XML 46 R34.htm IDEA: XBRL DOCUMENT v3.23.2
Note 2 - Mortgage-backed Securities and U.S. Treasury Notes - Schedule of RMBS Portfolio (Details) - USD ($)
$ in Thousands
Jun. 30, 2023
Dec. 31, 2022
Mortgage-backed securities, at fair value (includes pledged assets of $4,368,075 and $3,512,640, respectively) $ 4,373,972 $ 3,540,002
Pass Through Certificate [Member]    
Mortgage-backed securities, at fair value (includes pledged assets of $4,368,075 and $3,512,640, respectively) 4,356,203 3,519,906
Pass Through Certificate [Member] | Fixed Rate Mortgages [Member]    
Mortgage-backed securities, at fair value (includes pledged assets of $4,368,075 and $3,512,640, respectively) 4,356,203 3,519,906
Structured Finance [Member]    
Mortgage-backed securities, at fair value (includes pledged assets of $4,368,075 and $3,512,640, respectively) 17,769 20,096
Structured Finance [Member] | Interest Only Securities [Member]    
Mortgage-backed securities, at fair value (includes pledged assets of $4,368,075 and $3,512,640, respectively) 17,448 19,669
Structured Finance [Member] | Inverse Interest Only Securities [Member]    
Mortgage-backed securities, at fair value (includes pledged assets of $4,368,075 and $3,512,640, respectively) $ 321 $ 427