Consolidated Condensed Schedule Of Investments (Financial Derivatives) $ in Thousands		9 Months Ended		12 Months Ended
		Sep. 30, 2018 USD ($) contracts		Dec. 31, 2017 USD ($) contracts
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	[1]	$ 31,338		$ 28,165
Derivative Liabilities	[1]	(27,226)		(36,273)
Net cost		20,895		31,474
Net proceeds		$ (16,294)		$ (27,463)
Short [Member] | US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contracts		909		68
Short [Member] | Foreign Exchange Future [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contracts		411		216
Financial Derivatives - Assets [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-		$ 31,338	[2]	$ 28,165	[3]
Investment owned as a percentage of equity		5.08%	[2],[4]	4.54%	[3],[5]
Net cost		$ 20,895	[2]	$ 31,474	[3]
Financial Derivatives - Assets [Member] | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-		$ 29,500	[2]	$ 28,116	[3]
Investment owned as a percentage of equity		4.78%	[2],[4]	4.53%	[3],[5]
Net cost		$ 20,892	[2]	$ 31,392	[3]
Financial Derivatives - Assets [Member] | Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-		$ 1,540	[2]	$ 45	[3]
Investment owned as a percentage of equity		0.25%	[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-		$ 1	[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]	$ 297
Investment owned as a percentage of equity	[2],[4]	0.05%
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		$ 920	[2],[7]	885	[3],[8]
Financial derivatives–assets, at fair value-		$ 10	[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		$ 47,501	[2],[7]	$ 25,338	[3],[8]
Financial derivatives–assets, at fair value-		$ 1,596	[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		2023-06	[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		$ 4,282	[2],[9]	$ 79,347	[3],[10]
Financial derivatives–assets, at fair value-		$ 6	[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		2018-11	[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		2024-01	[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-		$ 1	[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-		$ 3,508	[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		3,913	[2],[7]	2,070	[3],[8]
Financial derivatives–assets, at fair value-		$ 115	[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		2023-12	[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		$ 8,665	[2],[7]	$ 10,165	[3],[8]
Financial derivatives–assets, at fair value-		$ 106	[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		2023-12	[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		$ 19,846	[2],[7]	$ 41,725	[3],[8]
Financial derivatives–assets, at fair value-		$ 2,490	[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		2020-06	[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		2023-12	[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		$ 6,230	[2],[7]	$ 8,250	[3],[8]
Financial derivatives–assets, at fair value-		$ 201	[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		2022-06	[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		2023-12	[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		$ 2,505	[2],[7]	$ 1,180	[3],[8]
Financial derivatives–assets, at fair value-		$ 361	[2],[7]	$ 194	[3],[8]
Investment Maturity Date		2023-12	[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]	$ 1,290
Financial derivatives–assets, at fair value-	[2],[7]	$ 38
Investment Maturity Date	[2],[7]	2023-12
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-		$ 197	[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		$ (18,668)	[2],[14]	$ (28,733)	[3],[6]
Financial derivatives–assets, at fair value-		$ 3,053	[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		$ (723,541)	[2],[15]	$ (866,398)	[3],[16]
Financial derivatives–assets, at fair value-		$ 17,908	[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		2018-10	[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		$ (12,900)	[2],[17]	$ (26,600)	[3],[18]
Financial derivatives–assets, at fair value-		$ 4	[2],[17]	$ 20	[3],[18]
Investment Maturity Date	[2],[17]	2019-06
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],[18]			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],[18]			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		$ (90,900)	[2],[19]	$ (6,800)	[3],[20]
Financial derivatives–assets, at fair value-		$ 1,333	[2],[19]	$ 45	[3],[20]
Investment Maturity Date		2018-12	[2],[19]	2018-03	[3],[20]
Financial Derivatives - Assets [Member] | Short [Member] | Eurodollar Future [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[21]	$ (98,000)
Financial derivatives–assets, at fair value-	[2],[21]	$ 23
Financial Derivatives - Assets [Member] | Short [Member] | Eurodollar Future [Member] | Minimum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[21]	2019-03
Financial Derivatives - Assets [Member] | Short [Member] | Eurodollar Future [Member] | Maximum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[21]	2020-06
Financial Derivatives - Assets [Member] | Short [Member] | Foreign Exchange Future [Member] | Currency risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[22]	$ (48,710)
Financial derivatives–assets, at fair value-	[2],[22]	$ 184
Investment Maturity Date	[2],[22]	2018-12
Financial Derivatives - Assets [Member] | Short [Member] | Forwards [Member] | Currency risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[23]	$ (37,272)
Financial derivatives–assets, at fair value-	[2],[23]	$ 297
Investment Maturity Date	[2],[23]	2018-12
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-		$ 1,898	[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	[3],[6]			(2,590)
Financial derivatives–assets, at fair value-	[3],[6]			$ 77
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		(6,870)	[2],[14]	$ (21,975)	[3],[6]
Financial derivatives–assets, at fair value-		$ 1,025	[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		2019-06	[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		2022-06	[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		$ (7,665)	[2],[14]	$ (11,385)	[3],[6]
Financial derivatives–assets, at fair value-		$ 201	[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		2022-12	[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		$ (5,855)	[2],[14]	$ (28,392)	[3],[6]
Financial derivatives–assets, at fair value-		$ 23	[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		2019-03	[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		2021-09	[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]	$ (4,660)
Financial derivatives–assets, at fair value-	[2],[14]	$ 267
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		$ (5,590)	[2],[14]	$ (4,025)	[3],[6]
Financial derivatives–assets, at fair value-		$ 382	[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		2021-12	[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		2022-06	[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		$ (3,247)	[2],[14]	$ (5,688)	[3],[6]
Financial derivatives–assets, at fair value-		$ 1,515	[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		2035-06	[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-		$ (2)	[2],[24]	$ 0	[3]
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		(18,964)	[2],[24]	(10,317)	[3],[25]
Financial derivatives–assets, at fair value-		$ (2)	[2],[24]	$ 0	[3],[25]
Investment Maturity Date	[3],[25]			2019-07
Financial Derivatives - Assets [Member] | Short [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	[2],[14]	2019-07
Financial Derivatives - Assets [Member] | Short [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	[2],[14]	2019-10
Financial Derivatives - Liabilities [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (27,226)	[2]	$ (36,273)	[3]
Investment owned as a percentage of equity		(4.42%)	[2],[4]	(5.84%)	[3],[5]
Net proceeds		$ (16,294)	[2]	$ (27,463)	[3]
Financial Derivatives - Liabilities [Member] | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (27,167)	[2]	$ (35,292)	[3]
Investment owned as a percentage of equity		(4.41%)	[2],[4]	(5.68%)	[3],[5]
Net proceeds		$ (16,294)	[2]	$ (27,463)	[3]
Financial Derivatives - Liabilities [Member] | Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (1)	[2]	$ (508)	[3]
Investment owned as a percentage of equity		0.00%	[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		$ 6,486	[2],[7]	$ 6,827	[3],[8]
Derivative Liabilities		$ (718)	[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		$ 315,174	[2],[9]	$ 374,003	[3],[10]
Derivative Liabilities		$ (7,489)	[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		2019-01	[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		2028-07	[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		$ (2,787)	[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		12,328	[2],[7]	$ 26,213	[3],[8]
Derivative Liabilities		$ (1,191)	[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		2021-12	[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		$ 7,305	[2],[7]	$ 12,561	[3],[8]
Derivative Liabilities		$ (435)	[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		2018-12	[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		2023-12	[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		$ 5,874	[2],[7]	$ 33,654	[3],[8]
Derivative Liabilities		$ (696)	[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]	$ 5,020
Derivative Liabilities	[2],[7]	$ (287)
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		$ 1,560	[2],[7]	$ 380	[3],[8]
Derivative Liabilities		$ (178)	[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	[3]			$ 0
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],[25]			235
Derivative Liabilities	[3],[25]			$ 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],[25]			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],[25]			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],[26]	$ (8)	[3],[27]
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],[26]	2,600	[3],[27]
Derivative Liabilities		$ (8)	[2],[26]	$ (8)	[3],[27]
Investment Maturity Date		2019-06	[2],[26]	2019-06	[3],[27]
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		$ (235,784)	[2],[14]	$ (267,034)	[3],[6]
Derivative Liabilities		$ (9,797)	[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		2023-12	[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		$ (58,000)	[2],[15]	$ (59,246)	[3],[16]
Derivative Liabilities		$ (205)	[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		2020-04	[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		2023-09	[2],[15]	2045-12	[3],[16]
Financial Derivatives - Liabilities [Member] | Short [Member] | Total Return Swaps [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[28]	$ (56,140)
Derivative Liabilities	[2],[28]	$ (1,740)
Investment Maturity Date	[2],[28]	2018-12
Financial Derivatives - Liabilities [Member] | Short [Member] | Eurodollar Future [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[21]	$ (35,000)
Derivative Liabilities	[2],[21]	$ 1
Investment Maturity Date	[2],[21]	2018-12
Financial Derivatives - Liabilities [Member] | Short [Member] | Foreign Exchange Future [Member] | Currency risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[3],[29]			$ (27,000)
Derivative Liabilities	[3],[29]			$ (508)
Investment Maturity Date	[3],[29]			2018-03
Financial Derivatives - Liabilities [Member] | Short [Member] | Forwards [Member] | Currency risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (6,464)	[2],[23]	$ (42,306)	[3],[30]
Derivative Liabilities		$ (58)	[2],[23]	$ (473)	[3],[30]
Investment Maturity Date		2018-12	[2],[23]	2018-03	[3],[30]
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		$ (4,423)	[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		(12,029)	[2],[14]	(12,285)	[3],[6]
Derivative Liabilities		$ (535)	[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		2022-03	[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		$ (20,047)	[2],[14]	$ (7,243)	[3],[6]
Derivative Liabilities		$ (416)	[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		2022-12	[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		$ (49,120)	[2],[14]	$ (58,672)	[3],[6]
Derivative Liabilities		$ (2,670)	[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		2023-12	[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		$ (15,265)	[2],[14]	$ (21,750)	[3],[6]
Derivative Liabilities		$ (463)	[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		$ (56)	[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		$ (14,215)	[2],[14]	$ (4,410)	[3],[6]
Derivative Liabilities		$ (256)	[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		2023-12	[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		$ (4,665)	[2],[14]	$ (2,020)	[3],[6]
Derivative Liabilities		$ (27)	[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		2020-06	[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	[3],[6]			$ (4,455)
Derivative Liabilities	[3],[6]			$ (495)
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] Represents interest rate "basis" swaps whereby the Company pays one floating rate and receives a different floating rate.

[19] Notional value represents the total face amount of U.S. Treasury securities underlying all contracts held. As of September 30, 2018, a total of 909 contracts were held.

[20] 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.

[21] Every $1,000,000 in notional value represents one contract.

[22] Notional value represents the total face amount of foreign currency underlying all contracts held; as of September 30, 2018, 411 contracts were held.

[23] Notional value represents U.S. Dollars to be received by the Company at the maturity of the forward contract.

[24] Notional value represents number of underlying shares multiplied by the closing price of the underlying security.

[25] Notional value represents number of underlying shares multiplied by the closing price of the underlying security.

[26] For long recovery swaps the Company receives a specified recovery rate in exchange for the actual recovery rate on the underlying.

[27] For long recovery swaps the Company receives a specified recovery rate in exchange for the actual recovery rate on the underlying.

[28] Notional value represents the number of underlying index units multiplied by the reference price.

[29] Notional value represents the total face amount of foreign currency underlying all contracts held; as of December 31, 2017, 216 contracts were held.

[30] Notional value represents U.S. Dollars to be received by the Company at the maturity of the forward contract.