Quarterly report pursuant to Section 13 or 15(d)

Credit facilities - Senior Credit Facility, Additional Information (Details)

v3.10.0.1
Credit facilities - Senior Credit Facility, Additional Information (Details) - Senior Secured Revolving Credit Facility [Member]
 1 Months Ended 9 Months Ended
Sep. 30, 2018
USD ($)
Sep. 30, 2018
USD ($)
Line of Credit Facility [Line Items]    
Maximum advances on credit facilities $ 1,600,000,000 $ 1,600,000,000
Credit facility outstanding   500,000,000
Unamortized issuance costs $ 3,000,000 $ 3,000,000
Availability fee percentage   0.50%
Default underlying financings (percent)   50.00%
LIBOR [Member]    
Line of Credit Facility [Line Items]    
Basis spread on variable rate (as a percent)   1.00%
Federal Funds Rate [Member]    
Line of Credit Facility [Line Items]    
Basis spread on variable rate (as a percent)   0.50%
Base Rate [Member]    
Line of Credit Facility [Line Items]    
Basis spread on variable rate (as a percent)   0.00%
G&I Facility [Member]    
Line of Credit Facility [Line Items]    
Fixed interest rate 1.50% 1.50%
G&I Facility [Member] | U.S. Federal Government [Member]    
Line of Credit Facility [Line Items]    
Applicable valuation percentages   85.00%
G&I Facility [Member] | Institutional [Member]    
Line of Credit Facility [Line Items]    
Applicable valuation percentages   80.00%
G&I Facility [Member] | LIBOR [Member]    
Line of Credit Facility [Line Items]    
Basis spread on variable rate (as a percent)   1.50%
G&I Facility [Member] | LIBOR [Member] | Credit Default Option [Member]    
Line of Credit Facility [Line Items]    
Basis spread on variable rate (as a percent)   2.50%
PF Facility [Member]    
Line of Credit Facility [Line Items]    
Increase in maximum cumulative advances $ 100,000,000  
Fixed interest rate 2.50% 2.50%
Applicable valuation percentages   67.00%
PF Facility [Member] | LIBOR [Member]    
Line of Credit Facility [Line Items]    
Basis spread on variable rate (as a percent) 1.50% 2.50%
PF Facility [Member] | LIBOR [Member] | Credit Default Option [Member]    
Line of Credit Facility [Line Items]    
Basis spread on variable rate (as a percent)   5.00%