Variable Interest Entities (Tables)

6 Months Ended

Jun. 30, 2020

Variable Interest Entities [Abstract]

Consolidated Variable Interest Entity Asset and Liability information

As of June 30, 2020

As of December 31, 2019

Number

Number

of

Notional

Carrying

of

Notional

Carrying

Instruments

Amounts

Value

Instruments

Amounts

Value

Assets

Total return swap

1

$

601

$

-

1

$

613

$

-