XML 42 R30.htm IDEA: XBRL DOCUMENT

Note 12 - Fair Value (Tables)

6 Months Ended

Jun. 30, 2023

Notes Tables

Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis [Table Text Block]

(in thousands)
		*Quoted Prices*
		*in Active*				*Significant*
		*Markets for*				*Other*				*Significant*
		*Identical*				*Observable*				*Unobservable*
		*Assets*				*Inputs*				*Inputs*
		*(Level 1)*				*(Level 2)*				*(Level 3)*
June 30, 2023
Mortgage-backed securities		$	-			$	4,373,972			$	-
U.S. Treasury Notes			37,195				-				-
Interest rate swaps			-				30,093				-
Payer swaptions			-				7,673				-
Interest rate caps			-				211				-
Interest rate floors							1,271
TBA securities			-				201				-
December 31, 2022
Mortgage-backed securities		$	-			$	3,540,002			$	-
U.S. Treasury Notes			36,382				-				-
Interest rate swaps			-				4,983				-
Payer swaptions			-				27,416				-
Interest rate caps			-				1,119				-
TBA securities			-				(507	)			-