralized by par value	[1],[2]	$ 1,230
Coupon rate on underlying collateral	[1],[2]	6.75%
Maturity date of securities	[1],[2]	2019-04
Rate	[1],[2]	0.25%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,267
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,222 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2021 09 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,213
Securities collateralized by par value	[1],[2]	$ 1,222
Coupon rate on underlying collateral	[1],[2]	6.25%
Maturity date of securities	[1],[2]	2021-09
Rate	[1],[2]	(2.25%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,213
Repurchase Agreements [Member] | CS First Boston Collateralized by Par Value $1,180 Exchange-Traded Corporate Debt, Coupon 8.75%, Maturity Date 2022 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,165
Securities collateralized by par value	[1],[2]	$ 1,180
Coupon rate on underlying collateral	[1],[2]	8.75%
Maturity date of securities	[1],[2]	2022-04
Rate	[1],[2]	0.25%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,165
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,130 Exchange-Traded Corporate Debt, Coupon 4.13%, Maturity Date 2022 02 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,138
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]	0.55%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,138
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $1,140 Exchange-Traded Corporate Debt, Coupon 4.50%, Maturity Date 2023 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,098
Securities collateralized by par value	[1],[2]	$ 1,140
Coupon rate on underlying collateral	[1],[2]	4.50%
Maturity date of securities	[1],[2]	2023-04
Rate	[1],[2]	0.55%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,098
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $930 Exchange-Traded Corporate Debt, Coupon 7.25%, Maturity Date 2022 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	1,030
Securities collateralized by par value	[1],[2]	$ 930
Coupon rate on underlying collateral	[1],[2]	7.25%
Maturity date of securities	[1],[2]	2022-10
Rate	[1],[2]	(0.25%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 1,030
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $980 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2022 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	996
Securities collateralized by par value	[1],[2]	$ 980
Coupon rate on underlying collateral	[1],[2]	6.25%
Maturity date of securities	[1],[2]	2022-10
Rate	[1],[2]	(4.75%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 996
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $900 Exchange-Traded Corporate Debt, Coupon 6.38%, Maturity Date 2023 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	990
Securities collateralized by par value	[1],[2]	$ 900
Coupon rate on underlying collateral	[1],[2]	6.38%
Maturity date of securities	[1],[2]	2023-10
Rate	[1],[2]	(0.50%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 990
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $860 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2022 07 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	869
Securities collateralized by par value	[1],[2]	$ 860
Coupon rate on underlying collateral	[1],[2]	6.25%
Maturity date of securities	[1],[2]	2022-07
Rate	[1],[2]	0.55%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 869
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $850 Exchange-Traded Corporate Debt, Coupon 3.88%, Maturity Date 2022 01 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	864
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]	0.60%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 864
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $960 Exchange-Traded Corporate Debt, Coupon 5.50%, Maturity Date 2024 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	862
Securities collateralized by par value	[1],[2]	$ 960
Coupon rate on underlying collateral	[1],[2]	5.50%
Maturity date of securities	[1],[2]	2024-10
Rate	[1],[2]	(4.00%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 862
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $930 U.S. Treasury Bond, Coupon 2.25%, Maturity Date 2046 08 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	789
Securities collateralized by par value	[1],[2]	$ 930
Coupon rate on underlying collateral	[1],[2]	2.25%
Maturity date of securities	[1],[2]	2046-08
Rate	[1],[2]	0.85%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 789
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $700 Exchange-Traded Corporate Debt, Coupon 5.25%, Maturity Date 2023 12 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	709
Securities collateralized by par value	[1],[2]	$ 700
Coupon rate on underlying collateral	[1],[2]	5.25%
Maturity date of securities	[1],[2]	2023-12
Rate	[1],[2]	0.55%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 709
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $640 Exchange-Traded Corporate Debt, Coupon 8.13%, Maturity Date 2022 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	693
Securities collateralized by par value	[1],[2]	$ 640
Coupon rate on underlying collateral	[1],[2]	8.13%
Maturity date of securities	[1],[2]	2022-04
Rate	[1],[2]	0.55%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 693
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $640 Exchange-Traded Corporate Debt, Coupon 9.25%, Maturity Date 2021 07 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	659
Securities collateralized by par value	[1],[2]	$ 640
Coupon rate on underlying collateral	[1],[2]	9.25%
Maturity date of securities	[1],[2]	2021-07
Rate	[1],[2]	0.50%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 659
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $700 Exchange-Traded Corporate Debt, Coupon 4.50%, Maturity Date 2022 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	658
Securities collateralized by par value	[1],[2]	$ 700
Coupon rate on underlying collateral	[1],[2]	4.50%
Maturity date of securities	[1],[2]	2022-04
Rate	[1],[2]	(1.75%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 658
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $660 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2022 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	655
Securities collateralized by par value	[1],[2]	$ 660
Coupon rate on underlying collateral	[1],[2]	6.25%
Maturity date of securities	[1],[2]	2022-10
Rate	[1],[2]	(3.25%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 655
Repurchase Agreements [Member] | Bank of America Securities Collateralized by Par Value $668 U.S. Treasury Note, Coupon 1.13%, Maturity Date 2021 09 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	650
Securities collateralized by par value	[1],[2]	$ 668
Coupon rate on underlying collateral	[1],[2]	1.13%
Maturity date of securities	[1],[2]	2021-09
Rate	[1],[2]	0.85%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 650
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $650 Exchange-Traded Corporate Debt, Coupon 5.50%, Maturity Date 2024 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	608
Securities collateralized by par value	[1],[2]	$ 650
Coupon rate on underlying collateral	[1],[2]	5.50%
Maturity date of securities	[1],[2]	2024-10
Rate	[1],[2]	(4.50%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 608
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $620 Exchange-Traded Corporate Debt, Coupon 5.50%, Maturity Date 2024 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	607
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]	0.00%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 607
Repurchase Agreements [Member] | Deutsche Bank Securities Collateralized by Par Value $640 Exchange-Traded Corporate Debt, Coupon 5.50%, Maturity Date 2024 10 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	605
Securities collateralized by par value	[1],[2]	$ 640
Coupon rate on underlying collateral	[1],[2]	5.50%
Maturity date of securities	[1],[2]	2024-10
Rate	[1],[2]	(3.00%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 605
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $550 Exchange-Traded Corporate Debt, Coupon 2.40%, 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]	2017-04
Fair value repurchase agreements	[1],[2]	$ 562
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $560 Exchange-Traded Corporate Debt, Coupon 6.25%, Maturity Date 2021 09 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	542
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]	0.00%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 542
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	[1],[2]	535
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]	0.55%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 535
Repurchase Agreements [Member] | JP Morgan Securities LLC Collateralized by Par Value $522 Exchange-Traded Corporate Debt, Coupon 4.50%, Maturity Date 2022 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	522
Securities collateralized by par value	[1],[2]	$ 522
Coupon rate on underlying collateral	[1],[2]	4.50%
Maturity date of securities	[1],[2]	2022-04
Rate	[1],[2]	(1.65%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 522
Repurchase Agreements [Member] | CS First Boston Collateralized by Par Value $464 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2025 01 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	456
Securities collateralized by par value	[1],[2]	$ 464
Coupon rate on underlying collateral	[1],[2]	8.00%
Maturity date of securities	[1],[2]	2025-01
Rate	[1],[2]	(3.00%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 456
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $360 Exchange-Traded Corporate Debt, Coupon 5.13%, Maturity Date 2023 11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	377
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]	0.55%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 377
Repurchase Agreements [Member] | Barclays Capital Inc Collateralized by Par Value $320 Exchange-Traded Corporate Debt, Coupon 8.00%, Maturity Date 2025 01 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	340
Securities collateralized by par value	[1],[2]	$ 320
Coupon rate on underlying collateral	[1],[2]	8.00%
Maturity date of securities	[1],[2]	2025-01
Rate	[1],[2]	(3.00%)
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 340
Repurchase Agreements [Member] | Societe Generale Collateralized by Par Value $120 Exchange-Traded Corporate Debt, Coupon 5.38%, Maturity Date 2023 04 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	130
Securities collateralized by par value	[1],[2]	$ 120
Coupon rate on underlying collateral	[1],[2]	5.38%
Maturity date of securities	[1],[2]	2023-04
Rate	[1],[2]	0.60%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 130
Repurchase Agreements [Member] | CS First Boston Collateralized by Par Value $60 Exchange-Traded Corporate Debt, Coupon 4.13%, Maturity Date 2022 02 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	60
Securities collateralized by par value	[1],[2]	$ 60
Coupon rate on underlying collateral	[1],[2]	4.13%
Maturity date of securities	[1],[2]	2022-02
Rate	[1],[2]	0.25%
Investments maturity date	[1],[2]	2017-04
Fair value repurchase agreements	[1],[2]	$ 60
Repurchase Agreements [Member] | RBC Capital Markets LLC Collateralized by Par Value $12 Exchange-Traded Corporate Debt, Coupon 4.00%, Maturity Date 2021 11 [Member]
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[1],[2]	12
Securities collateralized by par value	[1],[2]	$ 12
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]	2017-04
Fair value repurchase agreements	[1],[2]	$ 12
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	[3],[4]			46,749
Securities collateralized by par value	[3],[4]			$ 48,133
Coupon rate on underlying collateral	[3],[4]			2.00%
Maturity date of securities	[3],[4]			2026-11
Rate	[3],[4]			(1.15%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			14,900
Securities collateralized by par value	[3],[4]			$ 14,507
Coupon rate on underlying collateral	[3],[4]			0.25%
Maturity date of securities	[3],[4]			2018-04
Rate	[3],[4]			(0.89%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			12,912
Securities collateralized by par value	[3],[4]			$ 12,498
Coupon rate on underlying collateral	[3],[4]			0.25%
Maturity date of securities	[3],[4]			2020-11
Rate	[3],[4]			(1.10%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			11,324
Securities collateralized by par value	[3],[4]			$ 12,160
Coupon rate on underlying collateral	[3],[4]			1.50%
Maturity date of securities	[3],[4]			2026-08
Rate	[3],[4]			(0.30%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			9,494
Securities collateralized by par value	[3],[4]			$ 9,176
Coupon rate on underlying collateral	[3],[4]			0.75%
Maturity date of securities	[3],[4]			2021-07
Rate	[3],[4]			(0.89%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			9,165
Securities collateralized by par value	[3],[4]			$ 8,322
Coupon rate on underlying collateral	[3],[4]			2.75%
Maturity date of securities	[3],[4]			2019-04
Rate	[3],[4]			(0.80%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			8,725
Securities collateralized by par value	[3],[4]			$ 8,257
Coupon rate on underlying collateral	[3],[4]			1.15%
Maturity date of securities	[3],[4]			2020-07
Rate	[3],[4]			(0.81%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			8,447
Securities collateralized by par value	[3],[4]			$ 8,257
Coupon rate on underlying collateral	[3],[4]			0.65%
Maturity date of securities	[3],[4]			2020-11
Rate	[3],[4]			(0.95%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 8,447
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	[3],[4]			5,827
Securities collateralized by par value	[3],[4]			$ 6,300
Coupon rate on underlying collateral	[3],[4]			6.25%
Maturity date of securities	[3],[4]			2021-09
Rate	[3],[4]			(0.35%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			4,691
Securities collateralized by par value	[3],[4]			$ 4,726
Coupon rate on underlying collateral	[3],[4]			1.75%
Maturity date of securities	[3],[4]			2021-11
Rate	[3],[4]			(3.00%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			3,274
Securities collateralized by par value	[3],[4]			$ 3,274
Coupon rate on underlying collateral	[3],[4]			6.25%
Maturity date of securities	[3],[4]			2022-07
Rate	[3],[4]			0.30%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			3,147
Securities collateralized by par value	[3],[4]			$ 3,100
Coupon rate on underlying collateral	[3],[4]			8.00%
Maturity date of securities	[3],[4]			2025-01
Rate	[3],[4]			(1.00%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			3,125
Securities collateralized by par value	[3],[4]			$ 3,230
Coupon rate on underlying collateral	[3],[4]			1.13%
Maturity date of securities	[3],[4]			2021-08
Rate	[3],[4]			0.10%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			3,006
Securities collateralized by par value	[3],[4]			$ 3,050
Coupon rate on underlying collateral	[3],[4]			4.00%
Maturity date of securities	[3],[4]			2021-11
Rate	[3],[4]			(0.50%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			2,774
Securities collateralized by par value	[3],[4]			$ 3,032
Coupon rate on underlying collateral	[3],[4]			4.50%
Maturity date of securities	[3],[4]			2022-04
Rate	[3],[4]			(4.50%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			2,534
Securities collateralized by par value	[3],[4]			$ 2,532
Coupon rate on underlying collateral	[3],[4]			4.00%
Maturity date of securities	[3],[4]			2021-11
Rate	[3],[4]			(0.50%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			2,232
Securities collateralized by par value	[3],[4]			$ 2,090
Coupon rate on underlying collateral	[3],[4]			6.25%
Maturity date of securities	[3],[4]			2022-10
Rate	[3],[4]			(2.50%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			1,899
Securities collateralized by par value	[3],[4]			$ 1,968
Coupon rate on underlying collateral	[3],[4]			1.13%
Maturity date of securities	[3],[4]			2021-09
Rate	[3],[4]			0.10%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			1,777
Securities collateralized by par value	[3],[4]			$ 1,864
Coupon rate on underlying collateral	[3],[4]			4.88%
Maturity date of securities	[3],[4]			2022-04
Rate	[3],[4]			(2.25%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			1,573
Securities collateralized by par value	[3],[4]			$ 1,550
Coupon rate on underlying collateral	[3],[4]			8.00%
Maturity date of securities	[3],[4]			2025-01
Rate	[3],[4]			(1.50%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			1,503
Securities collateralized by par value	[3],[4]			$ 1,556
Coupon rate on underlying collateral	[3],[4]			4.88%
Maturity date of securities	[3],[4]			2022-04
Rate	[3],[4]			(2.50%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			1,435
Securities collateralized by par value	[3],[4]			$ 1,560
Coupon rate on underlying collateral	[3],[4]			3.88%
Maturity date of securities	[3],[4]			2023-03
Rate	[3],[4]			0.30%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			1,369
Securities collateralized by par value	[3],[4]			$ 1,240
Coupon rate on underlying collateral	[3],[4]			9.25%
Maturity date of securities	[3],[4]			2021-07
Rate	[3],[4]			0.35%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			1,281
Securities collateralized by par value	[3],[4]			$ 1,305
Coupon rate on underlying collateral	[3],[4]			1.38%
Maturity date of securities	[3],[4]			2021-04
Rate	[3],[4]			0.25%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			1,214
Securities collateralized by par value	[3],[4]			$ 1,190
Coupon rate on underlying collateral	[3],[4]			3.88%
Maturity date of securities	[3],[4]			2022-01
Rate	[3],[4]			0.25%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			1,147
Securities collateralized by par value	[3],[4]			$ 1,300
Coupon rate on underlying collateral	[3],[4]			5.50%
Maturity date of securities	[3],[4]			2024-10
Rate	[3],[4]			(1.75%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			1,119
Securities collateralized by par value	[3],[4]			$ 1,130
Coupon rate on underlying collateral	[3],[4]			4.13%
Maturity date of securities	[3],[4]			2022-02
Rate	[3],[4]			0.30%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			975
Securities collateralized by par value	[3],[4]			$ 1,008
Coupon rate on underlying collateral	[3],[4]			4.00%
Maturity date of securities	[3],[4]			2021-11
Rate	[3],[4]			(0.65%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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	[3],[4]			909
Securities collateralized by par value	[3],[4]			$ 850
Coupon rate on underlying collateral	[3],[4]			3.88%
Maturity date of securities	[3],[4]			2022-01
Rate	[3],[4]			0.35%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			817
Securities collateralized by par value	[3],[4]			$ 840
Coupon rate on underlying collateral	[3],[4]			4.00%
Maturity date of securities	[3],[4]			2021-11
Rate	[3],[4]			(0.50%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			795
Securities collateralized by par value	[3],[4]			$ 780
Coupon rate on underlying collateral	[3],[4]			6.25%
Maturity date of securities	[3],[4]			2022-10
Rate	[3],[4]			(2.50%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			780
Securities collateralized by par value	[3],[4]			$ 800
Coupon rate on underlying collateral	[3],[4]			1.25%
Maturity date of securities	[3],[4]			2021-10
Rate	[3],[4]			(2.80%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 780
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	[3],[4]			760
Securities collateralized by par value	[3],[4]			$ 819
Coupon rate on underlying collateral	[3],[4]			4.50%
Maturity date of securities	[3],[4]			2022-04
Rate	[3],[4]			(4.75%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			674
Securities collateralized by par value	[3],[4]			$ 650
Coupon rate on underlying collateral	[3],[4]			5.25%
Maturity date of securities	[3],[4]			2022-09
Rate	[3],[4]			0.30%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			673
Securities collateralized by par value	[3],[4]			$ 620
Coupon rate on underlying collateral	[3],[4]			6.38%
Maturity date of securities	[3],[4]			2026-04
Rate	[3],[4]			0.30%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			671
Securities collateralized by par value	[3],[4]			$ 620
Coupon rate on underlying collateral	[3],[4]			6.88%
Maturity date of securities	[3],[4]			2023-05
Rate	[3],[4]			0.30%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 671
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	[3],[4]			587
Securities collateralized by par value	[3],[4]			$ 620
Coupon rate on underlying collateral	[3],[4]			5.50%
Maturity date of securities	[3],[4]			2024-10
Rate	[3],[4]			(1.50%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			566
Securities collateralized by par value	[3],[4]			$ 570
Coupon rate on underlying collateral	[3],[4]			4.00%
Maturity date of securities	[3],[4]			2021-11
Rate	[3],[4]			(0.35%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 566
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	[3],[4]			562
Securities collateralized by par value	[3],[4]			$ 550
Coupon rate on underlying collateral	[3],[4]			2.40%
Maturity date of securities	[3],[4]			2022-12
Rate	[3],[4]			(0.10%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			545
Securities collateralized by par value	[3],[4]			$ 560
Coupon rate on underlying collateral	[3],[4]			4.00%
Maturity date of securities	[3],[4]			2021-11
Rate	[3],[4]			(0.38%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			543
Securities collateralized by par value	[3],[4]			$ 560
Coupon rate on underlying collateral	[3],[4]			6.25%
Maturity date of securities	[3],[4]			2021-09
Rate	[3],[4]			(0.35%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			533
Securities collateralized by par value	[3],[4]			$ 549
Coupon rate on underlying collateral	[3],[4]			1.13%
Maturity date of securities	[3],[4]			2021-07
Rate	[3],[4]			0.60%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			520
Securities collateralized by par value	[3],[4]			$ 500
Coupon rate on underlying collateral	[3],[4]			5.75%
Maturity date of securities	[3],[4]			2022-10
Rate	[3],[4]			0.30%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			449
Securities collateralized by par value	[3],[4]			$ 430
Coupon rate on underlying collateral	[3],[4]			5.13%
Maturity date of securities	[3],[4]			2021-10
Rate	[3],[4]			0.30%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			373
Securities collateralized by par value	[3],[4]			$ 360
Coupon rate on underlying collateral	[3],[4]			5.13%
Maturity date of securities	[3],[4]			2023-11
Rate	[3],[4]			0.30%
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 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
Schedule of Investments [Line Items]
Current Principal/Notional Amount	[3],[4]			278
Securities collateralized by par value	[3],[4]			$ 270
Coupon rate on underlying collateral	[3],[4]			7.75%
Maturity date of securities	[3],[4]			2021-06
Rate	[3],[4]			(7.00%)
Investments maturity date	[3],[4]			2017-01
Fair value repurchase agreements	[3],[4]			$ 278

[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] 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.

[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.