Note 5 - Derivative and Other Hedging Instruments - Schedule of Derivative Positions (Details) - Short [Member] - USD ($) $ in Thousands		Mar. 31, 2026	Dec. 31, 2025
Five Year Treasury Note Futures [Member]
Average contract notional amount	[1],[2]	$ 180,000	$ 122,500
Weighted average entry rate	[1]	3.86%	3.65%
Average receive rate	[1]	3.93%	3.65%
Open Equity	[1],[3]	$ 520	$ 10
Ten Year T-Note Futures [Member]
Average contract notional amount	[1]	$ 53,000	$ 90,000
Weighted average entry rate	[1]	3.85%	3.79%
Average receive rate	[1]	4.13%	3.91%
Open Equity	[1],[3]	$ 977	$ 739
Ten Year Ultra Futures [Member]
Average contract notional amount	[1]	$ 60,000	$ 60,000
Weighted average entry rate	[1]	4.09%	4.03%
Average receive rate	[1]	4.32%	4.14%
Open Equity	[1],[3]	$ 1,223	$ 575
Three Month SOFR Futures Ending in June 2026 [Member]
Average contract notional amount		$ 97,500	$ 97,500
Weighted average entry rate		3.55%	3.55%
Average receive rate		3.68%	3.52%
Open Equity	[3]	$ 123	$ (33)
Three Month SOFR Futures Ending in March 2026 [Member]
Average contract notional amount			$ 97,500
Weighted average entry rate			3.73%
Average receive rate			3.69%
Open Equity	[3]		$ (44)
Three Month SOFR Futures Ending in September 2026 [Member]
Average contract notional amount		$ 97,500	$ 97,500
Weighted average entry rate		3.38%	3.38%
Average receive rate		3.67%	3.31%
Open Equity	[3]	$ 280	$ (66)
Three Month SOFR Futures Ending in December 2026 [Member]
Average contract notional amount		$ 97,500	$ 97,500
Weighted average entry rate		3.27%	3.27%
Average receive rate		3.67%	3.16%
Open Equity	[3]	$ 386	$ (111)
Three Month SOFR Futures Ending in March 2027 [Member]
Average contract notional amount		$ 97,500	$ 97,500
Weighted average entry rate		3.22%	3.22%
Average receive rate		3.64%	3.11%
Open Equity	[3]	$ 407	$ (105)
Three Month SOFR Futures Ending in June 2027 [Member]
Average contract notional amount		$ 97,500	$ 97,500
Weighted average entry rate		3.21%	3.21%
Average receive rate		3.61%	3.11%
Open Equity	[3]	$ 397	$ (90)
Five Year 3.75% ERIS SOFR Swap Futures Ending in June 2031 Member]
Average contract notional amount	[4]	$ 10,000
Weighted average entry rate	[4]	3.42%
Average receive rate	[4]	3.63%
Open Equity	[3],[4]	$ 88
Five Year 3.75% ERIS SOFR Swap Futures Ending in March 2031 Member]
Average contract notional amount	[4]		$ 10,000
Weighted average entry rate	[4]		3.48%
Average receive rate	[4]		3.45%
Open Equity	[3],[4]		$ (13)

[1] 5-Year T-Note futures contracts were valued at a price of $108.18 at March 31, 2026 and $109.30 at December 31, 2025. The contract values of the short positions were $194.7 million and $133.9 million at March 31, 2026 and December 31, 2025, respectively. 10-Year T-Note futures contracts were valued at a price of $111.05 at March 31, 2026 and $112.44 at December 31, 2025. The contract values of the short positions were $58.9 million and $101.2 million at March 31, 2026 and December 31, 2025, respectively. 10-Year Ultra futures contracts were valued at a price of $113.52 at March 31, 2026 and $115.02 at December 31, 2025. The contract values of the short positions were $68.1 million and $69.0 million at March 31, 2026 and December 31, 2025, respectively.

[2] 5-Year T-Note futures contracts were valued at a price of $109.30 as of December 31, 2025 and $106.30 as of December 31, 2024. The contract values of the short positions were $133.9 million and $332.2 million as of December 31, 2025 and 2024, respectively. 10-Year T-Note futures contracts were valued at a price of $112.44 as of December 31, 2025 and $108.75 as of December 31, 2024.. The contract values of the short positions were $101.2 million and $101.7 million as of December 31, 2025 and 2024, respectively. 10-Year Ultra futures contracts were valued at price of $115.02 as of December 31, 2025 and $111.31 as of December 31, 2024. The contract value of the short positions was $69.0 million and $36.2 million as of December 31, 2025 and 2024, respectively.

[3] Open equity represents the cumulative gains (losses) recorded on open futures positions from inception.

[4] ERIS swap futures are exchange traded futures that replicate the cash flows of an underlying swap position.