Quarterly report pursuant to Section 13 or 15(d)

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

v3.22.2.2
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Sep. 30, 2022
Jun. 30, 2022
Dec. 31, 2021
Sep. 30, 2021
Jun. 30, 2021
Dec. 31, 2020
Derivative [Line Items]            
Derivative, Notional Amount $ 10,936,326,000 $ 2,978,027,000 $ 17,159,801,000 $ 20,187,509,000 $ 23,094,926,000 $ 23,932,603,000
Derivative assets            
Derivative [Line Items]            
Derivative, Notional Amount 15,390,326,000   18,327,801,000      
Fair Value 18,406,000   80,134,000      
Derivative liabilities            
Derivative [Line Items]            
Derivative, Notional Amount 4,454,000,000   1,168,000,000      
Fair Value (107,379,000)   (53,658,000)      
TBAs [Member] | Derivative assets            
Derivative [Line Items]            
Derivative, Notional Amount 300,000,000   3,523,000,000      
Fair Value 1,687,000   3,405,000      
TBAs [Member] | Derivative liabilities            
Derivative [Line Items]            
Derivative, Notional Amount 4,454,000,000   593,000,000      
Fair Value (107,379,000)   (1,915,000)      
TBAs [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 4,454,000,000   4,116,000,000      
Cost Basis 4,425,269,000   4,238,881,000      
Market Value 4,317,890,000   4,240,371,000      
TBAs [Member] | Long [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 0   3,405,000      
TBAs [Member] | Long [Member] | Derivative liabilities            
Derivative [Line Items]            
Fair Value (107,379,000)   (1,915,000)      
TBAs [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 300,000,000   0      
Cost Basis 271,687,000   0      
Market Value 270,000,000   0      
TBAs [Member] | Short [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 1,687,000   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 4,154,000,000 $ 6,317,000,000 4,116,000,000 $ 8,742,000,000 $ 6,854,000,000 $ 5,197,000,000
Cost Basis 4,153,582,000   4,238,881,000      
Market Value 4,047,890,000   4,240,371,000      
TBAs [Member] | Net Long Position [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 1,687,000   3,405,000      
TBAs [Member] | Net Long Position [Member] | Derivative liabilities            
Derivative [Line Items]            
Fair Value $ (107,379,000)   $ (1,915,000)