Quarterly report pursuant to Section 13 or 15(d)

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

v3.22.2
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Jun. 30, 2022
Mar. 31, 2022
Dec. 31, 2021
Jun. 30, 2021
Mar. 31, 2021
Dec. 31, 2020
Derivative [Line Items]            
Derivative, Notional Amount $ 2,978,027,000 $ 18,878,215,000 $ 17,159,801,000 $ 23,094,926,000 $ 19,137,094,000 $ 23,932,603,000
Derivative assets            
Derivative [Line Items]            
Derivative, Notional Amount 16,087,309,000   18,327,801,000      
Fair Value 29,330,000   80,134,000      
Derivative liabilities            
Derivative [Line Items]            
Derivative, Notional Amount 19,065,336,000   1,168,000,000      
Fair Value (110,764,000)   (53,658,000)      
TBAs [Member] | Derivative assets            
Derivative [Line Items]            
Derivative, Notional Amount 422,000,000   3,523,000,000      
Fair Value 4,407,000   3,405,000      
TBAs [Member] | Derivative liabilities            
Derivative [Line Items]            
Derivative, Notional Amount 5,895,000,000   593,000,000      
Fair Value (16,537,000)   (1,915,000)      
TBAs [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 6,317,000,000   4,116,000,000      
Cost Basis 6,409,396,000   4,238,881,000      
Market Value 6,397,266,000   4,240,371,000      
TBAs [Member] | Long [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 4,407,000   3,405,000      
TBAs [Member] | Long [Member] | Derivative liabilities            
Derivative [Line Items]            
Fair Value (16,537,000)   (1,915,000)      
TBAs [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 0   0      
Cost Basis 0   0      
Market Value 0   0      
TBAs [Member] | Short [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 0   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 6,317,000,000 $ 4,622,000,000 4,116,000,000 $ 6,854,000,000 $ 4,800,000,000 $ 5,197,000,000
Cost Basis 6,409,396,000   4,238,881,000      
Market Value 6,397,266,000   4,240,371,000      
TBAs [Member] | Net Long Position [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 4,407,000   3,405,000      
TBAs [Member] | Net Long Position [Member] | Derivative liabilities            
Derivative [Line Items]            
Fair Value $ (16,537,000)   $ (1,915,000)