Quarterly report pursuant to Section 13 or 15(d)

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

v3.23.3
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Sep. 30, 2023
Jun. 30, 2023
Dec. 31, 2022
Sep. 30, 2022
Jun. 30, 2022
Dec. 31, 2021
Derivative assets            
Derivative [Line Items]            
Fair Value $ 20,592,000   $ 26,438,000      
Derivative liabilities            
Derivative [Line Items]            
Fair Value (23,550,000)   (34,048,000)      
Net Long Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 2,841,022,000 $ 5,383,706,000     $ 2,978,027,000 $ 17,159,801,000
Net Long Position [Member] | Derivative liabilities            
Derivative [Line Items]            
Derivative, Notional Amount 1,753,000,000   4,476,000,000      
TBAs [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 10,454,000   11,145,000      
TBAs [Member] | Derivative liabilities            
Derivative [Line Items]            
Fair Value (23,550,000)   (34,048,000)      
TBAs [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 2,553,000,000   4,826,000,000      
Cost Basis 2,486,178,000   4,802,009,000      
Market Value 2,464,472,000   4,767,989,000      
TBAs [Member] | Long [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 1,844,000   28,000      
TBAs [Member] | Long [Member] | Derivative liabilities            
Derivative [Line Items]            
Fair Value (23,550,000)   (34,048,000)      
TBAs [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 359,000,000   1,000,000,000      
Cost Basis 338,638,000   878,711,000      
Market Value 330,028,000   867,594,000      
TBAs [Member] | Short [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 8,610,000   11,117,000      
TBAs [Member] | Short [Member] | Derivative liabilities            
Derivative [Line Items]            
Fair Value 0   0      
TBAs [Member] | Net Long Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 2,194,000,000 $ 3,051,000,000 3,826,000,000 $ 4,154,000,000 $ 6,317,000,000 $ 4,116,000,000
Cost Basis 2,147,540,000   3,923,298,000      
Market Value 2,134,444,000   3,900,395,000      
TBAs [Member] | Net Long Position [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 10,454,000   11,145,000      
TBAs [Member] | Net Long Position [Member] | Derivative liabilities            
Derivative [Line Items]            
Derivative, Notional Amount 1,753,000,000   4,476,000,000      
Fair Value $ (23,550,000)   $ (34,048,000)