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.