Quarterly report pursuant to Section 13 or 15(d)

Schedule of Notional Amounts of Derivative Positions (Details)

v3.23.1
Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
 3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Derivative, Notional Amount [Roll Forward]    
Additions $ 11,424,891,000 $ 25,445,705,000
Settlement, Termination, Expiration or Exercise 8,003,512,000 (23,727,291,000)
Realized Gain (Loss), net (106,932,000) (250,907,000)
Inverse Interest-Only Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 0 0
Settlement, Termination, Expiration or Exercise (8,371,000) (14,883,000)
Realized Gain (Loss), net 0 (1,765,000)
Interest Rate Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 9,992,941,000 10,791,805,000
Settlement, Termination, Expiration or Exercise (1,588,069,000) (6,879,458,000)
Realized Gain (Loss), net (18,580,000) (56,264,000)
Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions (200,000,000) (1,000,000,000)
Settlement, Termination, Expiration or Exercise 0 0
Realized Gain (Loss), net 0 0
TBAs [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 14,666,000,000 20,518,000,000
Settlement, Termination, Expiration or Exercise (14,774,000,000) (20,012,000,000)
Realized Gain (Loss), net (88,483,000) (190,765,000)
Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions (13,034,050,000) (4,866,100,000)
Settlement, Termination, Expiration or Exercise 24,373,952,000 3,179,050,000
Realized Gain (Loss), net 131,000 (2,113,000)
Options on Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions   2,000,000
Settlement, Termination, Expiration or Exercise   0
Realized Gain (Loss), net   0
Net Long Position [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount   17,159,801,000
End of Period Notional Amount 5,165,407,000 18,878,215,000
Average Notional Amount   16,360,137,000
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 188,085,000 232,218,000
Average Notional Amount 192,729,000 240,044,000
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 8,404,872,000 24,299,647,000
Average Notional Amount 3,196,969,000 24,538,895,000
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 3,718,000,000 4,622,000,000
Average Notional Amount 4,073,467,000 3,611,400,000
Net Long Position [Member] | Options on Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount   0
End of Period Notional Amount   2,000,000
Average Notional Amount   622,000
Net Short Position [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 14,262,996,000  
Average Notional Amount 8,216,935,000  
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 2,761,000,000
Average Notional Amount 57,778,000 2,244,333,000
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 6,945,550,000 7,516,650,000
Average Notional Amount $ 15,622,322,000 $ 9,786,491,000