XML 57 R45.htm IDEA: XBRL DOCUMENT v3.24.3
Note 5 - Derivative and Other Hedging Instruments - Schedule of Derivative Instruments in Balance Sheet (Details) - USD ($)
$ in Thousands
Sep. 30, 2024
Dec. 31, 2023
Restricted Cash and Cash Equivalents, Current $ 11,612 $ 28,396
Other liabilities (2,585) (1,031)
Not Designated as Hedging Instrument, Economic Hedge [Member]    
Derivative assets, at fair value 16,846 6,420
Derivative liabilities, at fair value 0 12,694
Total margin balances on derivative contracts 847 28,396
Not Designated as Hedging Instrument, Economic Hedge [Member] | Long [Member]    
Derivative assets, at fair value 0 72
Not Designated as Hedging Instrument, Economic Hedge [Member] | Interest Rate Swap [Member]    
Derivative assets, at fair value 14,678 6,348
Not Designated as Hedging Instrument, Economic Hedge [Member] | TBA Contracts [Member]    
Derivative assets, at fair value 2,168 0
Derivative liabilities, at fair value 0 12,694
Restricted Cash and Cash Equivalents, Current 0 23,720
Other liabilities (1,593) 0
Not Designated as Hedging Instrument, Economic Hedge [Member] | Eurodollar Future Margin [Member]    
Restricted Cash and Cash Equivalents, Current 2,440 4,096
Not Designated as Hedging Instrument, Economic Hedge [Member] | Interest Rate Swaption [Member]    
Restricted Cash and Cash Equivalents, Current $ 0 $ 580