v3.19.1

Consolidated Condensed Schedule of Investments (Financial Derivatives) $ in Thousands | 12 Months Ended
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Dec. 31, 2018 USD ($) contract
Investment Holdings, Other than Securities [Line Items] |  |
Financial derivatives–assets, at fair value- | $ 20,001 | [1]
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | (20,806) | [1]
Net cost | 22,526 |
Net proceeds | $ (19,019) |
Short | Foreign Exchange Future [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Number of contracts | contract | 411 |
Short | US Treasury Note Futures [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Number of contracts | contract | 1,516 |
Financial Derivatives - Assets |  |
Investment Holdings, Other than Securities [Line Items] |  |
Financial derivatives–assets, at fair value- | $ 20,001 |
Investment owned as a percentage of equity | 3.36% | [2],[3]
Net cost | $ 22,526 | [3]
Financial Derivatives - Assets | Swap [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Financial derivatives–assets, at fair value- | $ 19,995 |
Investment owned as a percentage of equity | 3.36% | [2],[3]
Net cost | $ 22,524 | [3]
Financial Derivatives - Assets | Futures |  |
Investment Holdings, Other than Securities [Line Items] |  |
Financial derivatives–assets, at fair value- | $ 0 |
Investment owned as a percentage of equity | 0.00% | [2],[3]
Financial Derivatives - Assets | Options |  |
Investment Holdings, Other than Securities [Line Items] |  |
Financial derivatives–assets, at fair value- | $ 0 |
Investment owned as a percentage of equity | 0.00% | [2],[3]
Net cost | $ 2 | [3]
Financial Derivatives - Assets | Forwards |  |
Investment Holdings, Other than Securities [Line Items] |  |
Financial derivatives–assets, at fair value- | $ 6 |
Investment owned as a percentage of equity | 0.00% | [2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on asset-backed indices | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 689 |
Financial derivatives–assets, at fair value- | $ 7 |
Financial Derivatives - Assets | Long | Credit default swaps on asset-backed indices | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2037-12 | [3],[4]
Financial Derivatives - Assets | Long | Credit default swaps on asset-backed indices | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date |  | [3],[4]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bond indices | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 47,815 |
Financial derivatives–assets, at fair value- | $ 733 |
Financial Derivatives - Assets | Long | Credit default swaps on corporate bond indices | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2019-06 | [3],[4]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bond indices | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-06 | [3],[4]
Financial Derivatives - Assets | Long | Interest rate swaps | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 29,198 |
Financial derivatives–assets, at fair value- | $ 61 |
Financial Derivatives - Assets | Long | Interest rate swaps | Minimum | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2019-01 | [3],[5]
Financial Derivatives - Assets | Long | Interest rate swaps | Maximum | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2019-02 | [3],[5]
Financial Derivatives - Assets | Long | Interest Rate Cap [Member] | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 51,545 |
Financial derivatives–assets, at fair value- | $ 0 |
Investment maturity date | 2019-05 | [3],[6]
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds |  |
Investment Holdings, Other than Securities [Line Items] |  |
Financial derivatives–assets, at fair value- | $ 1,003 |
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds | Basic Materials [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | 4 |
Financial derivatives–assets, at fair value- | $ 0 |
Investment maturity date | 2022-12 | [3],[4]
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds | Communications [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 3,090 |
Financial derivatives–assets, at fair value- | $ 18 |
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds | Communications [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2020-12 | [3],[4]
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds | Communications [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-12 | [3],[4]
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds | Consumer [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 10,655 |
Financial derivatives–assets, at fair value- | $ 868 |
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds | Consumer [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2020-06 | [3],[4]
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds | Consumer [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-12 | [3],[4]
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds | Energy [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2020-06 | [3],[4]
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds | Energy [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-06 | [3],[4]
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds | Financial [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 930 |
Financial derivatives–assets, at fair value- | $ 104 |
Investment maturity date | 2023-12 | [3],[4]
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds | Industrial Sector [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 485 |
Financial derivatives–assets, at fair value- | $ 13 |
Investment maturity date | 2023-12 | [3],[4]
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds | Technology Sector [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2020-06 | [3],[4]
Financial Derivatives - Assets | Long | North America [Member] | Credit default swaps on corporate bonds | Technology Sector [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-06 | [3],[4]
Financial Derivatives - Assets | Short | Credit default swaps on asset-backed indices | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (56,207) |
Financial derivatives–assets, at fair value- | $ 8,085 |
Financial Derivatives - Assets | Short | Credit default swaps on asset-backed indices | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2046-05 | [3],[7]
Financial Derivatives - Assets | Short | Credit default swaps on asset-backed indices | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2059-11 | [3],[7]
Financial Derivatives - Assets | Short | Interest rate swaps | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (353,741) |
Financial derivatives–assets, at fair value- | $ 7,163 |
Financial Derivatives - Assets | Short | Interest rate swaps | Minimum | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2020-03 | [3],[8]
Financial Derivatives - Assets | Short | Interest rate swaps | Maximum | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2045-12 | [3],[8]
Financial Derivatives - Assets | Short | US Treasury Note Futures [Member] | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (151,600) |
Financial derivatives–assets, at fair value- | $ 0 |
Investment maturity date | 2019-03 | [3],[9]
Financial Derivatives - Assets | Short | Forwards | Currency risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (802) |
Financial derivatives–assets, at fair value- | $ 6 |
Investment maturity date | 2019-03 | [3],[10]
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds |  |
Investment Holdings, Other than Securities [Line Items] |  |
Financial derivatives–assets, at fair value- | $ 1,470 |
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds | Basic Materials [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2021-12 | [3],[7]
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds | Basic Materials [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-12 | [3],[7]
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds | Communications [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (906) |
Financial derivatives–assets, at fair value- | $ 226 |
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds | Communications [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2021-12 | [3],[7]
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds | Communications [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-12 | [3],[7]
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds | Consumer [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (2,065) |
Financial derivatives–assets, at fair value- | $ 30 |
Investment maturity date | 2020-03 | [3],[7]
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds | Energy [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (7,610) |
Financial derivatives–assets, at fair value- | $ 950 |
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds | Energy [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2019-06 | [3],[7]
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds | Energy [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-06 | [3],[7]
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds | Industrial Sector [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (2,074) |
Financial derivatives–assets, at fair value- | 25 |
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds | Technology Sector [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | (4,070) |
Financial derivatives–assets, at fair value- | $ 239 |
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds | Technology Sector [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2020-06 | [3],[7]
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on corporate bonds | Technology Sector [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2022-06 | [3],[7]
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on asset-backed securities | Mortgage-related Residential [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (3,186) |
Financial derivatives–assets, at fair value- | $ 1,472 |
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on asset-backed securities | Mortgage-related Residential [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2035-06 | [3],[7]
Financial Derivatives - Assets | Short | North America [Member] | Credit default swaps on asset-backed securities | Mortgage-related Residential [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2035-12 | [3],[7]
Financial Derivatives - Assets | Short | North America [Member] | Total return swaps |  |
Investment Holdings, Other than Securities [Line Items] |  |
Financial derivatives–assets, at fair value- | $ 1 |
Financial Derivatives - Assets | Short | North America [Member] | Total return swaps | Financial [Member] | Equity Market Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | (17,740) |
Financial derivatives–assets, at fair value- | $ 1 |
Financial Derivatives - Assets | Short | North America [Member] | Total return swaps | Financial [Member] | Minimum | Equity Market Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2019-07 | [3],[11]
Financial Derivatives - Assets | Short | North America [Member] | Total return swaps | Financial [Member] | Maximum | Equity Market Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2019-10 | [3],[11]
Financial Derivatives - Liabilities |  |
Investment Holdings, Other than Securities [Line Items] |  |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 20,806 |
Investment owned as a percentage of equity | (3.50%) | [2],[3]
Net proceeds | $ (19,019) | [3]
Financial Derivatives - Liabilities | Swap [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 20,331 |
Investment owned as a percentage of equity | (3.42%) | [2],[3]
Net proceeds | $ (19,019) | [3]
Financial Derivatives - Liabilities | Futures |  |
Investment Holdings, Other than Securities [Line Items] |  |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 355 |
Investment owned as a percentage of equity | (0.06%) | [2],[3]
Financial Derivatives - Liabilities | Forwards |  |
Investment Holdings, Other than Securities [Line Items] |  |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 120 |
Investment owned as a percentage of equity | (0.02%) | [2],[3]
Financial Derivatives - Liabilities | Long | Credit default swaps on asset-backed indices | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 14,838 |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 2,125 |
Financial Derivatives - Liabilities | Long | Credit default swaps on asset-backed indices | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2049-03 | [3],[4]
Financial Derivatives - Liabilities | Long | Credit default swaps on asset-backed indices | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2060-11 | [3],[4]
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bond indices | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 2,330 |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 1,467 |
Investment maturity date | 2023-12 | [3]
Financial Derivatives - Liabilities | Long | Interest rate swaps | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 113,809 |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 1,987 |
Financial Derivatives - Liabilities | Long | Interest rate swaps | Minimum | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2021-06 | [3],[5]
Financial Derivatives - Liabilities | Long | Interest rate swaps | Maximum | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2029-01 | [3],[5]
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds |  |
Investment Holdings, Other than Securities [Line Items] |  |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 2,482 |
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds | Basic Materials [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | 2,000 |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 25 |
Investment maturity date | 2023-12 | [3],[4]
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds | Communications [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 2,313 |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 396 |
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds | Communications [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2022-06 | [3],[4]
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds | Communications [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-12 | [3],[4]
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds | Consumer [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 3,741 |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 62 |
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds | Consumer [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2020-03 | [3],[4]
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds | Consumer [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2021-06 | [3],[4]
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds | Energy [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 5,144 |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 1,885 |
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds | Energy [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2020-06 | [3],[4]
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds | Energy [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-06 | [3],[4]
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds | Technology Sector [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ 1,953 |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 114 |
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds | Technology Sector [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2020-06 | [3],[4]
Financial Derivatives - Liabilities | Long | North America [Member] | Credit default swaps on corporate bonds | Technology Sector [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-06 | [3],[4]
Financial Derivatives - Liabilities | Long | North America [Member] | Recovery swaps |  |
Investment Holdings, Other than Securities [Line Items] |  |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 8 |
Financial Derivatives - Liabilities | Long | North America [Member] | Recovery swaps | Consumer [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | 2,600 |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 8 |
Investment maturity date | 2019-06 | [3],[12]
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bond indices | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (279,163) |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 10,090 |
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bond indices | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2019-06 | [3],[7]
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bond indices | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-12 | [3],[7]
Financial Derivatives - Liabilities | Short | Interest rate swaps | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (71,672) |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 1,406 |
Financial Derivatives - Liabilities | Short | Interest rate swaps | Minimum | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2020-05 | [3],[8]
Financial Derivatives - Liabilities | Short | Interest rate swaps | Maximum | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2028-11 | [3],[8]
Financial Derivatives - Liabilities | Short | Interest Rate Swaps Variable rates only [Member] | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (12,900) |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 4 |
Investment maturity date | 2019-06 | [3],[13]
Financial Derivatives - Liabilities | Short | Total return swaps | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (11,230) |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 6 |
Investment maturity date | 2019-03 | [3],[14]
Financial Derivatives - Liabilities | Short | Eurodollar futures | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (98,000) |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 53 |
Number of contracts per every $1,000,000 in notional value | contract | 1 |
Financial Derivatives - Liabilities | Short | Eurodollar futures | Minimum | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2019-03 | [3],[15]
Financial Derivatives - Liabilities | Short | Eurodollar futures | Maximum | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2020-06 | [3],[15]
Financial Derivatives - Liabilities | Short | Foreign Exchange Future [Member] | Interest Rate Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (47,931) |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 302 |
Investment maturity date | 2019-03 | [3]
Financial Derivatives - Liabilities | Short | Forwards | Currency risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (16,497) |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 120 |
Investment maturity date | 2019-03 | [3],[10]
Financial Derivatives - Liabilities | Short | North America [Member] | Credit default swaps on corporate bonds |  |
Investment Holdings, Other than Securities [Line Items] |  |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 756 |
Financial Derivatives - Liabilities | Short | North America [Member] | Credit default swaps on corporate bonds | Basic Materials [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | (1,180) |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 57 |
Investment maturity date | 2019-12 | [3],[7]
Financial Derivatives - Liabilities | Short | North America [Member] | Credit default swaps on corporate bonds | Communications [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (3,910) |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 11 |
Financial Derivatives - Liabilities | Short | North America [Member] | Credit default swaps on corporate bonds | Communications [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2019-12 | [3],[7]
Financial Derivatives - Liabilities | Short | North America [Member] | Credit default swaps on corporate bonds | Communications [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-12 | [3],[7]
Financial Derivatives - Liabilities | Short | North America [Member] | Credit default swaps on corporate bonds | Consumer [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (12,830) |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 567 |
Financial Derivatives - Liabilities | Short | North America [Member] | Credit default swaps on corporate bonds | Consumer [Member] | Minimum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2019-06 | [3],[7]
Financial Derivatives - Liabilities | Short | North America [Member] | Credit default swaps on corporate bonds | Consumer [Member] | Maximum | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Investment maturity date | 2023-12 | [3],[7]
Financial Derivatives - Liabilities | Short | North America [Member] | Credit default swaps on corporate bonds | Financial [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (930) |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 104 |
Investment maturity date | 2023-12 | [3],[7]
Financial Derivatives - Liabilities | Short | North America [Member] | Credit default swaps on corporate bonds | Industrial Sector [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (485) |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 13 |
Investment maturity date | 2023-12 | [3],[7]
Financial Derivatives - Liabilities | Short | North America [Member] | Credit default swaps on corporate bonds | Technology Sector [Member] | Credit Risk [Member] |  |
Investment Holdings, Other than Securities [Line Items] |  |
Derivative notional | $ (1,160) |
Amount of Assets (Liabilities) Presented in the Condensed Consolidated Balance Sheet(1) | $ 4 |
Investment maturity date | 2019-06 | [3],[7]
[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] | Classification percentages are based on Total Equity.
[3] | See Note 2 and Note 3 in Notes to Consolidated Financial Statements.
[4] | For long credit default swaps, the Company sold protection.
[5] | For long interest rate swap contracts, the Company pays a floating rate and receives a fixed rate.
[6] | 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.
[7] | For short credit default swaps, the Company purchased protection.
[8] | For short interest rate swap contracts, the Company pays a fixed rate and receives a floating rate.
[9] | Notional value represents the total face amount of U.S. Treasury securities underlying all contracts held. As of December 31, 2018, a total of 1,516 contracts were held.
[10] | Notional value represents U.S. Dollars to be received by the Company at the maturity of the forward contract.
[11] | Notional value represents number of underlying shares multiplied by the closing price of the underlying security.
[12] | For long recovery swaps the Company receives a specified recovery rate in exchange for the actual recovery rate on the underlying.
[13] | Represents interest rate "basis" swaps whereby the Company pays one floating rate and receives a different floating rate.
[14] | Notional value represents the number of underlying index units multiplied by the reference price.
[15] | Every $1,000,000 in notional value represents one contract.

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