Calculating the covariance involving the Ornstein Uhlenbeck process.

Question

Let $$dX_t=AX_tdt+\sigma dB_t$$ be a $d$-dimensional Ornstein-Uhlenbeck Process with the stationary measure $\pi=N(0,I_d)$. Suppose that $X_0 \sim \pi$. Let $f:\mathbb R^d \to \mathbb R$ be a quadratic form defined by $$f(x)=\langle x,Mx\rangle-\operatorname{Tr M},$$ where $M$ is a symmetric positive definite matrix, so that $\pi(f)=0$. I want to calculate the quantity$$E[f(X_0)f(X_t)].$$ Nevertheless, I don't know where to start. Could anyone give me some hint? Thanks for any comments!