Quarterly report pursuant to Section 13 or 15(d)

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

v3.24.2
Derivative Instruments and Hedging Activities Schedule of TBA Contracts (Details) - USD ($)
Jun. 30, 2024
Mar. 31, 2024
Dec. 31, 2023
Jun. 30, 2023
Mar. 31, 2023
Dec. 31, 2022
Derivative assets            
Derivative [Line Items]            
Fair Value $ 13,519,000   $ 85,291,000      
Derivative liabilities            
Derivative [Line Items]            
Fair Value (14,264,000)   (21,506,000)      
Net Long Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 10,562,723,000 $ 7,789,839,000 15,045,799,000 $ 5,383,706,000 $ 5,165,407,000  
Net Long Position [Member] | Derivative assets            
Derivative [Line Items]            
Derivative, Notional Amount 11,914,623,000   2,942,735,000      
Net Long Position [Member] | Derivative liabilities            
Derivative [Line Items]            
Derivative, Notional Amount     12,103,064,000      
TBAs [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 4,095,000   72,980,000      
TBAs [Member] | Derivative liabilities            
Derivative [Line Items]            
Fair Value (14,264,000)   (21,506,000)      
TBAs [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 5,780,000,000   4,194,000,000      
Cost Basis 5,707,814,000   3,827,271,000      
Market Value 5,693,895,000   3,898,874,000      
TBAs [Member] | Long [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 345,000   72,980,000      
TBAs [Member] | Long [Member] | Derivative liabilities            
Derivative [Line Items]            
Fair Value (14,264,000)   (1,377,000)      
TBAs [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 797,000,000   697,000,000      
Cost Basis 757,052,000   656,723,000      
Market Value 753,302,000   676,852,000      
TBAs [Member] | Short [Member] | Derivative assets            
Derivative [Line Items]            
Fair Value 3,750,000   0      
TBAs [Member] | Short [Member] | Derivative liabilities            
Derivative [Line Items]            
Fair Value 0   (20,129,000)      
TBAs [Member] | Net Long Position [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 4,983,000,000 $ 3,450,000,000 3,497,000,000 $ 3,051,000,000 $ 3,718,000,000 $ 3,826,000,000
Cost Basis 4,950,762,000   3,170,548,000      
Market Value 4,940,593,000   3,222,022,000      
TBAs [Member] | Net Long Position [Member] | Derivative assets            
Derivative [Line Items]            
Derivative, Notional Amount 26,000,000   2,979,000,000      
Fair Value 4,095,000   72,980,000      
TBAs [Member] | Net Long Position [Member] | Derivative liabilities            
Derivative [Line Items]            
Derivative, Notional Amount 4,957,000,000   518,000,000      
Fair Value $ (14,264,000)   $ (21,506,000)