Quarterly report pursuant to Section 13 or 15(d)

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

v3.23.1
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Derivative assets        
Derivative [Line Items]        
Fair Value $ 66,013,000 $ 26,438,000    
Derivative liabilities        
Derivative [Line Items]        
Fair Value (1,693,000) (34,048,000)    
Net Long Position [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 5,165,407,000   $ 18,878,215,000 $ 17,159,801,000
Net Long Position [Member] | Derivative assets        
Derivative [Line Items]        
Derivative, Notional Amount 3,437,085,000      
Net Long Position [Member] | Derivative liabilities        
Derivative [Line Items]        
Derivative, Notional Amount 1,728,322,000 4,476,000,000    
TBAs [Member] | Derivative assets        
Derivative [Line Items]        
Fair Value 50,109,000 11,145,000    
TBAs [Member] | Derivative liabilities        
Derivative [Line Items]        
Fair Value (1,693,000) (34,048,000)    
TBAs [Member] | Long [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 3,802,000,000 4,826,000,000    
Cost Basis 3,726,650,000 4,802,009,000    
Market Value 3,775,210,000 4,767,989,000    
TBAs [Member] | Long [Member] | Derivative assets        
Derivative [Line Items]        
Fair Value 50,109,000 28,000    
TBAs [Member] | Long [Member] | Derivative liabilities        
Derivative [Line Items]        
Fair Value (1,549,000) (34,048,000)    
TBAs [Member] | Short [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 84,000,000 1,000,000,000    
Cost Basis 82,110,000 878,711,000    
Market Value 82,254,000 867,594,000    
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 (144,000) 0    
TBAs [Member] | Net Long Position [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 3,718,000,000 3,826,000,000 $ 4,622,000,000 $ 4,116,000,000
Cost Basis 3,644,540,000 3,923,298,000    
Market Value 3,692,956,000 3,900,395,000    
TBAs [Member] | Net Long Position [Member] | Derivative assets        
Derivative [Line Items]        
Derivative, Notional Amount 3,449,000,000      
Fair Value 50,109,000 11,145,000    
TBAs [Member] | Net Long Position [Member] | Derivative liabilities        
Derivative [Line Items]        
Derivative, Notional Amount 269,000,000 4,476,000,000    
Fair Value $ (1,693,000) $ (34,048,000)