Quarterly report pursuant to Section 13 or 15(d)

Schedule of Notional Amounts of Derivative Positions (Details)

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Schedule of Notional Amounts of Derivative Positions (Details) - USD ($)
 3 Months Ended
Mar. 31, 2024
Mar. 31, 2023
Derivative, Notional Amount [Roll Forward]    
Additions $ 10,501,962,000 $ 11,424,891,000
Settlement, Termination, Expiration or Exercise (17,757,922,000) 8,003,512,000
Realized Gain (Loss), net (14,141,000) (106,932,000)
Inverse Interest-Only Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 0 0
Settlement, Termination, Expiration or Exercise (7,208,000) (8,371,000)
Realized Gain (Loss), net 0 0
Interest Rate Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 6,567,062,000 9,992,941,000
Settlement, Termination, Expiration or Exercise (14,533,064,000) (1,588,069,000)
Realized Gain (Loss), net 13,988,000 (18,580,000)
Interest Rate Swaption [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions (500,000,000) (200,000,000)
Settlement, Termination, Expiration or Exercise 700,000,000 0
Realized Gain (Loss), net (98,000) 0
TBAs [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 12,173,000,000 14,666,000,000
Settlement, Termination, Expiration or Exercise (12,220,000,000) (14,774,000,000)
Realized Gain (Loss), net (19,190,000) (88,483,000)
Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions (7,738,100,000) (13,034,050,000)
Settlement, Termination, Expiration or Exercise 8,302,350,000 24,373,952,000
Realized Gain (Loss), net (8,714,000) 131,000
Options on Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Additions 0  
Settlement, Termination, Expiration or Exercise 0  
Realized Gain (Loss), net (127,000)  
Net Long Position [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 15,045,799,000  
End of Period Notional Amount 7,789,839,000 5,165,407,000
Average Notional Amount (11,524,816,000)  
Net Long Position [Member] | Inverse Interest-Only Securities [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 163,735,000 196,456,000
End of Period Notional Amount 156,527,000 188,085,000
Average Notional Amount (160,491,000) (192,729,000)
Net Long Position [Member] | Interest Rate Swap [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 17,788,114,000 0
End of Period Notional Amount 9,822,112,000 8,404,872,000
Average Notional Amount (15,136,445,000) (3,196,969,000)
Net Long Position [Member] | TBAs [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 3,497,000,000 3,826,000,000
End of Period Notional Amount 3,450,000,000 3,718,000,000
Average Notional Amount (3,037,747,000) (4,073,467,000)
Net Long Position [Member] | Options on Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 0  
End of Period Notional Amount 0  
Average Notional Amount 0  
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 200,000,000 0
End of Period Notional Amount 0 200,000,000
Average Notional Amount (232,967,000) (57,778,000)
Net Short Position [Member] | Futures [Member]    
Derivative, Notional Amount [Roll Forward]    
Beginning of Period Notional Amount 6,203,050,000 18,285,452,000
End of Period Notional Amount 5,638,800,000 6,945,550,000
Average Notional Amount $ (6,576,900,000) $ (15,622,322,000)