Quarterly report pursuant to Section 13 or 15(d)

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

v3.23.3
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Sep. 30, 2023
Jun. 30, 2023
Dec. 31, 2022
Sep. 30, 2022
Jun. 30, 2022
Dec. 31, 2021
Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 2,841,022,000 $ 5,383,706,000     $ 2,978,027,000 $ 17,159,801,000
Net Short Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount     $ 14,262,996,000 $ 10,936,326,000    
Inverse Interest-Only Securities [Member] | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 171,507,000 179,542,000 196,456,000 206,224,000 217,851,000 247,101,000
Interest Rate Swap [Member] | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 8,545,965,000 8,977,714,000 0 0 14,850,336,000 20,387,300,000
Interest Rate Swaption [Member] | Net Short Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 200,000,000 200,000,000 0 0 1,680,000,000 1,761,000,000
TBAs [Member] | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 2,194,000,000 3,051,000,000 3,826,000,000 4,154,000,000 6,317,000,000 4,116,000,000
Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Futures [Member] | Net Short Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 7,870,450,000 $ 6,624,550,000 18,285,452,000 $ 15,296,550,000 $ 16,727,160,000 $ 5,829,600,000
Derivative assets            
Derivative, Fair Value, Net [Abstract]            
Fair Value 20,592,000   26,438,000      
Derivative assets | Net Short Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 1,088,022,000   18,738,996,000      
Derivative assets | Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 9,967,000   15,293,000      
Derivative assets | Inverse Interest-Only Securities [Member] | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 171,507,000   196,456,000      
Derivative assets | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Derivative assets | Interest Rate Swap [Member] | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 8,545,965,000   0      
Derivative assets | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 171,000   0      
Derivative assets | Interest Rate Swaption [Member] | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount     0      
Derivative assets | Interest Rate Swaption [Member] | Net Short Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 200,000,000          
Derivative assets | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 10,454,000   11,145,000      
Derivative assets | TBAs [Member] | Net Long Position [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 10,454,000   11,145,000      
Derivative assets | TBAs [Member] | Net Short Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 441,000,000   650,000,000      
Derivative assets | Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Derivative assets | Futures [Member] | Net Short Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 7,870,450,000   18,285,452,000      
Derivative liabilities            
Derivative, Fair Value, Net [Abstract]            
Fair Value (23,550,000)   (34,048,000)      
Derivative liabilities | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 1,753,000,000   4,476,000,000      
Derivative liabilities | Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Derivative liabilities | Inverse Interest-Only Securities [Member] | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   0      
Derivative liabilities | Interest Rate Swap [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Derivative liabilities | Interest Rate Swap [Member] | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   0      
Derivative liabilities | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Derivative liabilities | Interest Rate Swaption [Member] | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   0      
Derivative liabilities | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (23,550,000)   (34,048,000)      
Derivative liabilities | TBAs [Member] | Net Long Position [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (23,550,000)   (34,048,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 1,753,000,000   4,476,000,000      
Derivative liabilities | Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Derivative liabilities | Futures [Member] | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount     $ 0      
Derivative liabilities | Futures [Member] | Net Short Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 0