Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities - Schedule of Futures (Details)

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Derivative Instruments and Hedging Activities - Schedule of Futures (Details) - USD ($)
 9 Months Ended
Dec. 31, 2023
Sep. 30, 2024
Jun. 30, 2024
Sep. 30, 2023
Jun. 30, 2023
Dec. 31, 2022
Net Short Position            
Derivative [Line Items]            
Notional Amount           $ (14,262,996,000)
TBAs, net            
Derivative [Line Items]            
Notional Amount $ (15,045,799,000) $ (15,779,095,000) $ (10,588,481,000) $ (2,841,022,000) $ (5,383,706,000)  
Futures, net            
Derivative [Line Items]            
Carrying Value $ 0 $ 0        
Weighted Average Months to Expiration 5 months 3 days 4 months 9 days        
Futures, net | Net Short Position            
Derivative [Line Items]            
Notional Amount $ (6,203,050,000) $ (3,693,900,000) $ (6,308,900,000) $ (7,870,450,000) $ (6,624,550,000) $ (18,285,452,000)
Futures, net | U.S. Treasury Futures | 2 Years            
Derivative [Line Items]            
Carrying Value $ 0 $ 0        
Weighted Average Months to Expiration 2 months 27 days 3 months 1 day        
Futures, net | U.S. Treasury Futures | 5 Year            
Derivative [Line Items]            
Carrying Value $ 0 $ 0        
Weighted Average Months to Expiration 2 months 27 days 3 months 1 day        
Futures, net | U.S. Treasury Futures | 10 Year            
Derivative [Line Items]            
Carrying Value $ 0 $ 0        
Weighted Average Months to Expiration 2 months 18 days 2 months 19 days        
Futures, net | U.S. Treasury Futures | 20 Year            
Derivative [Line Items]            
Carrying Value $ 0 $ 0        
Weighted Average Months to Expiration 2 months 27 days 2 months 19 days        
Futures, net | U.S. Treasury Futures | Net Short Position | 2 Years            
Derivative [Line Items]            
Notional Amount $ (549,600,000) $ (2,028,200,000)        
Futures, net | U.S. Treasury Futures | Net Short Position | 5 Year            
Derivative [Line Items]            
Notional Amount (1,876,700,000) (749,400,000)        
Futures, net | U.S. Treasury Futures | Net Short Position | 10 Year            
Derivative [Line Items]            
Notional Amount (983,300,000) (561,900,000)        
Futures, net | U.S. Treasury Futures | Net Short Position | 20 Year            
Derivative [Line Items]            
Notional Amount $ (388,200,000)          
Futures, net | U.S. Treasury Futures | TBAs, net | 20 Year            
Derivative [Line Items]            
Notional Amount   $ (425,600,000)        
Futures, net | Federal Funds Future            
Derivative [Line Items]            
Weighted Average Months to Expiration 0 months 10 years 2 months 20 days        
Futures, net | Eris SOFR Swap Future            
Derivative [Line Items]            
Carrying Value $ 0 $ 0        
Futures, net | Eris SOFR Swap Future | Net Short Position            
Derivative [Line Items]            
Notional Amount 0 (30,000,000)        
Futures, net | Eurodollar Futures | ≤ 1 year            
Derivative [Line Items]            
Carrying Value $ 0 $ 0        
Weighted Average Months to Expiration 6 months 1 day 7 months 2 days        
Futures, net | Eurodollar Futures | ≤ 1 year | Net Short Position            
Derivative [Line Items]            
Notional Amount $ (1,842,750,000) $ (750,000,000)        
Futures, net | Eurodollar Futures | > 1 and ≤ 2 years            
Derivative [Line Items]            
Carrying Value $ 0 $ 0        
Weighted Average Months to Expiration 1 year 5 months 17 days 0 months        
Futures, net | Eurodollar Futures | > 1 and ≤ 2 years | Net Short Position            
Derivative [Line Items]            
Notional Amount $ (562,500,000) $ 0