XML 100 R90.htm IDEA: XBRL DOCUMENT v3.23.2
Financial Derivatives (Schedule of Derivative Activity) (Details) - USD ($)
$ in Thousands
6 Months Ended 9 Months Ended
Jun. 30, 2023
Sep. 30, 2022
Interest rate swaps    
Derivative [Line Items]    
Average Monthly Notional $ 4,132,339 $ 3,292,243
TBA securities    
Derivative [Line Items]    
Average Monthly Notional 684,485 796,003
Credit default swaps    
Derivative [Line Items]    
Average Monthly Notional 306,397 130,819
Total return swaps    
Derivative [Line Items]    
Average Monthly Notional 0 688
Futures    
Derivative [Line Items]    
Average Monthly Notional 218,886 186,446
Options    
Derivative [Line Items]    
Average Monthly Notional 0 13,846
Forwards    
Derivative [Line Items]    
Average Monthly Notional 11,873 13,676
Warrants    
Derivative [Line Items]    
Average Monthly Notional $ 3,115 $ 3,378