XML 58 R46.htm IDEA: XBRL DOCUMENT v3.23.1
Note 4 - Derivative and Other Hedging Instruments - Schedule of Derivative Instruments Gain (Loss) (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Dec. 31, 2022
(Losses) gains on derivative and other hedging instruments $ (41,156) $ 177,498 $ 177,498
Treasury Note Future [Member] | Short [Member]      
(Losses) gains on derivative and other hedging instruments (4,038)   79,691
Interest Rate Swap [Member]      
(Losses) gains on derivative and other hedging instruments (26,144)   66,170
Payer Swaptions [Member] | Short [Member]      
(Losses) gains on derivative and other hedging instruments 6,585   (10,908)
Payer Swaptions [Member] | Long [Member]      
(Losses) gains on derivative and other hedging instruments (12,109)   40,975
Interest Rate Cap [Member]      
(Losses) gains on derivative and other hedging instruments (645)   (996)
Interest Rate Floor [Member]      
(Losses) gains on derivative and other hedging instruments 1,185   0
TBA Contracts [Member] | Short [Member]      
(Losses) gains on derivative and other hedging instruments (5,990)   2,539
TBA Contracts [Member] | Long [Member]      
(Losses) gains on derivative and other hedging instruments $ 0   $ 27