Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities - TBA Contracts (Details)

v3.25.0.1
Derivative Instruments and Hedging Activities - TBA Contracts (Details) - USD ($)
Dec. 31, 2024
Dec. 31, 2023
Dec. 31, 2022
Derivative Assets      
Derivative [Line Items]      
Fair Value $ 10,114,000 $ 85,291,000  
Derivative Liabilities      
Derivative [Line Items]      
Fair Value (24,897,000) (21,506,000)  
TBAs, net      
Derivative [Line Items]      
Amount outstanding 17,292,890,000 15,045,799,000  
TBAs, net | Derivative Assets      
Derivative [Line Items]      
Amount outstanding 12,757,134,000 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 732,000 72,980,000  
TBAs | Derivative Liabilities      
Derivative [Line Items]      
Fair Value (24,883,000) (21,506,000)  
TBAs | Purchase contracts      
Derivative [Line Items]      
Amount outstanding 4,931,800,000 4,194,000,000  
Cost 4,898,394,000 3,827,271,000  
Market Value 4,874,996,000 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 (23,398,000) (1,377,000)  
TBAs | Sale contracts      
Derivative [Line Items]      
Amount outstanding 434,000,000 697,000,000  
Cost 405,339,000 656,723,000  
Market Value 406,092,000 676,852,000  
TBAs | Sale contracts | Derivative Assets      
Derivative [Line Items]      
Fair Value 732,000 0  
TBAs | Sale contracts | Derivative Liabilities      
Derivative [Line Items]      
Fair Value (1,485,000) (20,129,000)  
TBAs | TBAs, net      
Derivative [Line Items]      
Amount outstanding 4,497,800,000 3,497,000,000 $ 3,826,000,000
Cost 4,493,055,000 3,170,548,000  
Market Value 4,468,904,000 3,222,022,000  
TBAs | TBAs, net | Derivative Assets      
Derivative [Line Items]      
Amount outstanding 34,000,000 2,979,000,000  
Fair Value 732,000 72,980,000  
TBAs | TBAs, net | Derivative Liabilities      
Derivative [Line Items]      
Amount outstanding 4,531,800,000 518,000,000  
Fair Value $ (24,883,000) $ (21,506,000)