XML 87 R77.htm IDEA: XBRL DOCUMENT v3.22.1
Financial Derivatives (Futures) (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2022
Dec. 31, 2021
Derivative [Line Items]    
Fair Value $ 48,554 $ 6,596
Financial derivatives–assets, at fair value- 65,082 18,894
Derivative Liability $ 16,528 12,298
Futures    
Derivative [Line Items]    
Remaining Years to Maturity 2 months 26 days  
Financial derivatives–assets, at fair value- $ 5,794 478
Derivative Liability 131 75
Short | Futures    
Derivative [Line Items]    
Notional Amount 274,400 219,500
Fair Value 5,663 $ 403
Remaining Years to Maturity   2 months 26 days
Financial Derivatives - Liabilities | Short | U.S. Treasury futures    
Derivative [Line Items]    
Notional Amount $ 0 $ 51,400
Remaining Years to Maturity 0 years 2 months 19 days
Derivative Liability $ 0 $ (39)
Financial Derivatives - Liabilities | Long | U.S. Treasury futures    
Derivative [Line Items]    
Notional Amount $ 1,900 $ 1,900
Remaining Years to Maturity 2 months 23 days 2 months 19 days
Derivative Liability $ (131) $ (36)
Financial Derivatives - Assets | Short | U.S. Treasury futures    
Derivative [Line Items]    
Notional Amount $ 276,300 $ 170,000
Remaining Years to Maturity 2 months 26 days 3 months
Financial derivatives–assets, at fair value- $ 5,794 $ 478