XML 43 R32.htm IDEA: XBRL DOCUMENT v3.23.3
Note 13 - Fair Value (Tables)
9 Months Ended
Sep. 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)

 

September 30, 2023

            

Mortgage-backed securities

 $-  $4,520,225  $- 

U.S. Treasury securities

  98,326   -   - 

Interest rate swaps

  -   5,286   - 

Payer swaptions

  -   1,418   - 

Interest rate caps

  -   704   - 

Interest rate floors

     1,481    

TBA securities

  -   8,985   - 

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)  -