v3.19.3
Consolidated Condensed Schedule of Investments (Repurchase Agreements)
$ in Thousands
 12 Months Ended
Dec. 31, 2018
USD ($)
Schedule of Investments [Line Items]  
Repurchase agreements, at fair value $ 61,274
Repurchase agreements, cost 61,274
Securities Purchased under Agreements to Resell [Member]  
Schedule of Investments [Line Items]  
Repurchase agreements, at fair value $ 61,274
Investment owned as a percentage of equity 10.30% [1],[2],[3]
Repurchase agreements, cost $ 61,274 [2],[3]
Securities Purchased under Agreements to Resell [Member] | JP Morgan Securities LLC Collateralized by Par Value $13,600 U.S. Treasury Note, Coupon 2.88%, Maturity Date 2021 11 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 13,854
Rate (3.25%)
Securities collateralized by par value $ 13,600 [2],[3]
Coupon rate on underlying collateral 2.88% [2],[3]
Maturity date of securities 2021-11 [2],[3]
Repurchase agreements, at fair value $ 13,854
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | JP Morgan Securities LLC Collateralized by Par Value $10,451 U.S. Treasury Note, Coupon 2.88%, Maturity Date 2023 10 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 10,712
Rate (3.15%)
Securities collateralized by par value $ 10,451 [2],[3]
Coupon rate on underlying collateral 2.88% [2],[3]
Maturity date of securities 2023-10 [2],[3]
Repurchase agreements, at fair value $ 10,712
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | JP Morgan Securities LLC Collateralized by Par Value $10,102 Sovereign Government Bond, Coupon 0.75% Maturity Date 2021 07 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 10,365
Rate (0.75%)
Securities collateralized by par value $ 10,102 [2],[3]
Coupon rate on underlying collateral 0.75% [2],[3]
Maturity date of securities 2021-07 [2],[3]
Repurchase agreements, at fair value $ 10,365
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | JP Morgan Securities LLC Collateralized by Par Value $9,161 Sovereign Government Bond, Coupon 2.75%, Maturity Date 2019 04 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 9,379
Rate (0.65%)
Securities collateralized by par value $ 9,161 [2],[3]
Coupon rate on underlying collateral 2.75% [2],[3]
Maturity date of securities 2019-04 [2],[3]
Repurchase agreements, at fair value $ 9,379
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | JP Morgan Securities LLC Collateralized by Par Value $3,400 U.S. Treasury Note, Coupon 3.13%, Maturity Date 2028 11 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 3,562
Rate (3.05%)
Securities collateralized by par value $ 3,400 [2],[3]
Coupon rate on underlying collateral 3.13% [2],[3]
Maturity date of securities 2028-11 [2],[3]
Repurchase agreements, at fair value $ 3,562
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | JP Morgan Securities LLC Collateralized by Par Value $2,800 U.S. Treasury Note, Coupon 2.88%, Maturity Date 2028 08 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 2,884
Rate (2.95%)
Securities collateralized by par value $ 2,800 [2],[3]
Coupon rate on underlying collateral 2.88% [2],[3]
Maturity date of securities 2028-08 [2],[3]
Repurchase agreements, at fair value $ 2,884
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | Bank of America Securities Collateralized by Par Value $2,062 U.S. Treasury Note, Coupon 2.88%, Maturity Date 2023 11 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 2,098
Rate (2.90%)
Securities collateralized by par value $ 2,062 [2],[3]
Coupon rate on underlying collateral 2.88% [2],[3]
Maturity date of securities 2023-11 [2],[3]
Repurchase agreements, at fair value $ 2,098
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | Bank of America Securities Collateralized by Par Value $1,939 U.S. Treasury Note, Coupon 2.75%, Maturity Date 2023 08 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 1,975
Rate (2.90%)
Securities collateralized by par value $ 1,939 [2],[3]
Coupon rate on underlying collateral 2.75% [2],[3]
Maturity date of securities 2023-08 [2],[3]
Repurchase agreements, at fair value $ 1,975
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | Barclays Capital Inc Collateralized by Par Value $1,900 Exchange-Traded Corporate Debt, Coupon 5.95%, Maturity Date 2026 12 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 1,710
Rate (1.65%)
Securities collateralized by par value $ 1,900 [2],[3]
Coupon rate on underlying collateral 5.95% [2],[3]
Maturity date of securities 2026-12 [2],[3]
Repurchase agreements, at fair value $ 1,710
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | Bank of America Securities Collateralized by Par Value $1,355 U.S. Treasury Note, Coupon 2.75%, Maturity Date 2023 04 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 1,369
Rate (3.05%)
Securities collateralized by par value $ 1,355 [2],[3]
Coupon rate on underlying collateral 2.75% [2],[3]
Maturity date of securities 2023-04 [2],[3]
Repurchase agreements, at fair value $ 1,369
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | Morgan Stanley Collateralized by Par Value $1,000 Exchange-Traded Corporate Debt, Coupon 5.95%, Maturity Date 2026 12 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 957
Rate (2.15%)
Securities collateralized by par value $ 1,000 [2],[3]
Coupon rate on underlying collateral 5.95% [2],[3]
Maturity date of securities 2026-12 [2],[3]
Repurchase agreements, at fair value $ 957
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | Barclays Capital Inc Collateralized by Par Value $1,200 Exchange-Traded Corporate Debt, Coupon 9.88%, Maturity Date 2024 02 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 797
Rate (0.75%)
Securities collateralized by par value $ 1,200 [2],[3]
Coupon rate on underlying collateral 9.88% [2],[3]
Maturity date of securities 2024-02 [2],[3]
Repurchase agreements, at fair value $ 797
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | Barclays Capital Inc Collateralized by Par Value $800 Exchange-Traded Corporate Debt, Coupon 9.88%, Maturity Date 2024 02 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 531
Rate (1.25%)
Securities collateralized by par value $ 800 [2],[3]
Coupon rate on underlying collateral 9.88% [2],[3]
Maturity date of securities 2024-02 [2],[3]
Repurchase agreements, at fair value $ 531
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | RBC Capital Markets LLC Collateralized by Par Value $500 Exchange-Traded Corporate Debt, Coupon 5.75%, Maturity Date 2022 10 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 525
Rate (2.05%)
Securities collateralized by par value $ 500 [2],[3]
Coupon rate on underlying collateral 5.75% [2],[3]
Maturity date of securities 2022-10 [2],[3]
Repurchase agreements, at fair value $ 525
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | Bank of America Securities Collateralized by Par Value $463 U.S. Treasury Note, Coupon 2.63%, Maturity Date 2023 06 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 469
Rate (3.05%)
Securities collateralized by par value $ 463 [2],[3]
Coupon rate on underlying collateral 2.63% [2],[3]
Maturity date of securities 2023-06 [2],[3]
Repurchase agreements, at fair value $ 469
Investments maturity date 2019-01 [2],[3]
Securities Purchased under Agreements to Resell [Member] | Societe Generale Collateralized by Par Value $100 Exchange-Traded Corporate Debt, Coupon 5.95%, Maturity Date 2026 12 [Member]  
Schedule of Investments [Line Items]  
Current Principal/Notional Amount $ 87
Rate (1.85%)
Securities collateralized by par value $ 100 [2],[3]
Coupon rate on underlying collateral 5.95% [2],[3]
Maturity date of securities 2026-12 [2],[3]
Repurchase agreements, at fair value $ 87
Investments maturity date 2019-01 [2],[3]
[1] Classification percentages are based on Total Equity.
[2] In general, securities received pursuant to repurchase agreements were delivered to counterparties in short sale transactions.
[3] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.