XML 97 R87.htm IDEA: XBRL DOCUMENT v3.23.1
Financial Derivatives (Futures) (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2023
Dec. 31, 2022
Derivative [Line Items]    
Fair Value $ 79,788 $ 78,320
Financial derivatives–assets, at fair value- 104,033 132,518
Derivative Liability $ 24,245 54,198
Futures    
Derivative [Line Items]    
Remaining Years to Maturity 2 months 23 days  
Financial derivatives–assets, at fair value- $ 88 2,772
Derivative Liability 3,076 96
Short | Futures    
Derivative [Line Items]    
Notional Amount 189,400 315,200
Fair Value (2,988) $ 2,676
Remaining Years to Maturity   2 months 23 days
Financial Derivatives - Liabilities | Short | U.S. Treasury futures    
Derivative [Line Items]    
Notional Amount $ 191,300 $ 49,800
Remaining Years to Maturity 2 months 23 days 3 months
Derivative Liability $ (3,076) $ (31)
Financial Derivatives - Liabilities | Long | U.S. Treasury futures    
Derivative [Line Items]    
Notional Amount 0 $ 1,900
Remaining Years to Maturity   2 months 19 days
Derivative Liability 0 $ (65)
Financial Derivatives - Assets | Short | U.S. Treasury futures    
Derivative [Line Items]    
Notional Amount 0 $ 267,300
Remaining Years to Maturity   2 months 19 days
Financial derivatives–assets, at fair value- 0 $ 2,772
Financial Derivatives - Assets | Long | U.S. Treasury futures    
Derivative [Line Items]    
Notional Amount $ (1,900) 0
Remaining Years to Maturity 2 months 23 days  
Financial derivatives–assets, at fair value- $ 88 $ 0