Financial Derivatives (Futures) (Details) - USD ($) $ in Thousands |
3 Months Ended | 12 Months Ended |
|---|---|---|
Mar. 31, 2020 |
Dec. 31, 2019 |
|
| Derivative [Line Items] | ||
| Fair Value | $ (16,020) | $ (10,833) |
| Long | U.S. Treasury futures | ||
| Derivative [Line Items] | ||
| Notional Amount | 1,900 | 0 |
| Fair Value | $ 37 | $ 0 |
| Remaining Years to Maturity | 2 months 20 days | 0 days |
| Short | U.S. Treasury futures | ||
| Derivative [Line Items] | ||
| Notional Amount | $ (7,000) | $ (16,000) |
| Fair Value | $ (43) | $ 148 |
| Remaining Years to Maturity | 2 months 16 days | 2 months 23 days |
| Short | Eurodollar futures | ||
| Derivative [Line Items] | ||
| Notional Amount | $ (172,100) | $ (14,000) |
| Fair Value | $ (6,006) | $ (45) |
| Remaining Years to Maturity | 2 months 29 days | 4 months 2 days |
| Short | Futures | ||
| Derivative [Line Items] | ||
| Notional Amount | $ (177,200) | $ (30,000) |
| Fair Value | $ (6,012) | $ 103 |
| Remaining Years to Maturity | 2 months 29 days | 3 months 11 days |