Quarterly report pursuant to Section 13 or 15(d)

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

v3.24.3
Derivative Instruments and Hedging Activities - Schedule of TBA Contracts (Details) - USD ($)
Sep. 30, 2024
Jun. 30, 2024
Dec. 31, 2023
Sep. 30, 2023
Jun. 30, 2023
Dec. 31, 2022
Derivative Assets            
Derivative [Line Items]            
Fair Value $ 12,572,000   $ 85,291,000      
Derivative Liabilities            
Derivative [Line Items]            
Fair Value (16,764,000)   (21,506,000)      
TBAs, net            
Derivative [Line Items]            
Amount outstanding 15,779,095,000 $ 10,588,481,000 15,045,799,000 $ 2,841,022,000 $ 5,383,706,000  
TBAs, net | Derivative Assets            
Derivative [Line Items]            
Amount outstanding 168,178,000   2,942,735,000      
TBAs, net | Derivative Liabilities            
Derivative [Line Items]            
Amount outstanding     12,103,064,000      
TBAs | Derivative Assets            
Derivative [Line Items]            
Fair Value 184,000   72,980,000      
TBAs | Derivative Liabilities            
Derivative [Line Items]            
Fair Value (16,725,000)   (21,506,000)      
TBAs | Purchase contracts            
Derivative [Line Items]            
Amount outstanding 5,098,000,000   4,194,000,000      
Cost 5,092,267,000   3,827,271,000      
Market Value 5,075,542,000   3,898,874,000      
TBAs | Purchase contracts | Derivative Assets            
Derivative [Line Items]            
Fair Value 0   72,980,000      
TBAs | Purchase contracts | Derivative Liabilities            
Derivative [Line Items]            
Fair Value (16,725,000)   (1,377,000)      
TBAs | Sale contracts            
Derivative [Line Items]            
Amount outstanding 34,000,000   697,000,000      
Cost 31,850,000   656,723,000      
Market Value 31,665,000   676,852,000      
TBAs | Sale contracts | Derivative Assets            
Derivative [Line Items]            
Fair Value 185,000   0      
TBAs | Sale contracts | Derivative Liabilities            
Derivative [Line Items]            
Fair Value 0   (20,129,000)      
TBAs | TBAs, net            
Derivative [Line Items]            
Amount outstanding 5,064,000,000 $ 4,983,000,000 3,497,000,000 $ 2,194,000,000 $ 3,051,000,000 $ 3,826,000,000
Cost 5,060,417,000   3,170,548,000      
Market Value 5,043,877,000   3,222,022,000      
TBAs | TBAs, net | Derivative Assets            
Derivative [Line Items]            
Amount outstanding 34,000,000   2,979,000,000      
Fair Value 185,000   72,980,000      
TBAs | TBAs, net | Derivative Liabilities            
Derivative [Line Items]            
Amount outstanding 5,098,000,000   518,000,000      
Fair Value $ (16,725,000)   $ (21,506,000)