Annual report pursuant to Section 13 and 15(d)

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details)

v3.22.4
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Notional Disclosures [Abstract]      
Derivative, Notional Amount $ (14,262,996,000) $ (17,159,801,000) $ (23,932,603,000)
Futures [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 35,362,000  
Derivative assets      
Derivative, Fair Value, Net [Abstract]      
Fair Value 26,438,000 80,134,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (18,738,996,000) (18,327,801,000)  
Derivative assets | Inverse Interest-Only Securities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 15,293,000 41,367,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (196,456,000) (247,101,000)  
Derivative assets | Interest Rate Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 0 (20,387,300,000)  
Derivative assets | Interest Rate Swaption [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 0 0  
Derivative assets | TBAs [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 11,145,000 3,405,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (650,000,000) (3,523,000,000)  
Derivative assets | Futures [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 35,362,000  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (18,285,452,000) (5,829,600,000)  
Derivative liabilities      
Derivative, Fair Value, Net [Abstract]      
Fair Value (34,048,000) (53,658,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (4,476,000,000) (1,168,000,000)  
Derivative liabilities | Inverse Interest-Only Securities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 0 0  
Derivative liabilities | Interest Rate Swap [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 0 0  
Derivative liabilities | Interest Rate Swaption [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 (51,743,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 0 (1,761,000,000)  
Derivative liabilities | TBAs [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (34,048,000) (1,915,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount (4,476,000,000) (593,000,000)  
Derivative liabilities | Futures [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 0 0  
Notional Disclosures [Abstract]      
Derivative, Notional Amount $ 0 $ 0