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Note 5 - Derivative and Other Hedging Instruments - Schedule of Derivative Instruments Gain (Loss) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2024
Sep. 30, 2023
Sep. 30, 2024
Sep. 30, 2023
(Losses) gains on derivative and other hedging instruments $ (140,825) $ 142,042 $ (26,858) $ 194,253
Treasury Note Future [Member] | Short [Member]        
(Losses) gains on derivative and other hedging instruments (14,668) 42,640 16,100 66,642
Interest Rate Swap [Member]        
(Losses) gains on derivative and other hedging instruments (110,085) 78,317 (39,469) 101,257
Payer Swaptions [Member] | Short [Member]        
(Losses) gains on derivative and other hedging instruments 0 (718) 0 4,113
Payer Swaptions [Member] | Long [Member]        
(Losses) gains on derivative and other hedging instruments 0 1,613 (72) (7,389)
Interest Rate Cap [Member]        
(Losses) gains on derivative and other hedging instruments 0 493 0 (415)
Dual Digital Option [Member]        
(Losses) gains on derivative and other hedging instruments (105) 0 (500) 0
Interest Rate Floor [Member] | Short [Member]        
(Losses) gains on derivative and other hedging instruments 0 73 0 (1,143)
Interest Rate Floor [Member] | Long [Member]        
(Losses) gains on derivative and other hedging instruments 0 137 0 2,666
TBA Contracts [Member] | Short [Member]        
(Losses) gains on derivative and other hedging instruments (16,315) 21,511 (3,370) 31,120
TBA Contracts [Member] | Long [Member]        
(Losses) gains on derivative and other hedging instruments $ 348 $ (2,024) $ 453 $ (2,598)