v3.20.1

Financial Derivatives (Credit Default Swaps) (Details) - USD ($) $ in Thousands | 3 Months Ended | 12 Months Ended
--- | --- | ---
Mar. 31, 2020 | Dec. 31, 2019
Derivative [Line Items] |  |
Financial derivatives–assets, at fair value- | $ 31,752 | $ 16,788
Financial derivatives–liabilities, at fair value- | (47,772) | (27,621)
Fair Value | 16,020 | 10,833
Credit default swaps on asset-backed indices |  |
Derivative [Line Items] |  |
Financial derivatives–assets, at fair value- | 14,276 | 3,319
Financial derivatives–liabilities, at fair value- | (162) | (250)
Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Long |  |
Derivative [Line Items] |  |
Notional Amount | (474) | (695)
Financial derivatives–assets, at fair value- | 5 | 10
Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Short |  |
Derivative [Line Items] |  |
Notional Amount | (63,528) | (63,515)
Financial derivatives–assets, at fair value- | 14,271 | 3,309
Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Long |  |
Derivative [Line Items] |  |
Notional Amount | (523) | (344)
Financial derivatives–liabilities, at fair value- | (162) | (145)
Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Short |  |
Derivative [Line Items] |  |
Notional Amount | (1) | (4,501)
Financial derivatives–liabilities, at fair value- | 0 | (105)
Credit default swaps on asset-backed securities |  |
Derivative [Line Items] |  |
Financial derivatives–assets, at fair value- | 353 | 993
Credit default swaps on asset-backed securities | Financial Derivatives - Assets | Short |  |
Derivative [Line Items] |  |
Notional Amount | (998) | (2,640)
Financial derivatives–assets, at fair value- | 353 | 993
Credit default swaps on corporate bonds |  |
Derivative [Line Items] |  |
Financial derivatives–assets, at fair value- | 1,202 | 2
Financial derivatives–liabilities, at fair value- | (62) | (1,693)
Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long |  |
Derivative [Line Items] |  |
Notional Amount | 0 | (430)
Financial derivatives–assets, at fair value- | 0 | 2
Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short |  |
Derivative [Line Items] |  |
Notional Amount | (6,200) | 0
Financial derivatives–assets, at fair value- | 1,202 | 0
Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long |  |
Derivative [Line Items] |  |
Notional Amount | (430) | 0
Financial derivatives–liabilities, at fair value- | (3) | 0
Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short |  |
Derivative [Line Items] |  |
Notional Amount | (2,800) | (10,800)
Financial derivatives–liabilities, at fair value- | (59) | (1,693)
Credit default swaps on corporate bond indices |  |
Derivative [Line Items] |  |
Financial derivatives–assets, at fair value- | 3,732 | 5,599
Financial derivatives–liabilities, at fair value- | (1,922) | (14,524)
Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Long |  |
Derivative [Line Items] |  |
Notional Amount | (32,159) | (130,707)
Financial derivatives–assets, at fair value- | 11 | 5,547
Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Short |  |
Derivative [Line Items] |  |
Notional Amount | (73,826) | (1,997)
Financial derivatives–assets, at fair value- | 3,721 | 52
Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Long |  |
Derivative [Line Items] |  |
Notional Amount | (40,438) | 0
Financial derivatives–liabilities, at fair value- | (1,843) | 0
Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Short |  |
Derivative [Line Items] |  |
Notional Amount | (57,518) | (250,088)
Financial derivatives–liabilities, at fair value- | (79) | (14,524)
Credit default swaps |  |
Derivative [Line Items] |  |
Notional Amount | (130,847) | (201,365)
Fair Value | $ (17,417) | $ 6,554
Weighted Average | Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Long |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 17 years 9 months | 23 years 9 months 18 days
Weighted Average | Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Short |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 37 years 8 months 12 days | 38 years 4 months 24 days
Weighted Average | Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Long |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 32 years 9 months 14 days | 29 years 4 months 6 days
Weighted Average | Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Short |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 29 years 9 months 3 days | 40 years 3 months 21 days
Weighted Average | Credit default swaps on asset-backed securities | Financial Derivatives - Assets | Short |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 15 years 5 months 15 days | 15 years 7 months 17 days
Weighted Average | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 0 days | 5 months 19 days
Weighted Average | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 4 years 8 months 23 days | 0 days
Weighted Average | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 2 months 19 days | 0 days
Weighted Average | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 8 months 1 day | 3 years 11 months 1 day
Weighted Average | Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Long |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 2 years 8 months 19 days | 2 years 5 months 1 day
Weighted Average | Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Short |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 2 years 11 months 12 days | 3 years 11 months 19 days
Weighted Average | Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Long |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 3 years 7 months 2 days | 0 days
Weighted Average | Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Short |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 1 year 8 months 26 days | 2 years 6 months 3 days
Weighted Average | Credit default swaps |  |
Derivative [Line Items] |  |
Remaining Years to Maturity | 19 years 1 month 9 days | 14 years 10 months 17 days

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- Definition Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 55 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 10 -URI http://asc.fasb.org/extlink&oid=118260190&loc=d3e13433-108611 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 20 -Section 50 -Paragraph 3 -Subparagraph (c) -URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312 + Details
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- Definition Period remaining until the derivative contract matures, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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