XML 88 R77.htm IDEA: XBRL DOCUMENT v3.20.2
Financial Derivatives (Futures) (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2020
Dec. 31, 2019
Derivative [Line Items]    
Fair Value $ (7,677) $ (10,833)
Short | Futures    
Derivative [Line Items]    
Notional Amount (165,200) (30,000)
Fair Value $ (382) $ 103
Remaining Years to Maturity 2 months 29 days 3 months 11 days
Financial Derivatives - Liabilities | Short | U.S. Treasury futures    
Derivative [Line Items]    
Notional Amount $ (166,800) $ (16,000)
Fair Value $ (348) $ 148
Remaining Years to Maturity 3 months 2 months 23 days
Financial Derivatives - Liabilities | Short | Eurodollar futures    
Derivative [Line Items]    
Notional Amount $ 0 $ (14,000)
Fair Value $ 0 $ (45)
Remaining Years to Maturity 0 days 4 months 2 days
Financial Derivatives - Liabilities | Long | U.S. Treasury futures    
Derivative [Line Items]    
Notional Amount $ 1,900 $ 0
Fair Value $ (34) $ 0
Remaining Years to Maturity 2 months 23 days 0 days
Financial Derivatives - Assets | Short | U.S. Treasury futures    
Derivative [Line Items]    
Notional Amount $ (300) $ 0
Fair Value $ 0 $ 0
Remaining Years to Maturity 2 months 23 days 0 days