Annual report pursuant to Section 13 and 15(d)

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

v3.22.4
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Derivative [Line Items]      
Derivative, Notional Amount $ 14,262,996,000 $ 17,159,801,000 $ 23,932,603,000
Derivative assets      
Derivative [Line Items]      
Derivative, Notional Amount 18,738,996,000 18,327,801,000  
Fair Value 26,438,000 80,134,000  
Derivative liabilities      
Derivative [Line Items]      
Derivative, Notional Amount 4,476,000,000 1,168,000,000  
Fair Value (34,048,000) (53,658,000)  
TBAs [Member] | Derivative assets      
Derivative [Line Items]      
Derivative, Notional Amount 650,000,000 3,523,000,000  
Fair Value 11,145,000 3,405,000  
TBAs [Member] | Derivative liabilities      
Derivative [Line Items]      
Derivative, Notional Amount 4,476,000,000 593,000,000  
Fair Value (34,048,000) (1,915,000)  
TBAs [Member] | Long [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 4,826,000,000 4,116,000,000  
Cost Basis 4,802,009,000 4,238,881,000  
Market Value 4,767,989,000 4,240,371,000  
TBAs [Member] | Long [Member] | Derivative assets      
Derivative [Line Items]      
Fair Value 28,000 3,405,000  
TBAs [Member] | Long [Member] | Derivative liabilities      
Derivative [Line Items]      
Fair Value (34,048,000) (1,915,000)  
TBAs [Member] | Short [Member]      
Derivative [Line Items]      
Derivative, Notional Amount 1,000,000,000 0  
Cost Basis 878,711,000 0  
Market Value 867,594,000 0  
TBAs [Member] | Short [Member] | Derivative assets      
Derivative [Line Items]      
Fair Value 11,117,000 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 3,826,000,000 4,116,000,000 $ 5,197,000,000
Cost Basis 3,923,298,000 4,238,881,000  
Market Value 3,900,395,000 4,240,371,000  
TBAs [Member] | Net Long Position [Member] | Derivative assets      
Derivative [Line Items]      
Fair Value 11,145,000 3,405,000  
TBAs [Member] | Net Long Position [Member] | Derivative liabilities      
Derivative [Line Items]      
Fair Value $ (34,048,000) $ (1,915,000)