v3.20.4

Consolidated Condensed Schedule of Investments (Financial Derivatives) $ in Thousands | 12 Months Ended |  |
--- | --- | --- | ---
Dec. 31, 2018 USD ($) contract | Dec. 31, 2020 USD ($) | Dec. 31, 2019 USD ($)
Investment Holdings, Other than Securities [Line Items] |  |  |
Financial derivatives–assets, at fair value- | $ 20,001 | $ 15,479 | $ 16,788
Derivative Liability | 20,806 | $ 24,553 | $ 27,621
Financial derivative-assets, at fair value, Net Cost | 22,526 |  |
Derivatives Proceeds | (19,019) |  |
Financial Derivatives - Assets |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Financial derivatives–assets, at fair value- | $ 20,001 |  |
Investment Owned, Percent of Net Assets | 3.36% |  |
Financial derivative-assets, at fair value, Net Cost | $ 22,526 |  |
Financial Derivatives - Liabilities |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative Liability | $ (20,806) |  |
Investment Owned, Percent of Net Assets | (3.50%) |  |
Derivatives Proceeds | $ (19,019) |  |
Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Financial derivatives–assets, at fair value- | 1,003 |  |
Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Financial derivatives–assets, at fair value- | 1,470 |  |
Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative Liability | (2,482) |  |
Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short | North America [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative Liability | (756) |  |
Total return swaps | Financial Derivatives - Assets | Short | North America [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Financial derivatives–assets, at fair value- | 1 |  |
Swap [Member] | Financial Derivatives - Assets |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Financial derivatives–assets, at fair value- | $ 19,995 |  |
Investment Owned, Percent of Net Assets | 3.36% |  |
Financial derivative-assets, at fair value, Net Cost | $ 22,524 |  |
Swap [Member] | Financial Derivatives - Liabilities |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative Liability | $ (20,331) |  |
Investment Owned, Percent of Net Assets | (3.42%) |  |
Derivatives Proceeds | $ (19,019) |  |
Options | Financial Derivatives - Assets |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Financial derivatives–assets, at fair value- | $ 0 |  |
Investment Owned, Percent of Net Assets | 0.00% |  |
Financial derivative-assets, at fair value, Net Cost | $ 2 |  |
US Treasury Note Futures [Member] | Short |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Number of contracts | contract | 1,516 |  |
Futures | Financial Derivatives - Assets |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Financial derivatives–assets, at fair value- | $ 0 |  |
Investment Owned, Percent of Net Assets | 0.00% |  |
Futures | Financial Derivatives - Liabilities |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative Liability | $ (355) |  |
Investment Owned, Percent of Net Assets | (0.06%) |  |
Forwards | Financial Derivatives - Assets |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Financial derivatives–assets, at fair value- | $ 6 |  |
Investment Owned, Percent of Net Assets | 0.00% |  |
Forwards | Financial Derivatives - Liabilities |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative Liability | $ (120) |  |
Investment Owned, Percent of Net Assets | (0.02%) |  |
Recovery swaps | Financial Derivatives - Liabilities | Long | North America [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative Liability | $ (8) |  |
Foreign Exchange Future [Member] | Short |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Number of contracts | contract | 411 |  |
Credit Risk [Member] | Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Long |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 47,815 |  |
Financial derivatives–assets, at fair value- | $ 733 |  |
Credit Risk [Member] | Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Long | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2019-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bond indices | Financial Derivatives - Assets | Long | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Long |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 2,330 |  |
Derivative Liability | $ (1,467) |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Short |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (279,163) |  |
Derivative Liability | $ (10,090) |  |
Credit Risk [Member] | Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Short | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2019-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bond indices | Financial Derivatives - Liabilities | Short | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Long |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 689 |  |
Financial derivatives–assets, at fair value- | $ 7 |  |
Credit Risk [Member] | Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Long | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2037-12 |  |
Credit Risk [Member] | Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Short |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (56,207) |  |
Financial derivatives–assets, at fair value- | $ 8,085 |  |
Credit Risk [Member] | Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Short | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2046-05 |  |
Credit Risk [Member] | Credit default swaps on asset-backed indices | Financial Derivatives - Assets | Short | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2059-11 |  |
Credit Risk [Member] | Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Long |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 14,838 |  |
Derivative Liability | $ (2,125) |  |
Credit Risk [Member] | Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Long | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2049-03 |  |
Credit Risk [Member] | Credit default swaps on asset-backed indices | Financial Derivatives - Liabilities | Long | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2060-11 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] | Basic Materials [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 4 |  |
Financial derivatives–assets, at fair value- | $ 0 |  |
Derivatives Maturity Date | 2022-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] | Communications [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 3,090 |  |
Financial derivatives–assets, at fair value- | $ 18 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] | Communications [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2020-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] | Communications [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] | Consumer [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 10,655 |  |
Financial derivatives–assets, at fair value- | $ 868 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] | Consumer [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2020-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] | Consumer [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] | Financial [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 930 |  |
Financial derivatives–assets, at fair value- | $ 104 |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] | Industrial Sector [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 485 |  |
Financial derivatives–assets, at fair value- | $ 13 |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] | Energy [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2020-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] | Energy [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] | Technology Sector [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2020-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Long | North America [Member] | Technology Sector [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] | Basic Materials [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2021-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] | Basic Materials [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] | Communications [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (906) |  |
Financial derivatives–assets, at fair value- | $ 226 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] | Communications [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2021-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] | Communications [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] | Consumer [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (2,065) |  |
Financial derivatives–assets, at fair value- | $ 30 |  |
Derivatives Maturity Date | 2020-03 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] | Industrial Sector [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (2,074) |  |
Financial derivatives–assets, at fair value- | 25 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] | Energy [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | (7,610) |  |
Financial derivatives–assets, at fair value- | $ 950 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] | Energy [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2019-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] | Energy [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] | Technology Sector [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (4,070) |  |
Financial derivatives–assets, at fair value- | $ 239 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] | Technology Sector [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2020-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Assets | Short | North America [Member] | Technology Sector [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2022-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] | Basic Materials [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 2,000 |  |
Derivative Liability | $ (25) |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] | Communications [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 2,313 |  |
Derivative Liability | $ (396) |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] | Communications [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2022-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] | Communications [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] | Consumer [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 3,741 |  |
Derivative Liability | $ (62) |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] | Consumer [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2020-03 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] | Consumer [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2021-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] | Energy [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 5,144 |  |
Derivative Liability | $ (1,885) |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] | Energy [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2020-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] | Energy [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] | Technology Sector [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 1,953 |  |
Derivative Liability | $ (114) |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] | Technology Sector [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2020-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Long | North America [Member] | Technology Sector [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short | North America [Member] | Basic Materials [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (1,180) |  |
Derivative Liability | $ (57) |  |
Derivatives Maturity Date | 2019-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short | North America [Member] | Communications [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (3,910) |  |
Derivative Liability | $ (11) |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short | North America [Member] | Communications [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2019-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short | North America [Member] | Communications [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short | North America [Member] | Consumer [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (12,830) |  |
Derivative Liability | $ (567) |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short | North America [Member] | Consumer [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2019-06 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short | North America [Member] | Consumer [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short | North America [Member] | Financial [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (930) |  |
Derivative Liability | $ (104) |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short | North America [Member] | Industrial Sector [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (485) |  |
Derivative Liability | $ (13) |  |
Derivatives Maturity Date | 2023-12 |  |
Credit Risk [Member] | Credit default swaps on corporate bonds | Financial Derivatives - Liabilities | Short | North America [Member] | Technology Sector [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (1,160) |  |
Derivative Liability | $ (4) |  |
Derivatives Maturity Date | 2019-06 |  |
Credit Risk [Member] | Credit default swaps on asset-backed securities | Financial Derivatives - Assets | Short | North America [Member] | Mortgage-related Residential [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (3,186) |  |
Financial derivatives–assets, at fair value- | $ 1,472 |  |
Credit Risk [Member] | Credit default swaps on asset-backed securities | Financial Derivatives - Assets | Short | North America [Member] | Mortgage-related Residential [Member] | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2035-06 |  |
Credit Risk [Member] | Credit default swaps on asset-backed securities | Financial Derivatives - Assets | Short | North America [Member] | Mortgage-related Residential [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2035-12 |  |
Credit Risk [Member] | Total return swaps | Financial Derivatives - Liabilities | Short |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (11,230) |  |
Derivative Liability | $ (6) |  |
Derivatives Maturity Date | 2019-03 |  |
Credit Risk [Member] | Recovery swaps | Financial Derivatives - Liabilities | Long | North America [Member] | Consumer [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 2,600 |  |
Derivative Liability | $ (8) |  |
Derivatives Maturity Date | 2019-06 |  |
Interest Rate Risk [Member] | Interest rate swaps | Financial Derivatives - Assets | Long |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 29,198 |  |
Financial derivatives–assets, at fair value- | $ 61 |  |
Interest Rate Risk [Member] | Interest rate swaps | Financial Derivatives - Assets | Long | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2019-01 |  |
Interest Rate Risk [Member] | Interest rate swaps | Financial Derivatives - Assets | Long | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2019-02 |  |
Interest Rate Risk [Member] | Interest rate swaps | Financial Derivatives - Assets | Short |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (353,741) |  |
Financial derivatives–assets, at fair value- | $ 7,163 |  |
Interest Rate Risk [Member] | Interest rate swaps | Financial Derivatives - Assets | Short | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2020-03 |  |
Interest Rate Risk [Member] | Interest rate swaps | Financial Derivatives - Assets | Short | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2045-12 |  |
Interest Rate Risk [Member] | Interest rate swaps | Financial Derivatives - Liabilities | Long |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 113,809 |  |
Derivative Liability | $ (1,987) |  |
Interest Rate Risk [Member] | Interest rate swaps | Financial Derivatives - Liabilities | Long | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2021-06 |  |
Interest Rate Risk [Member] | Interest rate swaps | Financial Derivatives - Liabilities | Long | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2029-01 |  |
Interest Rate Risk [Member] | Interest rate swaps | Financial Derivatives - Liabilities | Short |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (71,672) |  |
Derivative Liability | $ (1,406) |  |
Interest Rate Risk [Member] | Interest rate swaps | Financial Derivatives - Liabilities | Short | Minimum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2020-05 |  |
Interest Rate Risk [Member] | Interest rate swaps | Financial Derivatives - Liabilities | Short | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2028-11 |  |
Interest Rate Risk [Member] | Interest Rate Cap [Member] | Financial Derivatives - Assets | Long |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ 51,545 |  |
Financial derivatives–assets, at fair value- | $ 0 |  |
Derivatives Maturity Date | 2019-05 |  |
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Investment Holdings, Other than Securities [Line Items] |  |  |
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Investment Holdings, Other than Securities [Line Items] |  |  |
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Interest Rate Risk [Member] | Eurodollar futures | Financial Derivatives - Liabilities | Short | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2020-06 |  |
Interest Rate Risk [Member] | Foreign Exchange Future [Member] | Financial Derivatives - Liabilities | Short |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
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Equity Market Risk [Member] | Total return swaps | Financial Derivatives - Assets | Short | North America [Member] | Financial [Member] |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
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Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2019-07 |  |
Equity Market Risk [Member] | Total return swaps | Financial Derivatives - Assets | Short | North America [Member] | Financial [Member] | Maximum |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivatives Maturity Date | 2019-10 |  |
Currency risk [Member] | Forwards | Financial Derivatives - Assets | Short |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (802) |  |
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Currency risk [Member] | Forwards | Financial Derivatives - Liabilities | Short |  |  |
Investment Holdings, Other than Securities [Line Items] |  |  |
Derivative notional | $ (16,497) |  |
Derivative Liability | $ (120) |  |
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