v3.19.1
Consolidated Condensed Schedule of Investments (Financial Derivatives)
$ in Thousands
 12 Months Ended
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.