XML 55 R41.htm IDEA: XBRL DOCUMENT v3.25.2
Derivative Instruments Schedule of Futures (Details) - USD ($)
$ in Thousands
 3 Months Ended 12 Months Ended
Mar. 31, 2025
Dec. 31, 2024
Dec. 31, 2023
Derivative [Line Items]      
Derivative, Fair Value, Net $ (481) $ 36,186 $ 66,950
Financial derivatives–liabilities, at fair value 957 5,681 7,329
Financial derivatives–assets, at fair value $ 476 $ 41,867 74,279
Minimum      
Derivative [Line Items]      
Implied spread on wirtten credit derivatives 3.76% 0.45%  
Maximum      
Derivative [Line Items]      
Implied spread on wirtten credit derivatives 3.76% 2.89%  
Futures [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Maturity   2 months 26 days  
Futures [Member] | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Financial derivatives–assets, at fair value $ 157 $ 170 2,284
Futures [Member] | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Financial derivatives–liabilities, at fair value 0 811 63
Futures [Member] | Long      
Derivative [Line Items]      
Derivative, Notional Amount   118,750 79,200
Derivative, Fair Value, Net   (641) 2,221
Credit Default Swap, Corporate Bond Indices | Short | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 0 23,825 0
Financial derivatives–assets, at fair value 0 $ 705 $ 0
Credit Default Swap, Corporate Bond Indices | Short | Derivative Financial Instruments, Assets [Member] | Weighted Average [Member]      
Derivative [Line Items]      
Derivative, Remaining Maturity   4 years 5 months 19 days 0 years
Credit Default Swap, Corporate Bond Indices | Short | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (9,104) $ (52,886) $ (25,943)
Financial derivatives–liabilities, at fair value $ (488) $ (1,912) $ (632)
Credit Default Swap, Corporate Bond Indices | Short | Derivative Financial Instruments, Liabilities [Member] | Weighted Average [Member]      
Derivative [Line Items]      
Derivative, Remaining Maturity 5 years 2 months 19 days 4 years 9 months 4 years 11 months 23 days
US Treasury Note Futures [Member] | Futures [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Maturity     2 months 21 days
US Treasury Note Futures [Member] | Futures [Member] | Long | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Notional Amount   $ 134,400  
Financial derivatives–liabilities, at fair value   $ (811)  
US Treasury Note Futures [Member] | Futures [Member] | Long | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Notional Amount     $ 84,600
Financial derivatives–assets, at fair value     $ 2,284
US Treasury Note Futures [Member] | Futures [Member] | Long | Assets      
Derivative [Line Items]      
Derivative, Average Remaining Maturity     2 months 21 days
US Treasury Note Futures [Member] | Futures [Member] | Long | Liability      
Derivative [Line Items]      
Derivative, Average Remaining Maturity   2 months 26 days  
US Treasury Note Futures [Member] | Futures [Member] | Short | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Notional Amount   $ (5,400)  
Financial derivatives–assets, at fair value   $ 6  
US Treasury Note Futures [Member] | Futures [Member] | Short | Derivative Financial Instruments, Liabilities [Member]      
Derivative [Line Items]      
Derivative, Notional Amount     $ 5,400
Financial derivatives–liabilities, at fair value     $ (63)
US Treasury Note Futures [Member] | Futures [Member] | Short | Assets      
Derivative [Line Items]      
Derivative, Average Remaining Maturity   3 months  
US Treasury Note Futures [Member] | Futures [Member] | Short | Liability      
Derivative [Line Items]      
Derivative, Average Remaining Maturity     2 months 28 days
Foreign Exchange Future | Futures [Member] | Short | Derivative Financial Instruments, Assets [Member]      
Derivative [Line Items]      
Derivative, Notional Amount $ (19,125) $ (10,250)  
Financial derivatives–assets, at fair value $ 157 $ 164  
Foreign Exchange Future | Futures [Member] | Short | Assets      
Derivative [Line Items]      
Derivative, Average Remaining Maturity 2 months 17 days 2 months 16 days