v3.20.4

Financial Derivatives (Credit Default Swaps) (Details) - USD ($) $ in Thousands | 12 Months Ended |
--- | --- | ---
Dec. 31, 2020 | Dec. 31, 2019 | Dec. 31, 2018
Derivative [Line Items] |  |  |
Financial derivatives–assets, at fair value- | $ 15,479 | $ 16,788 | $ 20,001
Financial derivatives–liabilities, at fair value- | (24,553) | (27,621) | $ (20,806)
Fair Value | 9,074 | 10,833 |
Credit default swaps on asset-backed indices |  |  |
Derivative [Line Items] |  |  |
Financial derivatives–assets, at fair value- | 2,184 | 3,319 |
Financial derivatives–liabilities, at fair value- | (130) | (250) |
Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Long |  |  |
Derivative [Line Items] |  |  |
Notional Amount | (395) | (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 | (12,888) | (63,515) |
Financial derivatives–assets, at fair value- | 2,179 | 3,309 |
Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Long |  |  |
Derivative [Line Items] |  |  |
Notional Amount | (479) | (344) |
Financial derivatives–liabilities, at fair value- | (130) | (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- | 347 | 993 |
Credit default swaps on asset-backed securities | Financial Derivatives - Assets | Short |  |  |
Derivative [Line Items] |  |  |
Notional Amount | (957) | (2,640) |
Financial derivatives–assets, at fair value- | 347 | 993 |
Credit default swaps on corporate bonds |  |  |
Derivative [Line Items] |  |  |
Financial derivatives–assets, at fair value- | 0 | 2 |
Financial derivatives–liabilities, at fair value- | (747) | (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 - Liabilities | Short |  |  |
Derivative [Line Items] |  |  |
Notional Amount | (8,400) | (10,800) |
Financial derivatives–liabilities, at fair value- | (747) | (1,693) |
Credit default swaps |  |  |
Derivative [Line Items] |  |  |
Notional Amount | (66,390) | (201,365) |
Fair Value | 1,364 | 6,554 |
Credit default swaps on corporate bond indices |  |  |
Derivative [Line Items] |  |  |
Financial derivatives–assets, at fair value- | 3,420 | 5,599 |
Financial derivatives–liabilities, at fair value- | (6,438) | (14,524) |
Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Long |  |  |
Derivative [Line Items] |  |  |
Notional Amount | (67,779) | (130,707) |
Financial derivatives–assets, at fair value- | 3,296 | 5,547 |
Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Short |  |  |
Derivative [Line Items] |  |  |
Notional Amount | (2,173) | (1,997) |
Financial derivatives–assets, at fair value- | 124 | 52 |
Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Short |  |  |
Derivative [Line Items] |  |  |
Notional Amount | (110,624) | (250,088) |
Financial derivatives–liabilities, at fair value- | $ (6,438) | $ (14,524) |
Weighted Average | Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Long |  |  |
Derivative [Line Items] |  |  |
Remaining Years to Maturity | 16 years 11 months 26 days | 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 | 39 years 7 months 9 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 4 months 9 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 | 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 | 14 years 8 months 12 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 - Liabilities | Short |  |  |
Derivative [Line Items] |  |  |
Remaining Years to Maturity | 4 years 2 months 1 day | 3 years 11 months 1 day |
Weighted Average | Credit default swaps |  |  |
Derivative [Line Items] |  |  |
Remaining Years to Maturity | 10 years 3 months | 14 years 10 months 17 days |
Weighted Average | Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Long |  |  |
Derivative [Line Items] |  |  |
Remaining Years to Maturity | 2 years 6 months 7 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 19 days | 3 years 11 months 19 days |
Weighted Average | Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Short |  |  |
Derivative [Line Items] |  |  |
Remaining Years to Maturity | 2 years 9 months 10 days | 2 years 6 months 3 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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