XML 125 R75.htm IDEA: XBRL DOCUMENT v3.20.1
Financial Derivatives (Interest Rate Swaps) (Details) - Interest rate swaps - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2020
Dec. 31, 2019
Long    
Derivative [Line Items]    
Notional Amount $ 434,364 $ 305,723
Fair Value 8,265 1,348
Long | 2021 [Member]    
Derivative [Line Items]    
Notional Amount 12,950 181,950
Fair Value 253 (49)
Long | 2022 [Member]    
Derivative [Line Items]    
Notional Amount 87,683 53,974
Fair Value 1,184 441
Long | 2023 [Member]    
Derivative [Line Items]    
Notional Amount 48,657 48,657
Fair Value 2,340 709
Long | 2024 [Member]    
Derivative [Line Items]    
Notional Amount 11,342 11,342
Fair Value 895 306
Long | 2025 [Member]    
Derivative [Line Items]    
Notional Amount 134,876  
Fair Value 238  
Long | 2027 [Member]    
Derivative [Line Items]    
Notional Amount 25,108  
Fair Value 28  
Long | 2029 [Member]    
Derivative [Line Items]    
Notional Amount 9,800 9,800
Fair Value 1,011 $ (59)
Long | 2030 [Member]    
Derivative [Line Items]    
Notional Amount 103,948  
Fair Value $ 2,316  
Long | Weighted Average    
Derivative [Line Items]    
Pay Rate 1.08% 1.78%
Receive Rate 1.12% 1.91%
Remaining Years to Maturity 5 years 5 months 4 days 2 years 5 months 19 days
Long | Weighted Average | 2021 [Member]    
Derivative [Line Items]    
Pay Rate 1.75% 1.67%
Receive Rate 0.90% 1.89%
Remaining Years to Maturity 1 year 5 months 15 days 1 year 10 months 2 days
Long | Weighted Average | 2022 [Member]    
Derivative [Line Items]    
Pay Rate 1.33% 1.85%
Receive Rate 1.12% 1.91%
Remaining Years to Maturity 1 year 11 months 12 days 2 years 2 months 1 day
Long | Weighted Average | 2023 [Member]    
Derivative [Line Items]    
Pay Rate 2.00% 2.00%
Receive Rate 1.18% 1.92%
Remaining Years to Maturity 3 years 3 days 3 years 3 months 3 days
Long | Weighted Average | 2024 [Member]    
Derivative [Line Items]    
Pay Rate 2.33% 2.33%
Receive Rate 1.91% 2.09%
Remaining Years to Maturity 3 years 11 months 23 days 4 years 2 months 23 days
Long | Weighted Average | 2025 [Member]    
Derivative [Line Items]    
Pay Rate 0.55%  
Receive Rate 1.22%  
Remaining Years to Maturity 4 years 11 months 23 days  
Long | Weighted Average | 2027 [Member]    
Derivative [Line Items]    
Pay Rate 0.63%  
Receive Rate 0.00%  
Remaining Years to Maturity 7 years 3 days  
Long | Weighted Average | 2029 [Member]    
Derivative [Line Items]    
Pay Rate 1.78% 1.78%
Receive Rate 1.51% 1.91%
Remaining Years to Maturity 9 years 6 months 7 days 9 years 9 months 7 days
Long | Weighted Average | 2030 [Member]    
Derivative [Line Items]    
Pay Rate 0.95%  
Receive Rate 1.15%  
Remaining Years to Maturity 9 years 11 months 12 days  
Short    
Derivative [Line Items]    
Notional Amount $ 696,360 $ 732,961
Fair Value (31,959) (4,599)
Short | 2020 [Member]    
Derivative [Line Items]    
Notional Amount 5,600 68,607
Fair Value (28) (234)
Short | 2021 [Member]    
Derivative [Line Items]    
Notional Amount 160,029 268,929
Fair Value (2,788) (419)
Short | 2022 [Member]    
Derivative [Line Items]    
Notional Amount 142,747 31,350
Fair Value (1,854) 9
Short | 2023 [Member]    
Derivative [Line Items]    
Notional Amount 101,012 101,012
Fair Value (5,098) (1,265)
Short | 2024 [Member]    
Derivative [Line Items]    
Notional Amount   13,000
Fair Value   99
Short | 2025 [Member]    
Derivative [Line Items]    
Notional Amount 58,500 12,800
Fair Value (887) (24)
Short | 2026 [Member]    
Derivative [Line Items]    
Notional Amount 28,104 59,902
Fair Value (1,264) 1,946
Short | 2028 [Member]    
Derivative [Line Items]    
Notional Amount 32,942 32,942
Fair Value (4,688) (1,634)
Short | 2029 [Member]    
Derivative [Line Items]    
Notional Amount 92,594 136,838
Fair Value (9,600) (2,018)
Short | 2030 [Member]    
Derivative [Line Items]    
Notional Amount 67,936 685
Fair Value (2,563) (32)
Short | 2036 [Member]    
Derivative [Line Items]    
Notional Amount 1,100 1,100
Fair Value (108) 87
Short | 2049 [Member]    
Derivative [Line Items]    
Notional Amount 5,796 5,796
Fair Value $ (3,081) $ (1,114)
Short | Weighted Average    
Derivative [Line Items]    
Pay Rate 1.58% 1.83%
Receive Rate 1.30% 1.94%
Remaining Years to Maturity 4 years 8 months 4 days 4 years 3 months 21 days
Short | Weighted Average | 2020 [Member]    
Derivative [Line Items]    
Pay Rate 1.64% 1.74%
Receive Rate 1.23% 1.93%
Remaining Years to Maturity 2 months 26 days 2 months 26 days
Short | Weighted Average | 2021 [Member]    
Derivative [Line Items]    
Pay Rate 1.86% 1.73%
Receive Rate 1.52% 1.95%
Remaining Years to Maturity 1 year 3 months 3 days 1 year 7 months 20 days
Short | Weighted Average | 2022 [Member]    
Derivative [Line Items]    
Pay Rate 1.16% 1.65%
Receive Rate 1.40% 1.93%
Remaining Years to Maturity 1 year 10 months 24 days 2 years 1 month 20 days
Short | Weighted Average | 2023 [Member]    
Derivative [Line Items]    
Pay Rate 2.06% 2.06%
Receive Rate 1.20% 1.91%
Remaining Years to Maturity 3 years 14 days 3 years 3 months 14 days
Short | Weighted Average | 2024 [Member]    
Derivative [Line Items]    
Pay Rate   1.56%
Receive Rate   1.89%
Remaining Years to Maturity   4 years 10 months 24 days
Short | Weighted Average | 2025 [Member]    
Derivative [Line Items]    
Pay Rate 0.82%  
Receive Rate 0.22%  
Remaining Years to Maturity 4 years 11 months 26 days 5 years 2 months 19 days
Short | Weighted Average | 2026 [Member]    
Derivative [Line Items]    
Pay Rate 1.25% 1.24%
Receive Rate 1.45% 1.94%
Remaining Years to Maturity 6 years 3 months 6 years 6 months
Short | Weighted Average | 2028 [Member]    
Derivative [Line Items]    
Pay Rate 2.40% 2.40%
Receive Rate 1.28% 1.93%
Remaining Years to Maturity 8 years 1 month 2 days 8 years 4 months 2 days
Short | Weighted Average | 2029 [Member]    
Derivative [Line Items]    
Pay Rate 1.78% 2.02%
Receive Rate 1.46% 1.96%
Remaining Years to Maturity 9 years 6 months 14 days 9 years 7 months 9 days
Short | Weighted Average | 2030 [Member]    
Derivative [Line Items]    
Pay Rate 1.10% 2.38%
Receive Rate 1.28% 1.90%
Remaining Years to Maturity 9 years 11 months 8 days 10 years 10 months 24 days
Short | Weighted Average | 2036 [Member]    
Derivative [Line Items]    
Pay Rate 1.45% 1.45%
Receive Rate 1.45% 1.94%
Remaining Years to Maturity 15 years 10 months 20 days 16 years 1 month 20 days
Short | Weighted Average | 2049 [Member]    
Derivative [Line Items]    
Pay Rate 2.89% 2.89%
Receive Rate 1.91% 2.09%
Remaining Years to Maturity 28 years 9 months 10 days 29 years 10 days
Forward-starting interest rate swap [Member] | Short    
Derivative [Line Items]    
Notional Amount   $ 20,900
Fair Value   $ (41)
Derivative fixed interest rate including forward-starting swaps   1.83%