Consolidated Condensed Schedule of Investments (Investments Sold Short)
shares in Thousands, $ in Thousands |
12 Months Ended |
|
Dec. 31, 2018
USD ($)
shares
|
|---|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Investments sold short, at fair value- |
$ (850,577)
|
|
| Proceeds from investments sold short |
$ (844,604)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Investment Sold, Not yet Purchased, Percent of Equity |
(129.87%)
|
[1],[2],[3] |
| Current Principal/Notional Amount |
$ (753,697)
|
|
| Investments sold short, at fair value- |
(772,964)
|
|
| Proceeds from investments sold short |
(766,777)
|
[1],[3] |
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Federal National Mortgage Association (30 Year) 4 Point 50 Percent [Member] | Mortgage-related Residential [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (156,590)
|
|
| Rate |
4.50%
|
|
| Investments maturity date |
2019-01
|
[1],[3] |
| Investments sold short, at fair value- |
$ (162,119)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Government National Mortgage Association (30 Year) 4 Point 50 Percent [Member] | Mortgage-related Residential [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (117,590)
|
|
| Rate |
4.50%
|
|
| Investments maturity date |
2019-01
|
[1],[3] |
| Investments sold short, at fair value- |
$ (121,637)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Federal Home Loan Mortgage Corporation (30 Year) 4 Point 00 Percent [Member] | Mortgage-related Residential [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (107,397)
|
|
| Rate |
4.00%
|
|
| Investments maturity date |
2019-01
|
[1],[3] |
| Investments sold short, at fair value- |
$ (109,465)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Federal National Mortgage Association (30 Year) 5 Point 00 Percent [Member] | Mortgage-related Residential [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (87,817)
|
|
| Rate |
5.00%
|
|
| Investments maturity date |
2019-01
|
[1],[3] |
| Investments sold short, at fair value- |
$ (91,971)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Government National Mortgage Association (30 Year) 4 Point 00 Percent [Member] | Mortgage-related Residential [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (86,893)
|
|
| Rate |
4.00%
|
|
| Investments maturity date |
2019-01
|
[1],[3] |
| Investments sold short, at fair value- |
$ (88,994)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Federal National Mortgage Association (30 Year) 3 Point 50 Percent [Member] | Mortgage-related Residential [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (76,912)
|
|
| Rate |
3.50%
|
|
| Investments maturity date |
2019-01
|
[1],[3] |
| Investments sold short, at fair value- |
$ (76,891)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Government National Mortgage Association (30 Year) 3 Point 50 Percent [Member] | Mortgage-related Residential [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (32,260)
|
|
| Rate |
3.50%
|
|
| Investments maturity date |
2019-01
|
[1],[3] |
| Investments sold short, at fair value- |
$ (32,484)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Federal National Mortgage Association (15 Year) 3 Point 50 Percent [Member] | Mortgage-related Residential [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (26,530)
|
|
| Rate |
3.50%
|
|
| Investments maturity date |
2019-01
|
[1],[3] |
| Investments sold short, at fair value- |
$ (26,859)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Federal Home Loan Mortgage Corporation (30 Year) 4 Point 50 Percent [Member] | Mortgage-related Residential [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (24,841)
|
|
| Rate |
4.50%
|
|
| Investments maturity date |
2019-01
|
[1],[3] |
| Investments sold short, at fair value- |
$ (25,707)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Federal National Mortgage Association (30 Year) 3 Point 00 Percent [Member] | Mortgage-related Residential [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (16,557)
|
|
| Rate |
3.00%
|
|
| Investments maturity date |
2019-01
|
[1],[3] |
| Investments sold short, at fair value- |
$ (16,153)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Federal National Mortgage Association (15 Year) 3 Point 00 Percent [Member] | Mortgage-related Residential [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (13,450)
|
|
| Rate |
3.00%
|
|
| Investments maturity date |
2019-01
|
[1],[3] |
| Investments sold short, at fair value- |
$ (13,426)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Federal National Mortgage Association (30 Year) 5 Point 50 Percent [Member] | Mortgage-related Residential [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (6,860)
|
|
| Rate |
5.50%
|
|
| Investments maturity date |
2019-01
|
[1],[3] |
| Investments sold short, at fair value- |
$ (7,258)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Federal National Mortgage Association [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Investment Sold, Not yet Purchased, Percent of Equity |
(66.31%)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Federal Home Loan Mortgage Corporation [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Investment Sold, Not yet Purchased, Percent of Equity |
(22.71%)
|
|
| TBA - Fixed Rate Agency Securities Sold Short [Member] | Government National Mortgage Association [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Investment Sold, Not yet Purchased, Percent of Equity |
(40.85%)
|
|
| US Government Debt Securities [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Investment Sold, Not yet Purchased, Percent of Equity |
(5.85%)
|
[2],[3] |
| Investments sold short, at fair value- |
$ (34,817)
|
|
| Proceeds from investments sold short |
(34,410)
|
[3] |
| US Government Debt Securities [Member] | U.S. Treasury Note, 2.88 Percent, Maturity Date 2021 11 [Member] | Government [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (13,600)
|
|
| Rate |
2.88%
|
|
| Investments maturity date |
2021-11
|
[3] |
| Investments sold short, at fair value- |
$ (13,754)
|
|
| US Government Debt Securities [Member] | U.S. Treasury Note, 2.88 Percent, Maturity Date 2023 10 [Member] | Government [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (10,451)
|
|
| Rate |
2.88%
|
|
| Investments maturity date |
2023-10
|
[3] |
| Investments sold short, at fair value- |
$ (10,631)
|
|
| US Government Debt Securities [Member] | U.S. Treasury Note, 3.13 Percent, Maturity Date 2028 11 [Member] | Government [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (3,400)
|
|
| Rate |
3.13%
|
|
| Investments maturity date |
2028-11
|
[3] |
| Investments sold short, at fair value- |
$ (3,528)
|
|
| US Government Debt Securities [Member] | U.S. Treasury Note, 2.88 Percent, Maturity Date 2028 08 [Member] | Government [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (2,800)
|
|
| Rate |
2.88%
|
|
| Investments maturity date |
2028-08
|
[3] |
| Investments sold short, at fair value- |
$ (2,844)
|
|
| US Government Debt Securities [Member] | U.S. Treasury Note, 2.88 Percent, Maturity Date 2023 11 [Member] | Government [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (2,062)
|
|
| Rate |
2.88%
|
|
| Investments maturity date |
2023-11
|
[3] |
| Investments sold short, at fair value- |
$ (2,098)
|
|
| US Government Debt Securities [Member] | U.S. Treasury Note, 2.75 Percent, Maturity Date 2023 08 [Member] | Government [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (1,939)
|
|
| Rate |
2.75%
|
|
| Investments maturity date |
2023-08
|
[3] |
| Investments sold short, at fair value- |
$ (1,962)
|
|
| Debt Security, Government, Non-US [Member] | Europe [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Investment Sold, Not yet Purchased, Percent of Equity |
(3.25%)
|
[2],[3] |
| Investments sold short, at fair value- |
$ (19,334)
|
|
| Proceeds from investments sold short |
(19,545)
|
[3] |
| Debt Security, Government, Non-US [Member] | European Sovereign Bond [Member] | Government [Member] | Europe [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
(19,006)
|
|
| Investments sold short, at fair value- |
$ (19,334)
|
|
| Debt Security, Government, Non-US [Member] | European Sovereign Bond [Member] | Government [Member] | Europe [Member] | Minimum |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Rate |
0.75%
|
[3] |
| Investments maturity date |
2019-04
|
[3] |
| Debt Security, Government, Non-US [Member] | European Sovereign Bond [Member] | Government [Member] | Europe [Member] | Maximum |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Rate |
2.75%
|
[3] |
| Investments maturity date |
2021-07
|
[3] |
| Government debt |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Investment Sold, Not yet Purchased, Percent of Equity |
(9.10%)
|
[2],[3] |
| Investments sold short, at fair value- |
$ (54,151)
|
|
| Proceeds from investments sold short |
$ (53,955)
|
[3] |
| Common stock |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Investment Sold, Not yet Purchased, Percent of Equity |
(2.84%)
|
[2],[3] |
| Investments sold short, at fair value- |
$ (16,933)
|
|
| Proceeds from investments sold short |
(17,164)
|
[3] |
| Common stock | Exchange Traded Equity [Member] | Financial [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Investments sold short, at fair value- |
$ (16,933)
|
|
| Investment Sold, Not yet Purchased, Balance, Shares | shares |
(277)
|
|
| Corporate debt securities |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Investment Sold, Not yet Purchased, Percent of Equity |
(1.10%)
|
[2],[3] |
| Investments sold short, at fair value- |
$ (6,529)
|
|
| Proceeds from investments sold short |
(6,708)
|
[3] |
| Corporate debt securities | Various Issuer [Member] | Communications [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (1,730)
|
|
| Rate |
4.25%
|
|
| Investments maturity date |
2023-09
|
[3] |
| Investments sold short, at fair value- |
$ (1,734)
|
|
| Corporate debt securities | Various Issuer [Member] | Consumer [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (500)
|
|
| Rate |
5.75%
|
|
| Investments maturity date |
2022-10
|
[3] |
| Investments sold short, at fair value- |
$ (500)
|
|
| Corporate debt securities | Various Issuer [Member] | Energy [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (2,000)
|
|
| Rate |
9.88%
|
|
| Investments maturity date |
2024-02
|
[3] |
| Investments sold short, at fair value- |
$ (1,230)
|
|
| Corporate debt securities | Various Issuer [Member] | Financial [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
(3,600)
|
|
| Investments sold short, at fair value- |
$ (2,810)
|
|
| Corporate debt securities | Various Issuer [Member] | Financial [Member] | North America [Member] | Minimum |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Rate |
4.70%
|
[3] |
| Investments maturity date |
2026-12
|
[3] |
| Corporate debt securities | Various Issuer [Member] | Financial [Member] | North America [Member] | Maximum |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Rate |
5.95%
|
[3] |
| Investments maturity date |
2027-06
|
[3] |
| Corporate debt securities | Various Issuer [Member] | Technology Sector [Member] | North America [Member] |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Current Principal/Notional Amount |
$ (288)
|
|
| Rate |
4.95%
|
|
| Investments maturity date |
2023-04
|
[3] |
| Investments sold short, at fair value- |
$ (255)
|
|
| Investments Sold Short |
|
|
| Investments Sold, Not yet Purchased [Line Items] |
|
|
| Investment Sold, Not yet Purchased, Percent of Equity |
(142.91%)
|
[2],[3] |
| Investments sold short, at fair value- |
$ (850,577)
|
|
| Proceeds from investments sold short |
$ (844,604)
|
[3] |
|
|