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Financial Derivatives (Schedule of Gains and Losses on Derivative Contracts) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Derivative [Line Items]        
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps $ 77 $ (892) $ (739) $ (750)
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 348 (10,771) 6,977 (23,306)
Realized gains (losses) on financial derivatives, net 425 (11,663) 6,238 (24,056)
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps (709) 136 (299) 25
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (4,971) 8,040 5,297 (1,817)
Unrealized gains (losses) on financial derivatives, net (5,680) 8,176 4,998 (1,792)
Derivative [Member]        
Derivative [Line Items]        
Foreign currency transactions   13 18 26
Foreign currency translation 3 3 (30) 19
Interest rate swaps | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) on Periodic Settlements of Interest Rate Swaps 77 (892) (739) (750)
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (300) (2,348) 147 (8,732)
Realized gains (losses) on financial derivatives, net (223) (3,240) (592) (9,482)
Change in Net Unrealized Gains (Losses) on Accrued Periodic Settlements of Interest Rate Swaps (709) 136 (299) 25
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (4,221) 2,543 3,454 (17,477)
Unrealized gains (losses) on financial derivatives, net (4,930) 2,679 3,155 (17,452)
Credit default swaps on asset-backed securities | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 16 38 42 (956)
Realized gains (losses) on financial derivatives, net 16 38 42 (956)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (18) (1) (44) 916
Unrealized gains (losses) on financial derivatives, net (18) (1) (44) 916
Credit default swaps on corporate bond indices | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 129 4,455 1,199 3,899
Realized gains (losses) on financial derivatives, net 129 4,455 1,199 3,899
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (221) (5,384) (1,178) 7,139
Unrealized gains (losses) on financial derivatives, net (221) (5,384) (1,178) 7,139
Credit default swaps on corporate bond indices | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 836 (62) (88) 517
Realized gains (losses) on financial derivatives, net 836 (62) (88) 517
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (1,418) 24 (890) 4,140
Unrealized gains (losses) on financial derivatives, net (1,418) 24 (890) 4,140
Credit default swaps on corporate bonds | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 153 354 81 448
Realized gains (losses) on financial derivatives, net 153 354 81 448
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (219) (482) (153) 1,044
Unrealized gains (losses) on financial derivatives, net (219) (482) (153) 1,044
Total return swaps | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (860) (484) (1,202) (2,055)
Realized gains (losses) on financial derivatives, net (860) (484) (1,202) (2,055)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 801 1,168 940 955
Unrealized gains (losses) on financial derivatives, net 801 1,168 940 955
TBA securities | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (358) (5,972) 4,961 (9,145)
Realized gains (losses) on financial derivatives, net (358) (5,972) 4,961 (9,145)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 2,365 7,447 1,661 2,024
Unrealized gains (losses) on financial derivatives, net 2,365 7,447 1,661 2,024
Futures | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 896 (6,342) 1,913 (7,464)
Realized gains (losses) on financial derivatives, net 896 (6,342) 1,913 (7,464)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (2,037) 5,629 878 (485)
Unrealized gains (losses) on financial derivatives, net (2,037) 5,629 878 (485)
Forwards | Currency risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps (164) (310) (76) 282
Realized gains (losses) on financial derivatives, net (164) (310) (76) 282
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps 98 56 725 309
Unrealized gains (losses) on financial derivatives, net 98 56 725 309
Warrants | Equity Market/Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 0 0 0 0
Realized gains (losses) on financial derivatives, net 0 0 0 0
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (39) (402) (34) (382)
Unrealized gains (losses) on financial derivatives, net (39) (402) (34) (382)
Options | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps       (100)
Realized gains (losses) on financial derivatives, net       (100)
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps       0
Unrealized gains (losses) on financial derivatives, net       $ 0
Options | Equity Market/Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps   (100)    
Realized gains (losses) on financial derivatives, net   (100)    
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps   (2,558)    
Unrealized gains (losses) on financial derivatives, net   $ (2,558)    
Put Option [Member] | Interest Rate Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps 0      
Realized gains (losses) on financial derivatives, net 0      
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps (62)      
Unrealized gains (losses) on financial derivatives, net $ (62)      
Put Option [Member] | Credit Risk [Member]        
Derivative [Line Items]        
Net Realized Gains (Losses) Other Than Periodic Settlements of Interest Rate Swaps     0  
Realized gains (losses) on financial derivatives, net     0  
Change in Net Unrealized Gains (Losses) Other Than on Accrued Periodic Settlements of Interest Rate Swaps     (62)  
Unrealized gains (losses) on financial derivatives, net     $ (62)