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 6 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Derivative, Notional Amount [Roll Forward]        
Beginning of Period Notional Amount $ 18,878,215,000 $ 19,137,094,000 $ 17,159,801,000 $ 23,932,603,000
Additions 10,850,144,000 28,743,856,000 36,295,849,000 53,628,663,000
Settlement, Termination, Expiration or Exercise (26,750,332,000) (24,786,024,000) (50,477,623,000) (54,466,340,000)
End of Period Notional Amount 2,978,027,000 23,094,926,000 2,978,027,000 23,094,926,000
Average Notional Amount (9,067,363,000) (21,581,299,000) (13,409,480,000) (20,689,127,000)
Realized Gain (Loss), net 140,712,000 42,218,000 (110,195,000) (198,490,000)
Inverse Interest-Only Securities [Member]        
Derivative, Notional Amount [Roll Forward]        
Additions 0 0 0 0
Settlement, Termination, Expiration or Exercise (14,367,000) (19,124,000) (29,250,000) (36,689,000)
Realized Gain (Loss), net (1,875,000) (25,000) (3,640,000) 37,000
Interest Rate Swap [Member]        
Derivative, Notional Amount [Roll Forward]        
Additions 6,653,204,000 1,080,356,000 17,445,009,000 4,192,863,000
Settlement, Termination, Expiration or Exercise (16,102,515,000) (655,000,000) (22,981,973,000) (1,192,251,000)
Realized Gain (Loss), net 219,025,000 8,642,000 162,761,000 47,000
Interest Rate Swaption [Member]        
Derivative, Notional Amount [Roll Forward]        
Additions 0 (201,000,000) (1,000,000,000) (201,000,000)
Settlement, Termination, Expiration or Exercise 1,081,000,000 0 1,081,000,000 (3,750,000,000)
Realized Gain (Loss), net 27,186,000 0 27,186,000 2,245,000
TBAs [Member]        
Derivative, Notional Amount [Roll Forward]        
Additions 21,697,000,000 20,912,000,000 42,215,000,000 41,714,000,000
Settlement, Termination, Expiration or Exercise (20,002,000,000) (18,858,000,000) (40,014,000,000) (40,057,000,000)
Realized Gain (Loss), net (103,893,000) 23,426,000 (294,658,000) (140,097,000)
Futures [Member]        
Derivative, Notional Amount [Roll Forward]        
Additions (17,500,060,000) 6,952,500,000 (22,366,160,000) 7,922,800,000
Settlement, Termination, Expiration or Exercise 8,289,550,000 (5,253,900,000) 11,468,600,000 (9,430,400,000)
Realized Gain (Loss), net 2,493,000 10,175,000 380,000 (60,722,000)
Options on U.S. Treasury Futures [Member]        
Derivative, Notional Amount [Roll Forward]        
Additions 0   2,000,000  
Settlement, Termination, Expiration or Exercise (2,000,000)   (2,000,000)  
Realized Gain (Loss), net (2,224,000)   (2,224,000)  
Net Long Position [Member] | Inverse Interest-Only Securities [Member]        
Derivative, Notional Amount [Roll Forward]        
Beginning of Period Notional Amount 232,218,000 300,597,000 247,101,000 318,162,000
End of Period Notional Amount 217,851,000 281,473,000 217,851,000 281,473,000
Average Notional Amount (225,537,000) (291,985,000) (232,750,000) (301,143,000)
Net Long Position [Member] | Interest Rate Swap [Member]        
Derivative, Notional Amount [Roll Forward]        
Beginning of Period Notional Amount 24,299,647,000 15,221,597,000 20,387,300,000 12,646,341,000
End of Period Notional Amount 14,850,336,000 15,646,953,000 14,850,336,000 15,646,953,000
Average Notional Amount (20,461,467,000) (15,198,601,000) (22,478,619,000) (14,342,217,000)
Net Long Position [Member] | Interest Rate Swaption [Member]        
Derivative, Notional Amount [Roll Forward]        
Beginning of Period Notional Amount   0   3,750,000,000
Average Notional Amount   (65,934,000)   (127,072,000)
Net Long Position [Member] | TBAs [Member]        
Derivative, Notional Amount [Roll Forward]        
Beginning of Period Notional Amount 4,622,000,000 4,800,000,000 4,116,000,000 5,197,000,000
End of Period Notional Amount 6,317,000,000 6,854,000,000 6,317,000,000 6,854,000,000
Average Notional Amount (5,568,560,000) (6,251,516,000) (4,595,387,000) (5,780,657,000)
Net Long Position [Member] | Futures [Member]        
Derivative, Notional Amount [Roll Forward]        
End of Period Notional Amount   513,500,000   513,500,000
Average Notional Amount   (94,869,000)   (138,038,000)
Net Long Position [Member] | Options on U.S. Treasury Futures [Member]        
Derivative, Notional Amount [Roll Forward]        
Beginning of Period Notional Amount 2,000,000   0  
End of Period Notional Amount 0   0  
Average Notional Amount (1,055,000)   (840,000)  
Net Short Position [Member] | Interest Rate Swaption [Member]        
Derivative, Notional Amount [Roll Forward]        
Beginning of Period Notional Amount 2,761,000,000   1,761,000,000  
End of Period Notional Amount 1,680,000,000 201,000,000 1,680,000,000 201,000,000
Average Notional Amount (1,901,286,000)   (2,071,862,000)  
Net Short Position [Member] | Futures [Member]        
Derivative, Notional Amount [Roll Forward]        
Beginning of Period Notional Amount 7,516,650,000 $ 1,185,100,000 5,829,600,000 $ 2,021,100,000
End of Period Notional Amount 16,727,160,000   16,727,160,000  
Average Notional Amount $ (15,287,970,000)   $ (11,826,254,000)