Annual report pursuant to Section 13 and 15(d)

Schedule of Notional Amounts of Derivative Positions (Details)

v3.22.4
Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount $ 17,159,801,000 $ 23,932,603,000
Additions 22,451,146,000 107,111,076,000
Settlement, Termination, Expiration or Exercise (53,873,943,000) (113,883,878,000)
End of Period Notional Amount 14,262,996,000 17,159,801,000
Average Notional Amount (2,192,332,000) (20,332,439,000)
Realized Gain (Loss), net 64,920,000 (259,947,000)
Inverse Interest-Only Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 0 0
Settlement, Termination, Expiration or Exercise (50,645,000) (71,061,000)
Realized Gain (Loss), net 0 (398,000)
Interest Rate Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 22,398,148,000 10,107,476,000
Settlement, Termination, Expiration or Exercise (42,785,448,000) (2,366,517,000)
Realized Gain (Loss), net 29,543,000 (5,778,000)
Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions (1,000,000,000) (2,871,000,000)
Settlement, Termination, Expiration or Exercise 2,761,000,000 (2,640,000,000)
Realized Gain (Loss), net 13,654,000 8,147,000
TBAs [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 69,828,000,000 90,927,000,000
Settlement, Termination, Expiration or Exercise (70,118,000,000) (92,008,000,000)
Realized Gain (Loss), net (463,320,000) (175,368,000)
Put and Call Options for TBAs [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions   1,500,000,000
Settlement, Termination, Expiration or Exercise   (1,500,000,000)
Realized Gain (Loss), net   (5,683,000)
Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions (68,777,002,000) 7,447,600,000
Settlement, Termination, Expiration or Exercise 56,321,150,000 (15,298,300,000)
Realized Gain (Loss), net 487,267,000 (80,867,000)
Options on Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 2,000,000  
Settlement, Termination, Expiration or Exercise (2,000,000)  
Realized Gain (Loss), net (2,224,000)  
Net Long Position [Member] | Inverse Interest-Only Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 247,101,000 318,162,000
End of Period Notional Amount 196,456,000 247,101,000
Average Notional Amount (219,813,000) (282,380,000)
Net Long Position [Member] | Interest Rate Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 20,387,300,000 12,646,341,000
End of Period Notional Amount 0 20,387,300,000
Average Notional Amount (12,424,320,000) (15,870,590,000)
Net Long Position [Member] | Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount   3,750,000,000
End of Period Notional Amount    
Net Long Position [Member] | TBAs [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 4,116,000,000 5,197,000,000
End of Period Notional Amount 3,826,000,000 4,116,000,000
Average Notional Amount (4,743,504,000) (6,538,666,000)
Net Long Position [Member] | Put and Call Options for TBAs [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 0 0
End of Period Notional Amount   0
Average Notional Amount   (267,123,000)
Net Long Position [Member] | Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount   2,021,100,000
End of Period Notional Amount    
Net Long Position [Member] | Options on Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 0  
End of Period Notional Amount 0 0
Average Notional Amount (416,000)  
Net Short Position [Member] | Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 1,761,000,000  
End of Period Notional Amount 0 1,761,000,000
Average Notional Amount (1,274,101,000) (428,586,000)
Net Short Position [Member] | Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 5,829,600,000  
End of Period Notional Amount 18,285,452,000 5,829,600,000
Average Notional Amount $ (13,921,620,000) $ (2,197,734,000)