Consolidated Condensed Schedule of Investments (Financial Derivatives) $ in Thousands	12 Months Ended
	Dec. 31, 2018 USD ($) contract
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	$ 20,001
Financial derivatives–liabilities, at fair value-	(20,806)
Net cost	22,526
Net proceeds	$ (19,019)
Short | Foreign Exchange Future [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contract	411
Short | US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contract	1,516
Financial Derivatives - Assets
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	$ 20,001
Investment owned as a percentage of equity	3.36%	[1],[2]
Net cost	$ 22,526	[2]
Financial Derivatives - Assets | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	$ 19,995
Investment owned as a percentage of equity	3.36%	[1],[2]
Net cost	$ 22,524	[2]
Financial Derivatives - Assets | Futures
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	$ 0
Investment owned as a percentage of equity	0.00%	[1],[2]
Financial Derivatives - Assets | Options
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	$ 0
Investment owned as a percentage of equity	0.00%	[1],[2]
Net cost	$ 2	[2]
Financial Derivatives - Assets | Forwards
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	$ 6
Investment owned as a percentage of equity	0.00%	[1],[2]
Financial Derivatives - Assets | Long | Credit default swaps on asset-backed indices | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 689
Financial derivatives–assets, at fair value-	$ 7
Financial Derivatives - Assets | Long | Credit default swaps on asset-backed indices | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2037-12	[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on asset-backed indices | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date		[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bond indices | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 47,815
Financial derivatives–assets, at fair value-	$ 733
Financial Derivatives - Assets | Long | Credit default swaps on corporate bond indices | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2019-06	[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bond indices | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-06	[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	$ 1,003
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member] | Basic Materials [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	4
Financial derivatives–assets, at fair value-	$ 0
Investment maturity date	2022-12	[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member] | Communications [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 3,090
Financial derivatives–assets, at fair value-	$ 18
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member] | Communications [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2020-12	[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member] | Communications [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-12	[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member] | Consumer [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 10,655
Financial derivatives–assets, at fair value-	$ 868
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member] | Consumer [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2020-06	[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member] | Consumer [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-12	[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member] | Energy [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2020-06	[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member] | Energy [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-06	[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member] | Financial [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 930
Financial derivatives–assets, at fair value-	$ 104
Investment maturity date	2023-12	[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member] | Industrial Sector [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 485
Financial derivatives–assets, at fair value-	$ 13
Investment maturity date	2023-12	[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member] | Technology Sector [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2020-06	[2],[3]
Financial Derivatives - Assets | Long | Credit default swaps on corporate bonds | North America [Member] | Technology Sector [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-06	[2],[3]
Financial Derivatives - Assets | Long | Interest rate swaps | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 29,198
Financial derivatives–assets, at fair value-	$ 61
Financial Derivatives - Assets | Long | Interest rate swaps | Minimum | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2019-01	[2],[4]
Financial Derivatives - Assets | Long | Interest rate swaps | Maximum | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2019-02	[2],[4]
Financial Derivatives - Assets | Long | Interest Rate Cap [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 51,545
Financial derivatives–assets, at fair value-	$ 0
Investment maturity date	2019-05	[2],[5]
Financial Derivatives - Assets | Short | Credit default swaps on asset-backed indices | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (56,207)
Financial derivatives–assets, at fair value-	$ 8,085
Financial Derivatives - Assets | Short | Credit default swaps on asset-backed indices | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2046-05	[2],[6]
Financial Derivatives - Assets | Short | Credit default swaps on asset-backed indices | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2059-11	[2],[6]
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	$ 1,470
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member] | Basic Materials [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2021-12	[2],[6]
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member] | Basic Materials [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-12	[2],[6]
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member] | Communications [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (906)
Financial derivatives–assets, at fair value-	$ 226
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member] | Communications [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2021-12	[2],[6]
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member] | Communications [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-12	[2],[6]
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member] | Consumer [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (2,065)
Financial derivatives–assets, at fair value-	$ 30
Investment maturity date	2020-03	[2],[6]
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member] | Energy [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (7,610)
Financial derivatives–assets, at fair value-	$ 950
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member] | Energy [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2019-06	[2],[6]
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member] | Energy [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-06	[2],[6]
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member] | Industrial Sector [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (2,074)
Financial derivatives–assets, at fair value-	25
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member] | Technology Sector [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	(4,070)
Financial derivatives–assets, at fair value-	$ 239
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member] | Technology Sector [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2020-06	[2],[6]
Financial Derivatives - Assets | Short | Credit default swaps on corporate bonds | North America [Member] | Technology Sector [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2022-06	[2],[6]
Financial Derivatives - Assets | Short | Credit default swaps on asset-backed securities | North America [Member] | Mortgage-related Residential [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (3,186)
Financial derivatives–assets, at fair value-	$ 1,472
Financial Derivatives - Assets | Short | Credit default swaps on asset-backed securities | North America [Member] | Mortgage-related Residential [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2035-06	[2],[6]
Financial Derivatives - Assets | Short | Credit default swaps on asset-backed securities | North America [Member] | Mortgage-related Residential [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2035-12	[2],[6]
Financial Derivatives - Assets | Short | Interest rate swaps | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (353,741)
Financial derivatives–assets, at fair value-	$ 7,163
Financial Derivatives - Assets | Short | Interest rate swaps | Minimum | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2020-03	[2],[7]
Financial Derivatives - Assets | Short | Interest rate swaps | Maximum | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2045-12	[2],[7]
Financial Derivatives - Assets | Short | Total return swaps | North America [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	$ 1
Financial Derivatives - Assets | Short | Total return swaps | North America [Member] | Financial [Member] | Equity Market Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	(17,740)
Financial derivatives–assets, at fair value-	$ 1
Financial Derivatives - Assets | Short | Total return swaps | North America [Member] | Financial [Member] | Minimum | Equity Market Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2019-07	[2],[8]
Financial Derivatives - Assets | Short | Total return swaps | North America [Member] | Financial [Member] | Maximum | Equity Market Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2019-10	[2],[8]
Financial Derivatives - Assets | Short | US Treasury Note Futures [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (151,600)
Financial derivatives–assets, at fair value-	$ 0
Investment maturity date	2019-03	[2],[9]
Financial Derivatives - Assets | Short | Forwards | Currency risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (802)
Financial derivatives–assets, at fair value-	$ 6
Investment maturity date	2019-03	[2],[10]
Financial Derivatives - Liabilities
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–liabilities, at fair value-	$ 20,806
Investment owned as a percentage of equity	(3.50%)	[1],[2]
Net proceeds	$ (19,019)	[2]
Financial Derivatives - Liabilities | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–liabilities, at fair value-	$ 20,331
Investment owned as a percentage of equity	(3.42%)	[1],[2]
Net proceeds	$ (19,019)	[2]
Financial Derivatives - Liabilities | Futures
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–liabilities, at fair value-	$ 355
Investment owned as a percentage of equity	(0.06%)	[1],[2]
Financial Derivatives - Liabilities | Forwards
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–liabilities, at fair value-	$ 120
Investment owned as a percentage of equity	(0.02%)	[1],[2]
Financial Derivatives - Liabilities | Long | Credit default swaps on asset-backed indices | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 14,838
Financial derivatives–liabilities, at fair value-	$ 2,125
Financial Derivatives - Liabilities | Long | Credit default swaps on asset-backed indices | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2049-03	[2],[3]
Financial Derivatives - Liabilities | Long | Credit default swaps on asset-backed indices | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2060-11	[2],[3]
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bond indices | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 2,330
Financial derivatives–liabilities, at fair value-	$ 1,467
Investment maturity date	2023-12	[2]
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–liabilities, at fair value-	$ 2,482
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member] | Basic Materials [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	2,000
Financial derivatives–liabilities, at fair value-	$ 25
Investment maturity date	2023-12	[2],[3]
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member] | Communications [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 2,313
Financial derivatives–liabilities, at fair value-	$ 396
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member] | Communications [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2022-06	[2],[3]
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member] | Communications [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-12	[2],[3]
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member] | Consumer [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 3,741
Financial derivatives–liabilities, at fair value-	$ 62
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member] | Consumer [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2020-03	[2],[3]
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member] | Consumer [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2021-06	[2],[3]
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member] | Energy [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 5,144
Financial derivatives–liabilities, at fair value-	$ 1,885
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member] | Energy [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2020-06	[2],[3]
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member] | Energy [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-06	[2],[3]
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member] | Technology Sector [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 1,953
Financial derivatives–liabilities, at fair value-	$ 114
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member] | Technology Sector [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2020-06	[2],[3]
Financial Derivatives - Liabilities | Long | Credit default swaps on corporate bonds | North America [Member] | Technology Sector [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-06	[2],[3]
Financial Derivatives - Liabilities | Long | Interest rate swaps | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ 113,809
Financial derivatives–liabilities, at fair value-	$ 1,987
Financial Derivatives - Liabilities | Long | Interest rate swaps | Minimum | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2021-06	[2],[4]
Financial Derivatives - Liabilities | Long | Interest rate swaps | Maximum | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2029-01	[2],[4]
Financial Derivatives - Liabilities | Long | Recovery swaps | North America [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–liabilities, at fair value-	$ 8
Financial Derivatives - Liabilities | Long | Recovery swaps | North America [Member] | Consumer [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	2,600
Financial derivatives–liabilities, at fair value-	$ 8
Investment maturity date	2019-06	[2],[11]
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bond indices | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (279,163)
Financial derivatives–liabilities, at fair value-	$ 10,090
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bond indices | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2019-06	[2],[6]
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bond indices | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-12	[2],[6]
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bonds | North America [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–liabilities, at fair value-	$ 756
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bonds | North America [Member] | Basic Materials [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	(1,180)
Financial derivatives–liabilities, at fair value-	$ 57
Investment maturity date	2019-12	[2],[6]
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bonds | North America [Member] | Communications [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (3,910)
Financial derivatives–liabilities, at fair value-	$ 11
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bonds | North America [Member] | Communications [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2019-12	[2],[6]
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bonds | North America [Member] | Communications [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-12	[2],[6]
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bonds | North America [Member] | Consumer [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (12,830)
Financial derivatives–liabilities, at fair value-	$ 567
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bonds | North America [Member] | Consumer [Member] | Minimum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2019-06	[2],[6]
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bonds | North America [Member] | Consumer [Member] | Maximum | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2023-12	[2],[6]
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bonds | North America [Member] | Financial [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (930)
Financial derivatives–liabilities, at fair value-	$ 104
Investment maturity date	2023-12	[2],[6]
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bonds | North America [Member] | Industrial Sector [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (485)
Financial derivatives–liabilities, at fair value-	$ 13
Investment maturity date	2023-12	[2],[6]
Financial Derivatives - Liabilities | Short | Credit default swaps on corporate bonds | North America [Member] | Technology Sector [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (1,160)
Financial derivatives–liabilities, at fair value-	$ 4
Investment maturity date	2019-06	[2],[6]
Financial Derivatives - Liabilities | Short | Interest rate swaps | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (71,672)
Financial derivatives–liabilities, at fair value-	$ 1,406
Financial Derivatives - Liabilities | Short | Interest rate swaps | Minimum | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2020-05	[2],[7]
Financial Derivatives - Liabilities | Short | Interest rate swaps | Maximum | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2028-11	[2],[7]
Financial Derivatives - Liabilities | Short | Interest Rate Swaps Variable rates only [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (12,900)
Financial derivatives–liabilities, at fair value-	$ 4
Investment maturity date	2019-06	[2],[12]
Financial Derivatives - Liabilities | Short | Total return swaps | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (11,230)
Financial derivatives–liabilities, at fair value-	$ 6
Investment maturity date	2019-03	[2],[13]
Financial Derivatives - Liabilities | Short | Eurodollar futures | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (98,000)
Financial derivatives–liabilities, at fair value-	$ 53
Number of contracts per every $1,000,000 in notional value | contract	1
Financial Derivatives - Liabilities | Short | Eurodollar futures | Minimum | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2019-03	[2],[14]
Financial Derivatives - Liabilities | Short | Eurodollar futures | Maximum | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment maturity date	2020-06	[2],[14]
Financial Derivatives - Liabilities | Short | Foreign Exchange Future [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (47,931)
Financial derivatives–liabilities, at fair value-	$ 302
Investment maturity date	2019-03	[2]
Financial Derivatives - Liabilities | Short | Forwards | Currency risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	$ (16,497)
Financial derivatives–liabilities, at fair value-	$ 120
Investment maturity date	2019-03	[2],[10]

[1] Classification percentages are based on Total Equity.

[2] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.

[3] For long credit default swaps, the Company sold protection.

[4] For long interest rate swap contracts, the Company pays a floating rate and receives a fixed rate.

[5] 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.

[6] For short credit default swaps, the Company purchased protection.

[7] For short interest rate swap contracts, the Company pays a fixed rate and receives a floating rate.

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

[9] Notional value represents the total face amount of U.S. Treasury securities underlying all contracts held. As of December 31, 2018, a total of 1,516 contracts were held.

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

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

[12] Represents interest rate "basis" swaps whereby the Company pays one floating rate and receives a different floating rate.

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

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