Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details)

v3.24.0.1
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Dec. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Derivative assets      
Derivative [Line Items]      
Fair Value $ 85,291,000 $ 26,438,000  
Derivative liabilities      
Derivative [Line Items]      
Fair Value (21,506,000) (34,048,000)  
Net Long Position [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 15,045,799,000   $ 17,159,801,000
Net Long Position [Member] | Derivative liabilities      
Derivative [Line Items]      
Derivative, Notional Amount 12,103,064,000 4,476,000,000  
TBAs [Member] | Derivative assets      
Derivative [Line Items]      
Fair Value 72,980,000 11,145,000  
TBAs [Member] | Derivative liabilities      
Derivative [Line Items]      
Fair Value (21,506,000) (34,048,000)  
TBAs [Member] | Long [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 4,194,000,000 4,826,000,000  
Cost Basis 3,827,271,000 4,802,009,000  
Market Value 3,898,874,000 4,767,989,000  
TBAs [Member] | Long [Member] | Derivative assets      
Derivative [Line Items]      
Fair Value 72,980,000 28,000  
TBAs [Member] | Long [Member] | Derivative liabilities      
Derivative [Line Items]      
Fair Value (1,377,000) (34,048,000)  
TBAs [Member] | Short [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 697,000,000 1,000,000,000  
Cost Basis 656,723,000 878,711,000  
Market Value 676,852,000 867,594,000  
TBAs [Member] | Short [Member] | Derivative assets      
Derivative [Line Items]      
Fair Value 0 11,117,000  
TBAs [Member] | Short [Member] | Derivative liabilities      
Derivative [Line Items]      
Fair Value (20,129,000) 0  
TBAs [Member] | Net Long Position [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 3,497,000,000 3,826,000,000 $ 4,116,000,000
Cost Basis 3,170,548,000 3,923,298,000  
Market Value 3,222,022,000 3,900,395,000  
TBAs [Member] | Net Long Position [Member] | Derivative assets      
Derivative [Line Items]      
Fair Value 72,980,000 11,145,000  
TBAs [Member] | Net Long Position [Member] | Derivative liabilities      
Derivative [Line Items]      
Derivative, Notional Amount 518,000,000 4,476,000,000  
Fair Value $ (21,506,000) $ (34,048,000)