Consolidated Condensed Schedule of Investments (Unaudited) - USD ($)
$ in Thousands |
Sep. 30, 2026 |
Dec. 31, 2025 |
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,001,134
|
|
$ 1,577,705
|
|
| Total Investments before Cash and Cash Equivalents, at fair value |
|
$ 2,001,134
|
|
$ 1,577,705
|
|
| Total Investments before Cash and Cash Equivalents, at fair value as a % of Net Asstes |
|
100.92%
|
[1] |
97.87%
|
[2] |
| Money Market Fund |
|
$ 14,168
|
[3] |
$ 3,502
|
[4] |
| Money Market Fund as a % of Net Assets |
|
0.71%
|
[1],[3] |
0.22%
|
[2],[4] |
| Total Investments, at fair value |
|
$ 2,015,302
|
|
$ 1,581,207
|
|
| Total Investments, at fair value as a % of Net Assets |
|
101.63%
|
[1] |
98.09%
|
[2] |
| Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 312,998
|
|
$ 305,789
|
|
| Total Investments before Cash and Cash Equivalents, at fair value |
|
$ 312,998
|
|
$ 305,789
|
|
| Total Investments before Cash and Cash Equivalents, at fair value as a % of Net Asstes |
|
101.33%
|
[1] |
98.03%
|
[2] |
| Money Market Fund |
|
$ 1,831
|
[5] |
$ 640
|
[4] |
| Money Market Fund as a % of Net Assets |
|
0.59%
|
[1],[3] |
0.21%
|
[2],[4] |
| Total Investments, at fair value |
|
$ 314,829
|
|
$ 306,429
|
|
| Total Investments, at fair value as a % of Net Assets |
|
101.92%
|
[1] |
98.24%
|
[2] |
| Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,688,136
|
|
$ 1,271,916
|
|
| Total Investments before Cash and Cash Equivalents, at fair value |
|
$ 1,688,136
|
|
$ 1,271,916
|
|
| Total Investments before Cash and Cash Equivalents, at fair value as a % of Net Asstes |
|
100.84%
|
[1] |
97.83%
|
[2] |
| Money Market Fund |
|
$ 12,337
|
[5] |
$ 2,862
|
[4] |
| Money Market Fund as a % of Net Assets |
|
0.74%
|
[1],[3] |
0.22%
|
[2],[4] |
| Total Investments, at fair value |
|
$ 1,700,473
|
|
$ 1,274,778
|
|
| Total Investments, at fair value as a % of Net Assets |
|
101.58%
|
[1] |
98.05%
|
[2] |
| Netherlands | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 927
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.05%
|
|
|
|
| Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 215,231
|
|
$ 182,791
|
|
| Fair Value as a % of Net Assets |
|
69.68%
|
[1] |
58.60%
|
[2] |
| Series I | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 55,535
|
|
$ 55,935
|
|
| Fair Value as a % of Net Assets |
|
17.98%
|
[1] |
17.93%
|
[2] |
| Series I | Commercial Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 20,266
|
|
$ 13,619
|
|
| Fair Value as a % of Net Assets |
|
6.56%
|
[1] |
4.37%
|
[2] |
| Series I | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 51,305
|
|
$ 36,229
|
|
| Fair Value as a % of Net Assets |
|
16.61%
|
[1] |
11.61%
|
[2] |
| Series I | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 30,533
|
|
$ 11,081
|
|
| Fair Value as a % of Net Assets |
|
9.88%
|
[1] |
3.55%
|
[2] |
| Series I | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 28,468
|
|
$ 22,606
|
|
| Fair Value as a % of Net Assets |
|
9.22%
|
[1] |
7.25%
|
[2] |
| Series I | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 29,124
|
|
$ 43,321
|
|
| Fair Value as a % of Net Assets |
|
9.43%
|
[1] |
13.89%
|
[2] |
| Series I | Australia | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 5,336
|
|
$ 4,374
|
|
| Fair Value as a % of Net Assets |
|
1.73%
|
[1] |
1.40%
|
[2] |
| Series I | Cayman Islands | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 362
|
|
$ 4,775
|
|
| Fair Value as a % of Net Assets |
|
0.12%
|
[1] |
1.53%
|
[6] |
| Series I | Cayman Islands | Commercial Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 6,975
|
|
$ 8,898
|
|
| Fair Value as a % of Net Assets |
|
2.26%
|
[1] |
2.85%
|
[6] |
| Series I | Cayman Islands | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 925
|
|
$ 2,325
|
|
| Fair Value as a % of Net Assets |
|
0.30%
|
[1] |
0.75%
|
[2] |
| Series I | Germany | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 423
|
|
$ 1,163
|
|
| Fair Value as a % of Net Assets |
|
0.13%
|
[1] |
0.37%
|
[6] |
| Series I | Ireland | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 423
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.14%
|
|
| Series I | Ireland | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,190
|
|
$ 135
|
|
| Fair Value as a % of Net Assets |
|
0.39%
|
[1] |
0.04%
|
[2] |
| Series I | United Arab Emirates | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 4
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Series I | Saudi Arabia | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 6,723
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.18%
|
|
|
|
| Series I | United Kingdom | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 4,968
|
|
$ 4,163
|
|
| Fair Value as a % of Net Assets |
|
1.61%
|
[1] |
1.33%
|
[2] |
| Series I | United States | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 35,726
|
|
$ 33,591
|
|
| Fair Value as a % of Net Assets |
|
11.57%
|
[1] |
10.76%
|
[6] |
| Series I | United States | Commercial Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 13,291
|
|
$ 4,721
|
|
| Fair Value as a % of Net Assets |
|
4.30%
|
[1] |
1.52%
|
[2] |
| Series I | United States | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 44,578
|
|
$ 36,229
|
|
| Fair Value as a % of Net Assets |
|
14.43%
|
[1] |
11.61%
|
[2] |
| Series I | United States | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 28,418
|
|
$ 8,621
|
|
| Fair Value as a % of Net Assets |
|
9.19%
|
[1] |
2.76%
|
[2] |
| Series I | United States | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 22,409
|
|
$ 17,378
|
|
| Fair Value as a % of Net Assets |
|
7.26%
|
[1] |
5.58%
|
[6] |
| Series I | United States | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 23,643
|
|
$ 38,947
|
|
| Fair Value as a % of Net Assets |
|
7.65%
|
[1] |
12.49%
|
[2] |
| Series I | Guernsey Channel Islands | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Series I | Japan | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 9,449
|
|
$ 4,417
|
|
| Fair Value as a % of Net Assets |
|
3.06%
|
[1] |
1.42%
|
[6] |
| Series I | Luxembourg | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 9,575
|
|
$ 11,566
|
|
| Fair Value as a % of Net Assets |
|
3.10%
|
[1] |
3.71%
|
[6] |
| Series I | Luxembourg | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,091
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.35%
|
|
|
|
| Series I | Canada | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 1,065
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.34%
|
|
| Series I | Netherlands | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 145
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.05%
|
|
|
|
| Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,160,836
|
|
$ 760,309
|
|
| Fair Value as a % of Net Assets |
|
69.34%
|
[1] |
58.48%
|
[2] |
| Series II | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 299,519
|
|
$ 232,661
|
|
| Fair Value as a % of Net Assets |
|
17.89%
|
[1] |
17.89%
|
[2] |
| Series II | Commercial Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 109,306
|
|
$ 56,646
|
|
| Fair Value as a % of Net Assets |
|
6.53%
|
[1] |
4.36%
|
[2] |
| Series II | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 276,712
|
|
$ 150,693
|
|
| Fair Value as a % of Net Assets |
|
16.53%
|
[1] |
11.59%
|
[2] |
| Series II | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 164,680
|
|
$ 46,091
|
|
| Fair Value as a % of Net Assets |
|
9.84%
|
[1] |
3.54%
|
[2] |
| Series II | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 153,544
|
|
$ 94,026
|
|
| Fair Value as a % of Net Assets |
|
9.17%
|
[1] |
7.23%
|
[2] |
| Series II | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 157,075
|
|
$ 180,192
|
|
| Fair Value as a % of Net Assets |
|
9.38%
|
[1] |
13.87%
|
[2] |
| Series II | Australia | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 28,777
|
|
$ 18,192
|
|
| Fair Value as a % of Net Assets |
|
1.72%
|
[1] |
1.40%
|
[2] |
| Series II | Cayman Islands | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,952
|
|
$ 19,862
|
|
| Fair Value as a % of Net Assets |
|
0.12%
|
[1] |
1.53%
|
[6] |
| Series II | Cayman Islands | Commercial Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 37,620
|
|
$ 37,011
|
|
| Fair Value as a % of Net Assets |
|
2.25%
|
[1] |
2.85%
|
[6] |
| Series II | Cayman Islands | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 4,990
|
|
$ 9,672
|
|
| Fair Value as a % of Net Assets |
|
0.30%
|
[1] |
0.74%
|
[2] |
| Series II | Germany | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,279
|
|
$ 4,836
|
|
| Fair Value as a % of Net Assets |
|
0.13%
|
[1] |
0.37%
|
[6] |
| Series II | Ireland | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 1,759
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.14%
|
|
| Series II | Ireland | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 6,419
|
|
$ 560
|
|
| Fair Value as a % of Net Assets |
|
0.38%
|
[1] |
0.04%
|
[2] |
| Series II | United Arab Emirates | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 23
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Series II | Saudi Arabia | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 36,261
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.17%
|
|
|
|
| Series II | United Kingdom | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 26,794
|
|
$ 17,314
|
|
| Fair Value as a % of Net Assets |
|
1.60%
|
[1] |
1.33%
|
[2] |
| Series II | United States | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 192,683
|
|
$ 139,724
|
|
| Fair Value as a % of Net Assets |
|
11.51%
|
[1] |
10.74%
|
[6] |
| Series II | United States | Commercial Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 71,686
|
|
$ 19,635
|
|
| Fair Value as a % of Net Assets |
|
4.28%
|
[1] |
1.51%
|
[2] |
| Series II | United States | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 240,428
|
|
$ 150,693
|
|
| Fair Value as a % of Net Assets |
|
14.36%
|
[1] |
11.59%
|
[2] |
| Series II | United States | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 153,271
|
|
$ 35,859
|
|
| Fair Value as a % of Net Assets |
|
9.16%
|
[1] |
2.76%
|
[2] |
| Series II | United States | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 120,866
|
|
$ 72,281
|
|
| Fair Value as a % of Net Assets |
|
7.22%
|
[1] |
5.56%
|
[6] |
| Series II | United States | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 127,516
|
|
$ 162,000
|
|
| Fair Value as a % of Net Assets |
|
7.61%
|
[1] |
12.47%
|
[2] |
| Series II | Guernsey Channel Islands | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Series II | Japan | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 50,960
|
|
$ 18,373
|
|
| Fair Value as a % of Net Assets |
|
3.04%
|
[1] |
1.41%
|
[6] |
| Series II | Luxembourg | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 51,645
|
|
$ 48,107
|
|
| Fair Value as a % of Net Assets |
|
3.09%
|
[1] |
3.70%
|
[6] |
| Series II | Luxembourg | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 5,884
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.35%
|
|
|
|
| Series II | Canada | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 4,431
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.34%
|
|
| Series II | Netherlands | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 782
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.05%
|
|
|
|
| Asset Backed Debt Securities |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,376,067
|
|
$ 943,100
|
|
| Fair Value as a % of Net Assets |
|
69.39%
|
[1] |
58.50%
|
[2] |
| Asset Backed Debt Securities | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 355,054
|
|
$ 288,596
|
|
| Fair Value as a % of Net Assets |
|
17.91%
|
[1] |
17.90%
|
[2] |
| Asset Backed Debt Securities | Commercial Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 129,572
|
|
$ 70,265
|
|
| Fair Value as a % of Net Assets |
|
6.53%
|
[1] |
4.36%
|
[2] |
| Asset Backed Debt Securities | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 328,017
|
|
$ 186,922
|
|
| Fair Value as a % of Net Assets |
|
16.54%
|
[1] |
11.60%
|
[2] |
| Asset Backed Debt Securities | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 195,213
|
|
$ 57,172
|
|
| Fair Value as a % of Net Assets |
|
9.84%
|
[1] |
3.54%
|
[2] |
| Asset Backed Debt Securities | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 182,012
|
|
$ 116,632
|
|
| Fair Value as a % of Net Assets |
|
9.18%
|
[1] |
7.23%
|
[2] |
| Asset Backed Debt Securities | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 186,199
|
|
$ 223,513
|
|
| Fair Value as a % of Net Assets |
|
9.39%
|
[1] |
13.87%
|
[2] |
| Asset Backed Debt Securities | Australia | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 34,113
|
|
$ 22,566
|
|
| Fair Value as a % of Net Assets |
|
1.72%
|
[1] |
1.40%
|
[2] |
| Asset Backed Debt Securities | Cayman Islands | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,314
|
|
$ 24,637
|
|
| Fair Value as a % of Net Assets |
|
0.12%
|
[1] |
1.53%
|
[6] |
| Asset Backed Debt Securities | Cayman Islands | Commercial Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 44,595
|
|
$ 45,909
|
|
| Fair Value as a % of Net Assets |
|
2.24%
|
[1] |
2.85%
|
[6] |
| Asset Backed Debt Securities | Cayman Islands | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 5,915
|
|
$ 11,997
|
|
| Fair Value as a % of Net Assets |
|
0.30%
|
[1] |
0.74%
|
[2] |
| Asset Backed Debt Securities | Germany | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,702
|
|
$ 5,999
|
|
| Fair Value as a % of Net Assets |
|
0.13%
|
[1] |
0.37%
|
[6] |
| Asset Backed Debt Securities | Ireland | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 2,182
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.14%
|
|
| Asset Backed Debt Securities | Ireland | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 7,609
|
|
$ 695
|
|
| Fair Value as a % of Net Assets |
|
0.38%
|
[1] |
0.04%
|
[2] |
| Asset Backed Debt Securities | United Arab Emirates | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 27
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Asset Backed Debt Securities | Saudi Arabia | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 42,984
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.17%
|
|
|
|
| Asset Backed Debt Securities | United Kingdom | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 31,762
|
|
$ 21,477
|
|
| Fair Value as a % of Net Assets |
|
1.60%
|
[1] |
1.33%
|
[2] |
| Asset Backed Debt Securities | United States | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 228,409
|
|
$ 173,315
|
|
| Fair Value as a % of Net Assets |
|
11.52%
|
[1] |
10.75%
|
[6] |
| Asset Backed Debt Securities | United States | Commercial Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 84,977
|
|
$ 24,356
|
|
| Fair Value as a % of Net Assets |
|
4.29%
|
[1] |
1.51%
|
[2] |
| Asset Backed Debt Securities | United States | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 285,006
|
|
$ 186,922
|
|
| Fair Value as a % of Net Assets |
|
14.37%
|
[1] |
11.60%
|
[2] |
| Asset Backed Debt Securities | United States | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 181,689
|
|
$ 44,480
|
|
| Fair Value as a % of Net Assets |
|
9.16%
|
[1] |
2.76%
|
[2] |
| Asset Backed Debt Securities | United States | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 143,275
|
|
$ 89,659
|
|
| Fair Value as a % of Net Assets |
|
7.23%
|
[1] |
5.56%
|
[6] |
| Asset Backed Debt Securities | United States | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 151,159
|
|
$ 200,947
|
|
| Fair Value as a % of Net Assets |
|
7.62%
|
[1] |
12.47%
|
[2] |
| Asset Backed Debt Securities | Guernsey Channel Islands | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Asset Backed Debt Securities | Japan | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 60,409
|
|
$ 22,790
|
|
| Fair Value as a % of Net Assets |
|
3.05%
|
[1] |
1.41%
|
[6] |
| Asset Backed Debt Securities | Luxembourg | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 61,220
|
|
$ 59,673
|
|
| Fair Value as a % of Net Assets |
|
3.09%
|
[1] |
3.70%
|
[6] |
| Asset Backed Debt Securities | Luxembourg | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 6,975
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.35%
|
|
|
|
| Asset Backed Debt Securities | Canada | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 5,496
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.34%
|
|
| Equity & Other Investments - Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 97,767
|
|
$ 122,998
|
|
| Fair Value as a % of Net Assets |
|
31.65%
|
[1] |
39.43%
|
[2] |
| Equity & Other Investments - Series I | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 8,423
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.70%
|
|
| Equity & Other Investments - Series I | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 10,155
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
3.26%
|
|
| Equity & Other Investments - Series I | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 52,452
|
|
$ 52,934
|
|
| Fair Value as a % of Net Assets |
|
16.98%
|
[1] |
16.97%
|
[2] |
| Equity & Other Investments - Series I | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 7,863
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.55%
|
|
|
|
| Equity & Other Investments - Series I | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 37,452
|
|
$ 51,486
|
|
| Fair Value as a % of Net Assets |
|
12.12%
|
[1] |
16.50%
|
[2] |
| Equity & Other Investments - Series I | CLO Preferred Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,077
|
|
$ 359
|
|
| Fair Value as a % of Net Assets |
|
0.67%
|
[1] |
0.12%
|
[2] |
| Equity & Other Investments - Series I | CLO Warehouse - Equity | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 2,232
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.72%
|
|
| Equity & Other Investments - Series I | CLO Warehouse - Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 26,453
|
|
$ 46,545
|
|
| Fair Value as a % of Net Assets |
|
8.56%
|
[1] |
14.92%
|
[2] |
| Equity & Other Investments - Series I | Special Purpose Vehicles | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 8,423
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.70%
|
|
| Equity & Other Investments - Series I | Special Purpose Vehicles | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 7,923
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.54%
|
|
| Equity & Other Investments - Series I | Special Purpose Vehicles | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 23,922
|
|
$ 6,030
|
|
| Fair Value as a % of Net Assets |
|
7.75%
|
[1] |
1.93%
|
[2] |
| Equity & Other Investments - Series I | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 7,863
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.55%
|
|
|
|
| Equity & Other Investments - Series I | Special Purpose Vehicles | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 37,452
|
|
$ 51,486
|
|
| Fair Value as a % of Net Assets |
|
12.12%
|
[1] |
16.50%
|
[2] |
| Equity & Other Investments - Series I | Cayman Islands | CLO Warehouse - Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Equity & Other Investments - Series I | Cayman Islands | Special Purpose Vehicles | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 3,345
|
|
$ 4,351
|
|
| Fair Value as a % of Net Assets |
|
1.08%
|
[1] |
1.39%
|
[2] |
| Equity & Other Investments - Series I | Ireland | CLO Warehouse - Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 5,608
|
|
$ 11,914
|
|
| Fair Value as a % of Net Assets |
|
1.82%
|
[1] |
3.82%
|
[2] |
| Equity & Other Investments - Series I | Ireland | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 122
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.04%
|
|
|
|
| Equity & Other Investments - Series I | United States | CLO Preferred Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,842
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.59%
|
|
|
|
| Equity & Other Investments - Series I | United States | CLO Warehouse - Equity | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 2,232
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.72%
|
|
| Equity & Other Investments - Series I | United States | CLO Warehouse - Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 20,845
|
|
$ 34,631
|
|
| Fair Value as a % of Net Assets |
|
6.74%
|
[1] |
11.10%
|
[2] |
| Equity & Other Investments - Series I | United States | Special Purpose Vehicles | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 8,423
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.70%
|
|
| Equity & Other Investments - Series I | United States | Special Purpose Vehicles | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 7,715
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.47%
|
|
| Equity & Other Investments - Series I | United States | Special Purpose Vehicles | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 20,577
|
|
$ 1,679
|
|
| Fair Value as a % of Net Assets |
|
6.67%
|
[1] |
0.54%
|
[2] |
| Equity & Other Investments - Series I | United States | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 3,108
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.01%
|
|
|
|
| Equity & Other Investments - Series I | United States | Special Purpose Vehicles | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 31,007
|
|
$ 47,738
|
|
| Fair Value as a % of Net Assets |
|
10.04%
|
[1] |
15.30%
|
[2] |
| Equity & Other Investments - Series I | Luxembourg | Special Purpose Vehicles | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 208
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.07%
|
|
| Equity & Other Investments - Series I | Luxembourg | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 735
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.24%
|
|
|
|
| Equity & Other Investments - Series I | Luxembourg | Special Purpose Vehicles | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 4,297
|
|
$ 3,748
|
|
| Fair Value as a % of Net Assets |
|
1.39%
|
[1] |
1.20%
|
[2] |
| Equity & Other Investments - Series I | Canada | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 3,898
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.26%
|
|
|
|
| Equity & Other Investments - Series I | Jersey | CLO Preferred Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 235
|
|
$ 359
|
|
| Fair Value as a % of Net Assets |
|
0.08%
|
[1] |
0.12%
|
[2] |
| Equity & Other Investments - Series I | Spain | Special Purpose Vehicles | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,148
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.69%
|
|
|
|
| Equity and Other Investments - Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 527,300
|
|
$ 511,607
|
|
| Fair Value as a % of Net Assets |
|
31.50%
|
[1] |
39.35%
|
[2] |
| Equity and Other Investments - Series II | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 35,036
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.69%
|
|
| Equity and Other Investments - Series II | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 42,239
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
3.25%
|
|
| Equity and Other Investments - Series II | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 282,897
|
|
$ 220,177
|
|
| Fair Value as a % of Net Assets |
|
16.90%
|
[1] |
16.93%
|
[2] |
| Equity and Other Investments - Series II | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 42,408
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.53%
|
|
|
|
| Equity and Other Investments - Series II | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 201,995
|
|
$ 214,155
|
|
| Fair Value as a % of Net Assets |
|
12.07%
|
[1] |
16.48%
|
[2] |
| Equity and Other Investments - Series II | CLO Preferred Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 11,201
|
|
$ 1,491
|
|
| Fair Value as a % of Net Assets |
|
0.67%
|
[1] |
0.11%
|
[2] |
| Equity and Other Investments - Series II | CLO Warehouse - Equity | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 9,283
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.71%
|
|
| Equity and Other Investments - Series II | CLO Warehouse - Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 142,674
|
|
$ 193,606
|
|
| Fair Value as a % of Net Assets |
|
8.52%
|
[1] |
14.89%
|
[2] |
| Equity and Other Investments - Series II | Special Purpose Vehicles | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 35,036
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.69%
|
|
| Equity and Other Investments - Series II | Special Purpose Vehicles | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 32,956
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.54%
|
|
| Equity and Other Investments - Series II | Special Purpose Vehicles | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 129,022
|
|
$ 25,080
|
|
| Fair Value as a % of Net Assets |
|
7.71%
|
[1] |
1.93%
|
[2] |
| Equity and Other Investments - Series II | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 42,408
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.53%
|
|
|
|
| Equity and Other Investments - Series II | Special Purpose Vehicles | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 201,995
|
|
$ 214,155
|
|
| Fair Value as a % of Net Assets |
|
12.07%
|
[1] |
16.48%
|
[2] |
| Equity and Other Investments - Series II | Cayman Islands | CLO Warehouse - Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Equity and Other Investments - Series II | Cayman Islands | Special Purpose Vehicles | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 18,043
|
|
$ 18,097
|
|
| Fair Value as a % of Net Assets |
|
1.08%
|
[1] |
1.39%
|
[2] |
| Equity and Other Investments - Series II | Ireland | CLO Warehouse - Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 30,248
|
|
$ 49,560
|
|
| Fair Value as a % of Net Assets |
|
1.81%
|
[1] |
3.81%
|
[2] |
| Equity and Other Investments - Series II | Ireland | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 654
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.04%
|
|
|
|
| Equity and Other Investments - Series II | United States | CLO Preferred Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 9,936
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.59%
|
|
|
|
| Equity and Other Investments - Series II | United States | CLO Warehouse - Equity | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 9,283
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.71%
|
|
| Equity and Other Investments - Series II | United States | CLO Warehouse - Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 112,426
|
|
$ 144,046
|
|
| Fair Value as a % of Net Assets |
|
6.71%
|
[1] |
11.08%
|
[2] |
| Equity and Other Investments - Series II | United States | Special Purpose Vehicles | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 35,036
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.69%
|
|
| Equity and Other Investments - Series II | United States | Special Purpose Vehicles | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 32,091
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.47%
|
|
| Equity and Other Investments - Series II | United States | Special Purpose Vehicles | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 110,979
|
|
$ 6,983
|
|
| Fair Value as a % of Net Assets |
|
6.63%
|
[1] |
0.54%
|
[2] |
| Equity and Other Investments - Series II | United States | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 16,767
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.99%
|
|
|
|
| Equity and Other Investments - Series II | United States | Special Purpose Vehicles | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 167,233
|
|
$ 198,568
|
|
| Fair Value as a % of Net Assets |
|
10.00%
|
[1] |
15.28%
|
[2] |
| Equity and Other Investments - Series II | Luxembourg | Special Purpose Vehicles | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 865
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.07%
|
|
| Equity and Other Investments - Series II | Luxembourg | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 3,962
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.24%
|
|
|
|
| Equity and Other Investments - Series II | Luxembourg | Special Purpose Vehicles | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 23,178
|
|
$ 15,587
|
|
| Fair Value as a % of Net Assets |
|
1.37%
|
[1] |
1.20%
|
[2] |
| Equity and Other Investments - Series II | Canada | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 21,025
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.26%
|
|
|
|
| Equity and Other Investments - Series II | Jersey | CLO Preferred Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,265
|
|
$ 1,491
|
|
| Fair Value as a % of Net Assets |
|
0.08%
|
[1] |
0.11%
|
[2] |
| Equity and Other Investments - Series II | Spain | Special Purpose Vehicles | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 11,584
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.70%
|
|
|
|
| Equity & Other Investments |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 625,067
|
|
$ 634,605
|
|
| Fair Value as a % of Net Assets |
|
31.53%
|
[1] |
39.37%
|
[2] |
| Equity & Other Investments | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 43,459
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.70%
|
|
| Equity & Other Investments | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 52,394
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
3.25%
|
|
| Equity & Other Investments | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 335,349
|
|
$ 273,111
|
|
| Fair Value as a % of Net Assets |
|
16.91%
|
[1] |
16.93%
|
[2] |
| Equity & Other Investments | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 50,271
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.54%
|
|
|
|
| Equity & Other Investments | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 239,447
|
|
$ 265,641
|
|
| Fair Value as a % of Net Assets |
|
12.08%
|
[1] |
16.49%
|
[2] |
| Equity & Other Investments | CLO Preferred Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 13,278
|
|
$ 1,850
|
|
| Fair Value as a % of Net Assets |
|
0.67%
|
[1] |
0.11%
|
[2] |
| Equity & Other Investments | CLO Warehouse - Equity | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 11,515
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.71%
|
|
| Equity & Other Investments | CLO Warehouse - Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 169,127
|
|
$ 240,151
|
|
| Fair Value as a % of Net Assets |
|
8.52%
|
[1] |
14.89%
|
[2] |
| Equity & Other Investments | Special Purpose Vehicles | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 43,459
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.70%
|
|
| Equity & Other Investments | Special Purpose Vehicles | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 40,879
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.54%
|
|
| Equity & Other Investments | Special Purpose Vehicles | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 152,944
|
|
$ 31,110
|
|
| Fair Value as a % of Net Assets |
|
7.72%
|
[1] |
1.93%
|
[2] |
| Equity & Other Investments | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 50,271
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.54%
|
|
|
|
| Equity & Other Investments | Special Purpose Vehicles | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 239,447
|
|
$ 265,641
|
|
| Fair Value as a % of Net Assets |
|
12.08%
|
[1] |
16.49%
|
[2] |
| Equity & Other Investments | Cayman Islands | CLO Warehouse - Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Equity & Other Investments | Cayman Islands | Special Purpose Vehicles | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 21,388
|
|
$ 22,448
|
|
| Fair Value as a % of Net Assets |
|
1.08%
|
[1] |
1.39%
|
[2] |
| Equity & Other Investments | Ireland | CLO Warehouse - Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 35,856
|
|
$ 61,474
|
|
| Fair Value as a % of Net Assets |
|
1.81%
|
[1] |
3.81%
|
[2] |
| Equity & Other Investments | Ireland | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 776
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.04%
|
|
|
|
| Equity & Other Investments | United States | CLO Preferred Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 11,778
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.59%
|
|
|
|
| Equity & Other Investments | United States | CLO Warehouse - Equity | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 11,515
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.71%
|
|
| Equity & Other Investments | United States | CLO Warehouse - Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 133,271
|
|
$ 178,677
|
|
| Fair Value as a % of Net Assets |
|
6.71%
|
[1] |
11.08%
|
[2] |
| Equity & Other Investments | United States | Special Purpose Vehicles | Capital Solutions |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 43,459
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.70%
|
|
| Equity & Other Investments | United States | Special Purpose Vehicles | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 39,806
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.47%
|
|
| Equity & Other Investments | United States | Special Purpose Vehicles | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 131,556
|
|
$ 8,662
|
|
| Fair Value as a % of Net Assets |
|
6.64%
|
[1] |
0.54%
|
[2] |
| Equity & Other Investments | United States | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 19,875
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.00%
|
|
|
|
| Equity & Other Investments | United States | Special Purpose Vehicles | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 198,240
|
|
$ 246,306
|
|
| Fair Value as a % of Net Assets |
|
10.01%
|
[1] |
15.29%
|
[2] |
| Equity & Other Investments | Luxembourg | Special Purpose Vehicles | Consumer Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 1,073
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.07%
|
|
| Equity & Other Investments | Luxembourg | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 4,697
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.24%
|
|
|
|
| Equity & Other Investments | Luxembourg | Special Purpose Vehicles | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 27,475
|
|
$ 19,335
|
|
| Fair Value as a % of Net Assets |
|
1.38%
|
[1] |
1.20%
|
[2] |
| Equity & Other Investments | Canada | Special Purpose Vehicles | Hard Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 24,923
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.26%
|
|
|
|
| Equity & Other Investments | Jersey | CLO Preferred Equity | Financial Assets |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,500
|
|
$ 1,850
|
|
| Fair Value as a % of Net Assets |
|
0.08%
|
[1] |
0.11%
|
[2] |
| Equity & Other Investments | Spain | Special Purpose Vehicles | Residential Mortgage |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 13,732
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.69%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Cayman Islands, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,314
|
|
$ 24,637
|
|
| Fair Value as a % of Net Assets |
|
0.12%
|
[1] |
1.53%
|
[6] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Cayman Islands, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 362
|
|
$ 4,775
|
|
| Fair Value as a % of Net Assets |
|
0.12%
|
[1] |
1.53%
|
[6] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Cayman Islands, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,952
|
|
$ 19,862
|
|
| Fair Value as a % of Net Assets |
|
0.12%
|
[1] |
1.53%
|
[6] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Germany, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,702
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.13%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Germany, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 423
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.13%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Germany, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,279
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.13%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Germany, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 5,999
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.37%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Germany, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 1,163
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.37%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Germany, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 4,836
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.37%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Ireland, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 2,182
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.14%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Ireland, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 423
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.14%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Ireland, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 1,759
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.14%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Japan, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 60,409
|
|
$ 22,790
|
|
| Fair Value as a % of Net Assets |
|
3.05%
|
[1] |
1.41%
|
[6] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Japan, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 9,449
|
|
$ 4,417
|
|
| Fair Value as a % of Net Assets |
|
3.06%
|
[1] |
1.42%
|
[6] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Japan, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 50,960
|
|
$ 18,373
|
|
| Fair Value as a % of Net Assets |
|
3.04%
|
[1] |
1.41%
|
[6] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Luxembourg, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 61,220
|
|
$ 59,673
|
|
| Fair Value as a % of Net Assets |
|
3.09%
|
[1] |
3.70%
|
[6] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Luxembourg, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 9,575
|
|
$ 11,566
|
|
| Fair Value as a % of Net Assets |
|
3.10%
|
[1] |
3.71%
|
[6] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, Luxembourg, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 51,645
|
|
$ 48,107
|
|
| Fair Value as a % of Net Assets |
|
3.09%
|
[1] |
3.70%
|
[6] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, United States, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 228,409
|
[5] |
$ 88,683
|
|
| Fair Value as a % of Net Assets |
|
11.52%
|
[1],[5] |
5.50%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, United States, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 35,726
|
[5] |
$ 17,188
|
|
| Fair Value as a % of Net Assets |
|
11.57%
|
[1],[5] |
5.50%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, United States, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 192,683
|
[5] |
$ 71,495
|
|
| Fair Value as a % of Net Assets |
|
11.51%
|
[1],[5] |
5.49%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, United States, Media: Diversified & Production |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 37,693
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
2.34%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, United States, Media: Diversified & Production, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 7,305
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
2.34%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, United States, Media: Diversified & Production, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 30,388
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
2.34%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, United States, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 46,939
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
2.91%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, United States, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 9,098
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
2.92%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Capital Solutions, United States, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 37,841
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
2.91%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Commercial Mortgage, Cayman Islands, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 44,595
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.24%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Commercial Mortgage, Cayman Islands, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 6,975
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.26%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Commercial Mortgage, Cayman Islands, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 37,620
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.25%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Commercial Mortgage, Cayman Islands, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 45,909
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
2.85%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Commercial Mortgage, Cayman Islands, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 8,898
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
2.85%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Commercial Mortgage, Cayman Islands, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 37,011
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
2.85%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Commercial Mortgage, United States, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 84,977
|
|
$ 19,348
|
|
| Fair Value as a % of Net Assets |
|
4.29%
|
[1] |
1.20%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Commercial Mortgage, United States, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 13,291
|
|
$ 3,750
|
|
| Fair Value as a % of Net Assets |
|
4.30%
|
[1] |
1.21%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Commercial Mortgage, United States, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 71,686
|
|
$ 15,598
|
|
| Fair Value as a % of Net Assets |
|
4.28%
|
[1] |
1.20%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Commercial Mortgage, United States, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 5,008
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.31%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Commercial Mortgage, United States, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 971
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.31%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Commercial Mortgage, United States, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 4,037
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.31%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, Guernsey Channel Islands, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, Guernsey Channel Islands, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, Guernsey Channel Islands, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, Saudi Arabia, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 42,984
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.17%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, Saudi Arabia, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 6,723
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.18%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, Saudi Arabia, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 36,261
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.17%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United Arab Emirates, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 27
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United Arab Emirates, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 4
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United Arab Emirates, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 23
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Automotive |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 172,128
|
|
$ 39,635
|
|
| Fair Value as a % of Net Assets |
|
8.68%
|
[1] |
2.46%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Automotive, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 26,923
|
|
$ 7,682
|
|
| Fair Value as a % of Net Assets |
|
8.72%
|
[1] |
2.46%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Automotive, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 145,205
|
|
$ 31,953
|
|
| Fair Value as a % of Net Assets |
|
8.67%
|
[1] |
2.46%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 75,865
|
|
$ 79,888
|
|
| Fair Value as a % of Net Assets |
|
3.83%
|
[1] |
4.96%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 11,866
|
|
$ 15,484
|
|
| Fair Value as a % of Net Assets |
|
3.84%
|
[1] |
4.96%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 63,999
|
|
$ 64,404
|
|
| Fair Value as a % of Net Assets |
|
3.82%
|
[1] |
4.95%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Construction & Building |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 4,793
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.24%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Construction & Building, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 750
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.24%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Construction & Building, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 4,043
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.24%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Consumer Goods: Durable |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 22,360
|
|
$ 67,399
|
|
| Fair Value as a % of Net Assets |
|
1.13%
|
[1] |
4.18%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Consumer Goods: Durable, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 3,497
|
|
$ 13,063
|
|
| Fair Value as a % of Net Assets |
|
1.13%
|
[1] |
4.19%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Consumer Goods: Durable, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 18,863
|
|
$ 54,336
|
|
| Fair Value as a % of Net Assets |
|
1.13%
|
[1] |
4.18%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 9,467
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.47%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,481
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.48%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 7,986
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.48%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Telecommunications |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 393
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.02%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Telecommunications, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 61
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.02%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Consumer Finance, United States, Telecommunications, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 332
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.02%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, Cayman Islands, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 5,915
|
|
$ 11,997
|
|
| Fair Value as a % of Net Assets |
|
0.30%
|
[1] |
0.74%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, Cayman Islands, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 925
|
|
$ 2,325
|
|
| Fair Value as a % of Net Assets |
|
0.30%
|
[1] |
0.75%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, Cayman Islands, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 4,990
|
|
$ 9,672
|
|
| Fair Value as a % of Net Assets |
|
0.30%
|
[1] |
0.74%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, Ireland, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 7,609
|
|
$ 695
|
|
| Fair Value as a % of Net Assets |
|
0.38%
|
[1] |
0.04%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, Ireland, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,190
|
|
$ 135
|
|
| Fair Value as a % of Net Assets |
|
0.39%
|
[1] |
0.04%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, Ireland, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 6,419
|
|
$ 560
|
|
| Fair Value as a % of Net Assets |
|
0.38%
|
[1] |
0.04%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, United States, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
$ 5,844
|
|
| Fair Value as a % of Net Assets |
|
0.00%
|
[1] |
0.36%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, United States, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
$ 1,133
|
|
| Fair Value as a % of Net Assets |
|
0.00%
|
[1] |
0.36%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, United States, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
$ 4,711
|
|
| Fair Value as a % of Net Assets |
|
0.00%
|
[1] |
0.36%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, United States, Media: Diversified & Production |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 32,263
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.63%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, United States, Media: Diversified & Production, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 5,046
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.63%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, United States, Media: Diversified & Production, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 27,217
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.63%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, United States, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 149,426
|
|
$ 38,636
|
|
| Fair Value as a % of Net Assets |
|
7.53%
|
[1] |
2.40%
|
[6] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, United States, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 23,372
|
|
$ 7,488
|
|
| Fair Value as a % of Net Assets |
|
7.56%
|
[1] |
2.40%
|
[6] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Financial Assets, United States, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 126,054
|
|
$ 31,148
|
|
| Fair Value as a % of Net Assets |
|
7.53%
|
[1] |
2.40%
|
[6] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, Canada, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 5,496
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.34%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, Canada, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 1,065
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.34%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, Canada, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 4,431
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.34%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, Luxembourg, Telecommunications |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 6,975
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.35%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, Luxembourg, Telecommunications, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,091
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.35%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, Luxembourg, Telecommunications, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 5,884
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.35%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United Kingdom, Transportation:Consumer |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 31,762
|
|
$ 21,477
|
|
| Fair Value as a % of Net Assets |
|
1.60%
|
[1] |
1.33%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United Kingdom, Transportation:Consumer, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 4,968
|
|
$ 4,163
|
|
| Fair Value as a % of Net Assets |
|
1.61%
|
[1] |
1.33%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United Kingdom, Transportation:Consumer, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 26,794
|
|
$ 17,314
|
|
| Fair Value as a % of Net Assets |
|
1.60%
|
[1] |
1.33%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Aerospace & Defense |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 6,548
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.41%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Aerospace & Defense, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 1,269
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.41%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Aerospace & Defense, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 5,279
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.41%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,425
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.12%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 379
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.12%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,046
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.12%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Capital Equipment |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 15,385
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.78%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Capital Equipment, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,406
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.78%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Capital Equipment, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 12,979
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.78%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, High Tech Industries |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 113,869
|
|
$ 68,921
|
|
| Fair Value as a % of Net Assets |
|
5.75%
|
[1] |
4.28%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, High Tech Industries, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 17,810
|
|
$ 13,359
|
|
| Fair Value as a % of Net Assets |
|
5.78%
|
[1] |
4.28%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, High Tech Industries, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 96,059
|
|
$ 55,562
|
|
| Fair Value as a % of Net Assets |
|
5.74%
|
[1] |
4.27%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 4,206
|
|
$ 14,190
|
|
| Fair Value as a % of Net Assets |
|
0.21%
|
[1] |
0.87%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 658
|
|
$ 2,750
|
|
| Fair Value as a % of Net Assets |
|
0.21%
|
[1] |
0.89%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 3,548
|
|
$ 11,440
|
|
| Fair Value as a % of Net Assets |
|
0.21%
|
[1] |
0.88%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Telecommunications |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 842
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.04%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Telecommunications, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 132
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.04%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Telecommunications, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 710
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.04%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Transportation: Consumer |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 6,548
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.33%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Transportation: Consumer, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,024
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.33%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Hard Assets, United States, Transportation: Consumer, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 5,524
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.33%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgage, Australia, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 34,113
|
|
$ 22,566
|
|
| Fair Value as a % of Net Assets |
|
1.72%
|
[1] |
1.40%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgage, Australia, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 5,336
|
|
$ 4,374
|
|
| Fair Value as a % of Net Assets |
|
1.73%
|
[1] |
1.40%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgage, Australia, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 28,777
|
|
$ 18,192
|
|
| Fair Value as a % of Net Assets |
|
1.72%
|
[1] |
1.40%
|
[2] |
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgage, United States, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 100,280
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
6.22%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgage, United States, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 19,436
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
6.23%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgage, United States, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 80,844
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
6.22%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgage, United States, Construction & Building |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 94,884
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
5.89%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgage, United States, Construction & Building, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 18,390
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
5.90%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgage, United States, Construction & Building, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 76,494
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
5.88%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgage, United States, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 5,783
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.36%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgage, United States, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 1,121
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.36%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgage, United States, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 4,662
|
|
| Fair Value as a % of Net Assets |
[6] |
|
|
0.37%
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgages, Netherlands, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 927
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.05%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgages, Netherlands, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 145
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.05%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgages, Netherlands, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 782
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.05%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgages, United States, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 17,660
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.89%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgages, United States, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,762
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.89%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgages, United States, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 14,898
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.89%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgages, United States, Construction & Building |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 133,499
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
6.73%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgages, United States, Construction & Building, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 20,881
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
6.76%
|
|
|
|
| Investment, Identifier [Axis]: Asset-Backed Securities, Residential Mortgages, United States, Construction & Building, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 112,618
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
6.72%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, CLO Warehouse - Equity, United States, Structured Finance, ABC Holdings 5 Hollywood, LLC |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Shares |
|
|
|
99,500
|
|
| Fair Value |
|
|
|
$ 99,500
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
6.17%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, CLO Warehouse - Equity, United States, Structured Finance, ABC Holdings 5 Hollywood, LLC, Other |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 79,177
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
4.91%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, CLO Warehouse - Equity, United States, Structured Finance, ABC Holdings 5 Hollywood, LLC, Other, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 15,346
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
4.92%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, CLO Warehouse - Equity, United States, Structured Finance, ABC Holdings 5 Hollywood, LLC, Other, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 63,831
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
4.91%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, CLO Warehouse - Equity, United States, Structured Finance, ABC Holdings 5 Hollywood, LLC, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Shares |
|
|
|
19,285
|
|
| Fair Value |
|
|
|
$ 19,285
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
6.18%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, CLO Warehouse - Equity, United States, Structured Finance, ABC Holdings 5 Hollywood, LLC, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Shares |
|
|
|
80,215
|
|
| Fair Value |
|
|
|
$ 80,215
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
6.17%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Capital Solutions, Special Purpose Vehicles, United States, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 43,459
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.70%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Capital Solutions, Special Purpose Vehicles, United States, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 8,423
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.70%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Capital Solutions, Special Purpose Vehicles, United States, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 35,036
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.69%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Consumer Finance, CLO Warehouse - Equity, United States, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 11,515
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.71%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Consumer Finance, CLO Warehouse - Equity, United States, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 2,232
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.72%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Consumer Finance, CLO Warehouse - Equity, United States, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 9,283
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.71%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Consumer Finance, Special Purpose Vehicles, Luxembourg, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 1,073
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.07%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Consumer Finance, Special Purpose Vehicles, Luxembourg, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 208
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.07%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Consumer Finance, Special Purpose Vehicles, Luxembourg, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 865
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.07%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Consumer Finance, Special Purpose Vehicles, United States, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 39,806
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.47%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Consumer Finance, Special Purpose Vehicles, United States, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 7,715
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.47%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Consumer Finance, Special Purpose Vehicles, United States, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 32,091
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
2.47%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Preferred Equity, Jersey, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,500
|
|
$ 1,850
|
|
| Fair Value as a % of Net Assets |
|
0.08%
|
[1] |
0.11%
|
[2] |
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Preferred Equity, Jersey, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 235
|
|
$ 359
|
|
| Fair Value as a % of Net Assets |
|
0.08%
|
[1] |
0.12%
|
[2] |
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Preferred Equity, Jersey, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,265
|
|
$ 1,491
|
|
| Fair Value as a % of Net Assets |
|
0.08%
|
[1] |
0.11%
|
[2] |
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Preferred Equity, United States, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 11,778
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.59%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Preferred Equity, United States, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 1,842
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.59%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Preferred Equity, United States, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 9,936
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.59%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Warehouse - Equity, Cayman Islands, Media: Diversified & Production |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Warehouse - Equity, Cayman Islands, Media: Diversified & Production, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Warehouse - Equity, Cayman Islands, Media: Diversified & Production, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Warehouse - Equity, Ireland, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 35,856
|
|
$ 61,474
|
|
| Fair Value as a % of Net Assets |
|
1.81%
|
[1] |
3.81%
|
[2] |
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Warehouse - Equity, Ireland, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 5,608
|
|
$ 11,914
|
|
| Fair Value as a % of Net Assets |
|
1.82%
|
[1] |
3.82%
|
[2] |
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Warehouse - Equity, Ireland, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 30,248
|
|
$ 49,560
|
|
| Fair Value as a % of Net Assets |
|
1.81%
|
[1] |
3.81%
|
[2] |
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Warehouse - Equity, United States, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 133,271
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
6.71%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Warehouse - Equity, United States, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 20,845
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
6.74%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, CLO Warehouse - Equity, United States, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 112,426
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
6.71%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, Special Purpose Vehicles, Cayman Islands, Media: Diversified & Production |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 21,388
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.08%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, Special Purpose Vehicles, Cayman Islands, Media: Diversified & Production, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 3,345
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.08%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, Special Purpose Vehicles, Cayman Islands, Media: Diversified & Production, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 18,043
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.08%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, Special Purpose Vehicles, Cayman Islands, Structured Finance, Media: Diversified & Production |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 22,448
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
1.39%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, Special Purpose Vehicles, Cayman Islands, Structured Finance, Media: Diversified & Production, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 4,351
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
1.39%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, Special Purpose Vehicles, Cayman Islands, Structured Finance, Media: Diversified & Production, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 18,097
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
1.39%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, Special Purpose Vehicles, United States, Media: Diversified & Production |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 80,481
|
|
$ 8,662
|
|
| Fair Value as a % of Net Assets |
|
4.06%
|
[1] |
0.54%
|
[2] |
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, Special Purpose Vehicles, United States, Media: Diversified & Production, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 12,588
|
|
$ 1,679
|
|
| Fair Value as a % of Net Assets |
|
4.08%
|
[1] |
0.54%
|
[2] |
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, Special Purpose Vehicles, United States, Media: Diversified & Production, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 67,893
|
|
$ 6,983
|
|
| Fair Value as a % of Net Assets |
|
4.06%
|
[1] |
0.54%
|
[2] |
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, Special Purpose Vehicles, United States, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 51,075
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.58%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, Special Purpose Vehicles, United States, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 7,989
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.59%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Financial Assets, Special Purpose Vehicles, United States, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 43,086
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
2.57%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, Canada, Energy: Oil & Gas |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 24,923
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.26%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, Canada, Energy: Oil & Gas, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 3,898
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.26%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, Canada, Energy: Oil & Gas, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 21,025
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.26%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, Ireland, Transportation: Consumer |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 776
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.04%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, Ireland, Transportation: Consumer, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 122
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.04%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, Ireland, Transportation: Consumer, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 654
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.04%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, Luxembourg, Energy: Oil & Gas |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, Luxembourg, Energy: Oil & Gas, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, Luxembourg, Energy: Oil & Gas, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 0
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, Luxembourg, Telecommunications |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 4,697
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.24%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, Luxembourg, Telecommunications, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 735
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.24%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, Luxembourg, Telecommunications, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 3,962
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.24%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, United States, High Tech Industries |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 19,244
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.97%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, United States, High Tech Industries, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 3,010
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.98%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, United States, High Tech Industries, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 16,234
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.96%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, United States, Telecommunications |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 610
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.03%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, United States, Telecommunications, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 95
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.03%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, United States, Telecommunications, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 515
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.03%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, United States, Transportation: Consumer |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 21
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, United States, Transportation: Consumer, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 3
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Hard Assets, Special Purpose Vehicles, United States, Transportation: Consumer, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 18
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.00%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, Luxembourg, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 27,475
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.38%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, Luxembourg, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 4,297
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.39%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, Luxembourg, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 23,178
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
1.37%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, Luxembourg, Construction & Building |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 2,939
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.18%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, Luxembourg, Construction & Building, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 570
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.18%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, Luxembourg, Construction & Building, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 2,369
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.18%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, Luxembourg, Construction & Building, Structured Finance |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 16,396
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
1.02%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, Luxembourg, Construction & Building, Structured Finance, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 3,178
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
1.02%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, Luxembourg, Construction & Building, Structured Finance, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 13,218
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
1.02%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, Spain, Banking, Finance, Insurance & Real Estate |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 13,732
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.69%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, Spain, Banking, Finance, Insurance & Real Estate, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 2,148
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.69%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, Spain, Banking, Finance, Insurance & Real Estate, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 11,584
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.70%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, United States, Banking, Finance, Insurance & Real Estate, A-A Mortgage Investor LLC |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Shares |
|
0
|
|
|
|
| Fair Value |
|
$ 197,801
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
9.99%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, United States, Banking, Finance, Insurance & Real Estate, A-A Mortgage Investor LLC, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Shares |
|
0
|
|
|
|
| Fair Value |
|
$ 30,938
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
10.02%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, United States, Banking, Finance, Insurance & Real Estate, A-A Mortgage Investor LLC, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Shares |
|
0
|
|
|
|
| Fair Value |
|
$ 166,863
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
9.98%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, United States, Banking, Finance, Insurance & Real Estate, Other |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 439
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.02%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, United States, Banking, Finance, Insurance & Real Estate, Other, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 69
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.02%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, United States, Banking, Finance, Insurance & Real Estate, Other, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
$ 370
|
|
|
|
| Fair Value as a % of Net Assets |
[1] |
0.02%
|
|
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, United States, Structured Finance, A-A Mortgage Investor LLC |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Shares |
|
|
|
243,703
|
|
| Fair Value |
|
|
|
$ 243,703
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
15.12%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, United States, Structured Finance, A-A Mortgage Investor LLC, Other |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 2,603
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.17%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, United States, Structured Finance, A-A Mortgage Investor LLC, Other, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 504
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.16%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, United States, Structured Finance, A-A Mortgage Investor LLC, Other, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Fair Value |
|
|
|
$ 2,099
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
0.17%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, United States, Structured Finance, A-A Mortgage Investor LLC, Series I |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Shares |
|
|
|
47,234
|
|
| Fair Value |
|
|
|
$ 47,234
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
15.14%
|
|
| Investment, Identifier [Axis]: Equity & Other Investments, Residential Mortgage, Special Purpose Vehicles, United States, Structured Finance, A-A Mortgage Investor LLC, Series II |
|
|
|
|
|
| Schedule of Investments [Line Items] |
|
|
|
|
|
| Shares |
|
|
|
196,469
|
|
| Fair Value |
|
|
|
$ 196,469
|
|
| Fair Value as a % of Net Assets |
[2] |
|
|
15.11%
|
|
|
|