XML 52 R40.htm IDEA: XBRL DOCUMENT v3.20.2
DERIVATIVE FINANCIAL INTSTRUMENTS - Summary of Outstanding Swaptions (Details) - Payer Swaption [Member] - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2020
Dec. 31, 2019
Long [Member]    
Derivatives, Fair Value [Line Items]    
Swaption Cost $ 11,550  
Net Estimated Fair Value $ 7,825  
Derivative Instruments Average Months To Expiration 1 year 4 months 11 days  
Notional Amount $ 1,082,000  
Derivative Average Fixed Interest Rate 1.25%  
Derivative Avergage Receive Rate 3 Month  
Term (Years) 7 years 2 months 21 days  
Less Than Or Equal To One Year [Member]    
Derivatives, Fair Value [Line Items]    
Swaption Cost $ (2,400)  
Net Estimated Fair Value $ (3,289)  
Derivative Instruments Average Months To Expiration 11 months 7 days  
Notional Amount $ 436,200  
Derivative Average Fixed Interest Rate 1.50%  
Derivative Avergage Receive Rate 3 Month 3 Month
Term (Years) 10 years  
Less Than Or Equal To One Year [Member] | Long [Member]    
Derivatives, Fair Value [Line Items]    
Swaption Cost $ 3,450  
Net Estimated Fair Value $ 231  
Derivative Instruments Average Months To Expiration 8 months 17 days  
Notional Amount $ 500,000  
Derivative Average Fixed Interest Rate 0.95%  
Derivative Avergage Receive Rate 3 Month  
Term (Years) 4 years  
One Year To Two Years [Member] | Long [Member]    
Derivatives, Fair Value [Line Items]    
Swaption Cost $ 8,100  
Net Estimated Fair Value $ 7,594  
Derivative Instruments Average Months To Expiration 1 year 11 months 6 days  
Notional Amount $ 582,000  
Derivative Average Fixed Interest Rate 1.50%  
Derivative Avergage Receive Rate 3 Month  
Term (Years) 10 years