XML 90 R80.htm IDEA: XBRL DOCUMENT v3.22.2
Financial Derivatives (Schedule of Derivative Activity) (Details) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2022
Dec. 31, 2021
Interest rate swaps    
Derivative [Line Items]    
Average Monthly Notional $ 2,660,695 $ 1,343,094
TBA securities    
Derivative [Line Items]    
Average Monthly Notional 827,022 1,105,311
Credit default swaps    
Derivative [Line Items]    
Average Monthly Notional 60,999 110,084
Total return swaps    
Derivative [Line Items]    
Average Monthly Notional 0 2,593
Futures    
Derivative [Line Items]    
Average Monthly Notional 190,400 193,600
Options    
Derivative [Line Items]    
Average Monthly Notional 25,714 13,846
Forwards    
Derivative [Line Items]    
Average Monthly Notional 15,201 21,188
Warrants    
Derivative [Line Items]    
Average Monthly Notional $ 3,289 $ 1,948