XML 90 R79.htm IDEA: XBRL DOCUMENT v3.21.2
Financial Derivatives (Schedule of Derivative Activity) (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2021
Dec. 31, 2020
Interest rate swaps    
Derivative [Line Items]    
Average Monthly Notional $ 986,719 $ 1,009,110
TBA securities    
Derivative [Line Items]    
Average Monthly Notional 1,036,552 713,634
Credit default swaps    
Derivative [Line Items]    
Average Monthly Notional 168,088 277,990
Total return swaps    
Derivative [Line Items]    
Average Monthly Notional 4,590 6,975
Futures    
Derivative [Line Items]    
Average Monthly Notional 180,400 149,538
Options    
Derivative [Line Items]    
Average Monthly Notional 4,286 1,500
Forwards    
Derivative [Line Items]    
Average Monthly Notional 24,878 26,413
Warrants    
Derivative [Line Items]    
Average Monthly Notional $ 1,897 $ 1,570