v3.10.0.1

Consolidated Condensed Schedule Of Investments (Financial Derivatives) $ in Thousands | 6 Months Ended | 12 Months Ended
--- | --- | ---
Jun. 30, 2018 USD ($) contracts | Dec. 31, 2017 USD ($) contracts
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Financial derivatives–assets, at fair value- | [1] | $ 30,669 |  | $ 28,165 |
Derivative Liabilities | [1] | (25,675) |  | (36,273) |
Net cost |  | 24,510 |  | 31,474 |
Net proceeds |  | $ (18,294) |  | $ (27,463) |
Short [Member] | US Treasury Note Futures [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Number of contracts | contracts |  | 959 |  | 68 |
Short [Member] | Foreign Exchange Future [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Number of contracts | contracts |  | 371 |  | 216 |
Financial Derivatives - Assets [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Financial derivatives–assets, at fair value- |  | $ 30,669 | [2] | $ 28,165 | [3]
Investment owned as a percentage of equity |  | 5.00% | [2],[4] | 4.54% | [3],[5]
Net cost |  | $ 24,510 | [2] | $ 31,474 | [3]
Financial Derivatives - Assets [Member] | Swap [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Financial derivatives–assets, at fair value- |  | $ 29,926 | [2] | $ 28,116 | [3]
Investment owned as a percentage of equity |  | 4.88% | [2],[4] | 4.53% | [3],[5]
Net cost |  | $ 24,507 | [2] | $ 31,392 | [3]
Financial Derivatives - Assets [Member] | Futures [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Financial derivatives–assets, at fair value- |  | $ 674 | [2] | $ 45 | [3]
Investment owned as a percentage of equity |  | 0.11% | [2],[4] | 0.01% | [3],[5]
Financial Derivatives - Assets [Member] | Options [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Financial derivatives–assets, at fair value- |  | $ 0 | [2] | $ 4 | [3]
Investment owned as a percentage of equity |  | 0.00% | [2],[4] | 0.00% | [3],[5]
Net cost |  | $ 3 | [2] | $ 82 | [3]
Financial Derivatives - Assets [Member] | Forwards [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Financial derivatives–assets, at fair value- | [2] | $ 69 |  |  |
Investment owned as a percentage of equity | [2],[4] | 0.01% |  |  |
Financial Derivatives - Assets [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Financial derivatives–assets, at fair value- | [3],[6] |  |  | 3,140 |
Financial Derivatives - Assets [Member] | Long [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 980 | [2],[7] | 885 | [3],[8]
Financial derivatives–assets, at fair value- |  | $ 8 | [2],[7] | $ 9 | [3],[8]
Investment Maturity Date | [3],[8] |  |  | 2037-12 |
Financial Derivatives - Assets [Member] | Long [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [2],[7] | 2037-12 |  |  |
Financial Derivatives - Assets [Member] | Long [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [2],[7] | 2059-11 |  |  |
Financial Derivatives - Assets [Member] | Long [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 39,184 | [2],[7] | $ 25,338 | [3],[8]
Financial derivatives–assets, at fair value- |  | $ 816 | [2],[7] | $ 1,429 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2019-06 | [2],[7] | 2018-12 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2022-12 | [2],[7] | 2022-12 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | Interest Rate Swaps [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 4,375 | [2],[9] | $ 79,347 | [3],[10]
Financial derivatives–assets, at fair value- |  | $ 59 | [2],[9] | $ 969 | [3],[10]
Financial Derivatives - Assets [Member] | Long [Member] | Interest Rate Swaps [Member] | Minimum [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2024-01 | [2],[9] | 2018-03 | [3],[10]
Financial Derivatives - Assets [Member] | Long [Member] | Interest Rate Swaps [Member] | Maximum [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2024-03 | [2],[9] | 2025-12 | [3],[10]
Financial Derivatives - Assets [Member] | Long [Member] | Interest Rate Cap [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 90,253 | [2],[11] | $ 113,453 | [3],[12]
Financial derivatives–assets, at fair value- |  | $ 0 | [2],[11] | $ 1 | [3],[12]
Financial Derivatives - Assets [Member] | Long [Member] | Interest Rate Cap [Member] | Minimum [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2018-10 | [2],[11] | 2018-03 | [3],[12]
Financial Derivatives - Assets [Member] | Long [Member] | Interest Rate Cap [Member] | Maximum [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2019-05 | [2],[11] | 2019-05 | [3],[12]
Financial Derivatives - Assets [Member] | Long [Member] | Equity Option [Member] | Consumer [Member] | Equity Market Risk [Member] | Call Option [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [3],[13] |  |  | $ 16 |
Financial derivatives–assets, at fair value- | [3],[13] |  |  | $ 3 |
Investment Maturity Date | [3],[13] |  |  | 2018-01 |
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Financial derivatives–assets, at fair value- |  | $ 4,373 | [2],[7] | $ 3,913 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | 7,868 | [2],[7] | 2,070 | [3],[8]
Financial derivatives–assets, at fair value- |  | $ 428 | [2],[7] | $ 228 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2022-12 | [2],[7] | 2021-12 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2023-06 | [2],[7] | 2022-12 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 9,730 | [2],[7] | $ 10,165 | [3],[8]
Financial derivatives–assets, at fair value- |  | $ 244 | [2],[7] | $ 475 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2020-12 | [2],[7] | 2020-06 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2023-06 | [2],[7] | 2022-12 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 19,565 | [2],[7] | $ 41,725 | [3],[8]
Financial derivatives–assets, at fair value- |  | $ 2,858 | [2],[7] | $ 2,525 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2022-06 | [2],[7] | 2019-03 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2023-06 | [2],[7] | 2022-12 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 9,642 | [2],[7] | $ 8,250 | [3],[8]
Financial derivatives–assets, at fair value- |  | $ 304 | [2],[7] | $ 99 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2018-12 | [2],[7] | 2019-06 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2022-12 | [2],[7] | 2022-06 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Financial [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 2,495 | [2],[7] | $ 1,180 | [3],[8]
Financial derivatives–assets, at fair value- |  | $ 331 | [2],[7] | $ 194 | [3],[8]
Investment Maturity Date |  | 2023-06 | [2],[7] | 2021-12 | [3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [2],[7] | $ 1,410 |  |  |
Financial derivatives–assets, at fair value- | [2],[7] | $ 39 |  |  |
Investment Maturity Date | [2],[7] | 2023-06 |  |  |
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Utilities [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 1,175 | [2],[7] | $ 3,150 | [3],[8]
Financial derivatives–assets, at fair value- |  | $ 169 | [2],[7] | $ 392 | [3],[8]
Investment Maturity Date | [2],[7] | 2023-06 |  |  |
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Utilities [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [3],[8] |  |  | 2021-12 |
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Utilities [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [3],[8] |  |  | 2022-06 |
Financial Derivatives - Assets [Member] | Short [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (19,651) | [2],[14] | $ (28,733) | [3],[6]
Financial derivatives–assets, at fair value- |  | $ 3,712 | [2],[14] | $ 5,384 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2046-05 | [2],[14] | 2046-05 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2059-11 | [2],[14] | 2059-11 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | Interest Rate Swaps [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (570,809) | [2],[15] | $ (866,398) | [3],[16]
Financial derivatives–assets, at fair value- |  | $ 15,711 | [2],[15] | $ 8,277 | [3],[16]
Financial Derivatives - Assets [Member] | Short [Member] | Interest Rate Swaps [Member] | Minimum [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2018-07 | [2],[15] | 2018-12 | [3],[16]
Financial Derivatives - Assets [Member] | Short [Member] | Interest Rate Swaps [Member] | Maximum [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2045-12 | [2],[15] | 2030-11 | [3],[16]
Financial Derivatives - Assets [Member] | Short [Member] | Interest Rate Swaps Variable rates only [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [3],[17] |  |  | $ (26,600) |
Financial derivatives–assets, at fair value- | [3],[17] |  |  | $ 20 |
Financial Derivatives - Assets [Member] | Short [Member] | Interest Rate Swaps Variable rates only [Member] | Minimum [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [3],[17] |  |  | 2018-04 |
Financial Derivatives - Assets [Member] | Short [Member] | Interest Rate Swaps Variable rates only [Member] | Maximum [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [3],[17] |  |  | 2019-06 |
Financial Derivatives - Assets [Member] | Short [Member] | US Treasury Note Futures [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (95,900) | [2],[18] | $ (6,800) | [3],[19]
Financial derivatives–assets, at fair value- |  | $ 634 | [2],[18] | $ 45 | [3],[19]
Investment Maturity Date |  | 2018-09 | [2],[18] | 2018-03 | [3],[19]
Financial Derivatives - Assets [Member] | Short [Member] | Forwards [Member] | Currency risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [2],[20] | $ (13,375) |  |  |
Financial derivatives–assets, at fair value- | [2],[20] | $ 69 |  |  |
Investment Maturity Date | [2],[20] | 2018-09 |  |  |
Financial Derivatives - Assets [Member] | Short [Member] | Foreign Exchange Future [Member] | Currency risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [2],[21] | $ (8,250) |  |  |
Financial derivatives–assets, at fair value- | [2],[21] | $ 40 |  |  |
Investment Maturity Date | [2],[21] | 2018-09 |  |  |
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Financial derivatives–assets, at fair value- |  | $ 2,656 | [2],[14] | $ 4,975 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | (695) | [2],[14] | (2,590) | [3],[6]
Financial derivatives–assets, at fair value- |  | $ 5 | [2],[14] | $ 77 | [3],[6]
Investment Maturity Date | [2],[14] | 2022-03 |  |  |
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [3],[6] |  |  | 2021-06 |
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [3],[6] |  |  | 2022-06 |
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (20,395) | [2],[14] | $ (21,975) | [3],[6]
Financial derivatives–assets, at fair value- |  | $ 1,550 | [2],[14] | $ 3,386 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2018-12 | [2],[14] | 2018-12 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2022-12 | [2],[14] | 2022-06 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (10,165) | [2],[14] | $ (11,385) | [3],[6]
Financial derivatives–assets, at fair value- |  | $ 168 | [2],[14] | $ 211 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2018-12 | [2],[14] | 2018-12 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2023-06 | [2],[14] | 2022-12 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (8,563) | [2],[14] | $ (28,392) | [3],[6]
Financial derivatives–assets, at fair value- |  | $ 353 | [2],[14] | $ 849 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2018-12 | [2],[14] | 2018-06 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2022-12 | [2],[14] | 2022-12 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [2],[14] | $ (585) |  |  |
Financial derivatives–assets, at fair value- | [2],[14] | $ 27 |  |  |
Investment Maturity Date | [2],[14] | 2023-06 |  |  |
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (7,000) | [2],[14] | $ (4,025) | [3],[6]
Financial derivatives–assets, at fair value- |  | $ 553 | [2],[14] | $ 452 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2020-06 | [2],[14] | 2021-12 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2022-12 | [2],[14] | 2022-06 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member] | Mortgage-related Residential [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (5,396) | [2],[14] | $ (5,688) | [3],[6]
Financial derivatives–assets, at fair value- |  | $ 2,591 | [2],[14] | $ 3,140 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member] | Mortgage-related Residential [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2035-05 | [2],[14] | 2035-05 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member] | Mortgage-related Residential [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2035-12 | [2],[14] | 2035-12 | [3],[6]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Total Return Swaps [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Financial derivatives–assets, at fair value- |  | $ 0 | [2],[22] | $ 0 | [3]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Total Return Swaps [Member] | Financial [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [2],[22] | (8,018) |  |  |
Financial derivatives–assets, at fair value- | [2],[22] | $ 0 |  |  |
Investment Maturity Date | [2],[14] | 2019-07 |  |  |
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Total Return Swaps [Member] | Financial [Member] | Equity Market Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [3],[23] |  |  | (10,317) |
Financial derivatives–assets, at fair value- | [3],[23] |  |  | $ 0 |
Investment Maturity Date | [3],[23] |  |  | 2019-07 |
Financial Derivatives - Liabilities [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative Liabilities |  | $ (25,675) | [2] | $ (36,273) | [3]
Investment owned as a percentage of equity |  | (4.19%) | [2],[4] | (5.84%) | [3],[5]
Net proceeds |  | $ (18,294) | [2] | $ (27,463) | [3]
Financial Derivatives - Liabilities [Member] | Swap [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative Liabilities |  | $ (25,462) | [2] | $ (35,292) | [3]
Investment owned as a percentage of equity |  | (4.15%) | [2],[4] | (5.68%) | [3],[5]
Net proceeds |  | $ (18,294) | [2] | $ (27,463) | [3]
Financial Derivatives - Liabilities [Member] | Futures [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative Liabilities |  | $ (155) | [2] | $ (508) | [3]
Investment owned as a percentage of equity |  | (0.03%) | [2],[4] | (0.08%) | [3],[5]
Financial Derivatives - Liabilities [Member] | Forwards [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative Liabilities |  | $ (58) | [2] | $ (473) | [3]
Investment owned as a percentage of equity |  | (0.01%) | [2],[4] | (0.08%) | [3],[5]
Financial Derivatives - Liabilities [Member] | Long [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 6,607 | [2],[7] | $ 6,827 | [3],[8]
Derivative Liabilities |  | $ (963) | [2],[7] | $ (980) | [3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2049-03 | [2],[7] | 2049-03 | [3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2060-11 | [2],[7] | 2063-05 | [3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | Interest Rate Swaps [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 293,281 | [2],[9] | $ 374,003 | [3],[10]
Derivative Liabilities |  | $ (6,473) | [2],[9] | $ (5,852) | [3],[10]
Financial Derivatives - Liabilities [Member] | Long [Member] | Interest Rate Swaps [Member] | Minimum [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2018-11 | [2],[9] | 2018-11 | [3],[10]
Financial Derivatives - Liabilities [Member] | Long [Member] | Interest Rate Swaps [Member] | Maximum [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2024-10 | [2],[9] | 2027-12 | [3],[10]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative Liabilities |  | $ (4,576) | [2],[7] | $ (9,133) | [3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [3],[8] |  |  | 2,590 |
Derivative Liabilities | [3],[8] |  |  | $ (77) |
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [3],[8] |  |  | 2021-06 |
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [3],[8] |  |  | 2022-06 |
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | 23,453 | [2],[7] | $ 26,213 | [3],[8]
Derivative Liabilities |  | $ (2,474) | [2],[7] | $ (5,974) | [3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2021-06 | [2],[7] | 2021-06 | [3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2023-06 | [2],[7] | 2022-12 | [3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 8,331 | [2],[7] | $ 12,561 | [3],[8]
Derivative Liabilities |  | $ (346) | [2],[7] | $ (293) | [3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2020-03 | [2],[7] | 2020-06 | [3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2023-06 | [2],[7] | 2022-12 | [3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 9,882 | [2],[7] | $ 33,654 | [3],[8]
Derivative Liabilities |  | $ (1,340) | [2],[7] | $ (2,736) | [3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2020-06 | [2],[7] | 2021-06 | [3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2023-06 | [2],[7] | 2022-12 | [3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [2],[7] | $ 6,640 |  |  |
Derivative Liabilities | [2],[7] | $ (306) |  |  |
Investment Maturity Date | [2],[7] | 2023-06 |  |  |
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ 980 | [2],[7] | $ 380 | [3],[8]
Derivative Liabilities |  | $ (110) | [2],[7] | $ (53) | [3],[8]
Investment Maturity Date | [3],[8] |  |  | 2022-12 |
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [2],[7] | 2022-12 |  |  |
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [2],[7] | 2023-06 |  |  |
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Total Return Swaps [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative Liabilities |  | $ 0 | [2],[22] | $ 0 | [3]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Total Return Swaps [Member] | Communications [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [2],[22] | 59 |  |  |
Derivative Liabilities | [2],[22] | $ 0 |  |  |
Investment Maturity Date | [2],[22] | 2019-07 |  |  |
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Total Return Swaps [Member] | Financial [Member] | Equity Market Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [3],[23] |  |  | 235 |
Derivative Liabilities | [3],[23] |  |  | $ 0 |
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Total Return Swaps [Member] | Financial [Member] | Minimum [Member] | Equity Market Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [3],[23] |  |  | 2019-07 |
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Total Return Swaps [Member] | Financial [Member] | Maximum [Member] | Equity Market Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [3],[23] |  |  | 2022-05 |
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Recovery Swap [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative Liabilities |  | $ (8) | [2],[24] | $ (8) | [3],[25]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Recovery Swap [Member] | Consumer [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | 2,600 | [2],[24] | 2,600 | [3],[25]
Derivative Liabilities |  | $ (8) | [2],[24] | $ (8) | [3],[25]
Investment Maturity Date |  | 2019-06 | [2],[24] | 2019-06 | [3],[25]
Financial Derivatives - Liabilities [Member] | Short [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (216,162) | [2],[14] | $ (267,034) | [3],[6]
Derivative Liabilities |  | $ (7,234) | [2],[14] | $ (12,367) | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2019-06 | [2],[14] | 2018-12 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2023-06 | [2],[14] | 2022-06 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | Interest Rate Swaps [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (30,000) | [2],[15] | $ (59,246) | [3],[16]
Derivative Liabilities |  | $ (15) | [2],[15] | $ (163) | [3],[16]
Financial Derivatives - Liabilities [Member] | Short [Member] | Interest Rate Swaps [Member] | Minimum [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2020-05 | [2],[15] | 2020-09 | [3],[16]
Financial Derivatives - Liabilities [Member] | Short [Member] | Interest Rate Swaps [Member] | Maximum [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2020-06 | [2],[15] | 2045-12 | [3],[16]
Financial Derivatives - Liabilities [Member] | Short [Member] | Interest Rate Swaps Variable rates only [Member] | Interest Rate Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [2],[26] | $ (12,900) |  |  |
Derivative Liabilities | [2],[26] | $ (2) |  |  |
Investment Maturity Date | [2],[26] | 2019-06 |  |  |
Financial Derivatives - Liabilities [Member] | Short [Member] | Total Return Swaps [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional | [2],[27] | $ (56,140) |  |  |
Derivative Liabilities | [2],[27] | $ (314) |  |  |
Investment Maturity Date | [2],[27] | 2018-12 |  |  |
Financial Derivatives - Liabilities [Member] | Short [Member] | Forwards [Member] | Currency risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (12,120) | [2],[20] | $ (42,306) | [3],[28]
Derivative Liabilities |  | $ (58) | [2],[20] | $ (473) | [3],[28]
Investment Maturity Date |  | 2018-09 | [2],[20] | 2018-03 | [3],[28]
Financial Derivatives - Liabilities [Member] | Short [Member] | Foreign Exchange Future [Member] | Currency risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (29,875) | [2],[21] | $ (27,000) | [3],[29]
Derivative Liabilities |  | $ (155) | [2],[21] | $ (508) | [3],[29]
Investment Maturity Date |  | 2018-09 | [2],[21] | 2018-03 | [3],[29]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative Liabilities |  | $ (5,877) | [2],[14] | $ (6,789) | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | (12,660) | [2],[14] | (12,285) | [3],[6]
Derivative Liabilities |  | $ (933) | [2],[14] | $ (1,075) | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2019-06 | [2],[14] | 2019-06 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2022-12 | [2],[14] | 2022-12 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (22,920) | [2],[14] | $ (7,243) | [3],[6]
Derivative Liabilities |  | $ (907) | [2],[14] | $ (304) | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2018-12 | [2],[14] | 2018-12 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2023-06 | [2],[14] | 2022-12 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (57,110) | [2],[14] | $ (58,672) | [3],[6]
Derivative Liabilities |  | $ (3,426) | [2],[14] | $ (4,274) | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2018-12 | [2],[14] | 2018-06 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2023-06 | [2],[14] | 2022-12 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (15,402) | [2],[14] | $ (21,750) | [3],[6]
Derivative Liabilities |  | $ (315) | [2],[14] | $ (374) | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2018-12 | [2],[14] | 2018-06 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2023-06 | [2],[14] | 2022-06 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Financial [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (355) | [2],[14] | $ 0 | [3],[6]
Derivative Liabilities |  | $ (54) | [2],[14] | $ 0 | [3],[6]
Investment Maturity Date |  | 2022-09 | [2],[14] | 2022-06 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (16,180) | [2],[14] | $ (4,410) | [3],[6]
Derivative Liabilities |  | $ (180) | [2],[14] | $ (86) | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2021-06 | [2],[14] | 2021-06 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2023-06 | [2],[14] | 2021-12 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (3,655) | [2],[14] | $ (2,020) | [3],[6]
Derivative Liabilities |  | $ (10) | [2],[14] | $ (181) | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2019-03 | [2],[14] | 2019-06 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date |  | 2019-12 | [2],[14] | 2022-12 | [3],[6]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Utilities [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Derivative notional |  | $ (1,100) | [2],[14] | $ (4,455) | [3],[6]
Derivative Liabilities |  | $ (52) | [2],[14] | $ (495) | [3],[6]
Investment Maturity Date | [2],[14] | 2019-06 |  |  |
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Utilities [Member] | Minimum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [3],[6] |  |  | 2019-06 |
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Utilities [Member] | Maximum [Member] | Credit Risk [Member] |  |  |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |  |  |
Investment Maturity Date | [3],[6] |  |  | 2022-12 |
[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] | See Note 2 and Note 3 in Notes to Consolidated Financial Statements.
[3] | See Note 2 and Note 3 in Notes to Consolidated Financial Statements.
[4] | Classification percentages are based on Total Equity.
[5] | Classification percentages are based on Total Equity.
[6] | For short credit default swaps, the Company purchased protection.
[7] | For long credit default swaps, the Company sold protection.
[8] | For long credit default swaps, the Company sold protection.
[9] | For long interest rate swap contracts, the Company pays a floating rate and receives a fixed rate.
[10] | For long interest rate swap contracts, the Company pays a floating rate and receives a fixed rate.
[11] | Notional value represents the amount on which interest payments are calculated to the extent the market interest rate exceeds the rate cap on the contract.
[12] | Notional value represents the amount on which interest payments are calculated to the extent the market interest rate exceeds the rate cap on the contract.
[13] | Notional value represents the number of common shares we have the option to purchase multiplied by the strike price.
[14] | For short credit default swaps, the Company purchased protection.
[15] | For short interest rate swap contracts, the Company pays a fixed rate and receives a floating rate.
[16] | For short interest rate swap contracts, the Company pays a fixed rate and receives a floating rate.
[17] | Represents interest rate "basis" swaps whereby the Company pays one floating rate and receives a different floating rate.
[18] | Notional value represents the total face amount of U.S. Treasury securities underlying all contracts held. As of June 30, 2018, a total of 959 contracts were held.
[19] | Notional value represents the total face amount of U.S. Treasury Notes underlying all contracts held; as of December 31, 2017, 68 contracts were held.
[20] | Notional value represents U.S. Dollars to be received by the Company at the maturity of the forward contract.
[21] | Notional value represents the total face amount of foreign currency underlying all contracts held; as of June 30, 2018, 371 contracts were held.
[22] | Notional value represents number of underlying shares multiplied by the closing price of the underlying security.
[23] | Notional value represents number of underlying shares multiplied by the closing price of the underlying security.
[24] | For long recovery swaps the Company receives a specified recovery rate in exchange for the actual recovery rate on the underlying.
[25] | For long recovery swaps the Company receives a specified recovery rate in exchange for the actual recovery rate on the underlying.
[26] | Represents interest rate "basis" swaps whereby the Company pays one floating rate and receives a different floating rate.
[27] | Notional value represents the number of underlying index units multiplied by the reference price.
[28] | Notional value represents U.S. Dollars to be received by the Company at the maturity of the forward contract.
[29] | Notional value represents the total face amount of foreign currency underlying all contracts held; as of December 31, 2017, 216 contracts were held.

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