Annual report pursuant to Section 13 and 15(d)

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

v3.24.0.1
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Dec. 31, 2023
Dec. 31, 2022
Dec. 31, 2021
Net Long Position [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount $ 15,045,799,000   $ 17,159,801,000
Net Short Position [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount   $ 14,262,996,000  
Inverse Interest-Only Securities [Member] | Net Long Position [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount 163,735,000 196,456,000 247,101,000
Interest Rate Swap [Member] | Net Long Position [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount 17,788,114,000 0 20,387,300,000
Interest Rate Swaption [Member] | Net Short Position [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount 200,000,000 0 1,761,000,000
TBAs [Member] | Net Long Position [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount 3,497,000,000 3,826,000,000 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 6,203,050,000 18,285,452,000 $ 5,829,600,000
Derivative assets      
Derivative, Fair Value, Net [Abstract]      
Fair Value 85,291,000 26,438,000  
Derivative assets | Net Short Position [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount 2,942,735,000 18,738,996,000  
Derivative assets | Inverse Interest-Only Securities [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 12,292,000 15,293,000  
Derivative assets | Inverse Interest-Only Securities [Member] | Net Long Position [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount 163,735,000 196,456,000  
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 0 0  
Derivative assets | Interest Rate Swaption [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 19,000 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 72,980,000 11,145,000  
Derivative assets | TBAs [Member] | Net Long Position [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value 72,980,000 11,145,000  
Derivative assets | TBAs [Member] | Net Short Position [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount 2,979,000,000 650,000,000  
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 0 18,285,452,000  
Derivative liabilities      
Derivative, Fair Value, Net [Abstract]      
Fair Value (21,506,000) (34,048,000)  
Derivative liabilities | Net Long Position [Member]      
Notional Disclosures [Abstract]      
Derivative, Notional Amount 12,103,064,000 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 17,788,114,000 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 (21,506,000) (34,048,000)  
Derivative liabilities | TBAs [Member] | Net Long Position [Member]      
Derivative, Fair Value, Net [Abstract]      
Fair Value (21,506,000) (34,048,000)  
Notional Disclosures [Abstract]      
Derivative, Notional Amount 518,000,000 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 $ 6,203,050,000