Quarterly report pursuant to Section 13 or 15(d)

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

v3.22.1
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Mar. 31, 2022
Dec. 31, 2021
Mar. 31, 2021
Dec. 31, 2020
Derivative [Line Items]        
Derivative, Notional Amount $ 18,878,215,000 $ 17,159,801,000 $ 19,137,094,000 $ 23,932,603,000
Derivative assets        
Derivative [Line Items]        
Derivative, Notional Amount 20,247,015,000 18,327,801,000    
Fair Value 58,496,000 80,134,000    
Derivative liabilities        
Derivative [Line Items]        
Derivative, Notional Amount 1,368,800,000 1,168,000,000    
Fair Value (127,529,000) (53,658,000)    
TBAs [Member] | Derivative assets        
Derivative [Line Items]        
Derivative, Notional Amount 3,570,000,000 3,523,000,000    
Fair Value 12,290,000 3,405,000    
TBAs [Member] | Derivative liabilities        
Derivative [Line Items]        
Derivative, Notional Amount 1,052,000,000 593,000,000    
Fair Value (18,871,000) (1,915,000)    
TBAs [Member] | Long [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 5,443,000,000 4,116,000,000    
Cost Basis 5,547,530,000 4,238,881,000    
Market Value 5,534,648,000 4,240,371,000    
TBAs [Member] | Long [Member] | Derivative assets        
Derivative [Line Items]        
Fair Value 5,989,000 3,405,000    
TBAs [Member] | Long [Member] | Derivative liabilities        
Derivative [Line Items]        
Fair Value (18,871,000) (1,915,000)    
TBAs [Member] | Short [Member]        
Derivative [Line Items]        
Derivative, Notional Amount 821,000,000 0    
Cost Basis 810,304,000 0    
Market Value 804,003,000 0    
TBAs [Member] | Short [Member] | Derivative assets        
Derivative [Line Items]        
Fair Value 6,301,000 0    
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 4,622,000,000 4,116,000,000 $ 4,800,000,000 $ 5,197,000,000
Cost Basis 4,737,226,000 4,238,881,000    
Market Value 4,730,645,000 4,240,371,000    
TBAs [Member] | Net Long Position [Member] | Derivative assets        
Derivative [Line Items]        
Fair Value 12,290,000 3,405,000    
TBAs [Member] | Net Long Position [Member] | Derivative liabilities        
Derivative [Line Items]        
Fair Value $ (18,871,000) $ (1,915,000)