Annual report pursuant to Section 13 and 15(d)

Schedule of Notional Amounts of Derivative Positions (Details)

v3.24.0.1
Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
 12 Months Ended
Dec. 31, 2023
Dec. 31, 2022
Derivative, Notional Amount [Roll Forward]    
Additions $ 28,242,326,000 $ 22,451,146,000
Settlement, Termination, Expiration or Exercise 1,066,469,000 (53,873,943,000)
Realized Gain (Loss), net (100,057,000) 64,920,000
Inverse Interest-Only Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 0 0
Settlement, Termination, Expiration or Exercise (32,721,000) (50,645,000)
Realized Gain (Loss), net 0 0
Interest Rate Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 22,600,456,000 22,398,148,000
Settlement, Termination, Expiration or Exercise (4,812,342,000) (42,785,448,000)
Realized Gain (Loss), net (36,114,000) 29,543,000
Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions (400,000,000) (1,000,000,000)
Settlement, Termination, Expiration or Exercise 200,000,000 2,761,000,000
Realized Gain (Loss), net (80,000) 13,654,000
TBAs [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 42,018,000,000 69,828,000,000
Settlement, Termination, Expiration or Exercise (42,347,000,000) (70,118,000,000)
Realized Gain (Loss), net (230,319,000) (463,320,000)
Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions (35,976,130,000) (68,777,002,000)
Settlement, Termination, Expiration or Exercise 48,058,532,000 56,321,150,000
Realized Gain (Loss), net 167,235,000 487,267,000
Options on Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 0 2,000,000
Settlement, Termination, Expiration or Exercise 0 (2,000,000)
Realized Gain (Loss), net (779,000) (2,224,000)
Net Long Position [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount   17,159,801,000
End of Period Notional Amount 15,045,799,000  
Average Notional Amount 1,923,988,000 2,192,332,000
Net Long Position [Member] | Inverse Interest-Only Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 196,456,000 247,101,000
End of Period Notional Amount 163,735,000 196,456,000
Average Notional Amount 180,080,000 219,813,000
Net Long Position [Member] | Interest Rate Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 0 20,387,300,000
End of Period Notional Amount 17,788,114,000 0
Average Notional Amount 7,974,494,000 12,424,320,000
Net Long Position [Member] | TBAs [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 3,826,000,000 4,116,000,000
End of Period Notional Amount 3,497,000,000 3,826,000,000
Average Notional Amount 3,016,532,000 4,743,504,000
Net Long Position [Member] | Options on Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 0 0
End of Period Notional Amount 0 0
Average Notional Amount 0 416,000
Net Short Position [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 14,262,996,000  
End of Period Notional Amount   14,262,996,000
Net Short Position [Member] | Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 0 1,761,000,000
End of Period Notional Amount 200,000,000 0
Average Notional Amount 161,644,000 1,274,101,000
Net Short Position [Member] | Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 18,285,452,000 5,829,600,000
End of Period Notional Amount 6,203,050,000 18,285,452,000
Average Notional Amount $ 9,085,474,000 $ 13,921,620,000