Quarterly report pursuant to Section 13 or 15(d)

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

v3.22.2.2
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Sep. 30, 2022
Jun. 30, 2022
Dec. 31, 2021
Sep. 30, 2021
Jun. 30, 2021
Dec. 31, 2020
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ (10,936,326,000) $ (2,978,027,000) $ (17,159,801,000) $ (20,187,509,000) $ (23,094,926,000) $ (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 18,406,000   80,134,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount (15,390,326,000)   (18,327,801,000)      
Derivative assets | Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 16,719,000   41,367,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount (206,224,000)   (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 1,687,000   3,405,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount (300,000,000)   (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 (15,296,550,000)   (5,829,600,000)      
Derivative liabilities            
Derivative, Fair Value, Net [Abstract]            
Fair Value (107,379,000)   (53,658,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount (4,454,000,000)   (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 (107,379,000)   (1,915,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount (4,454,000,000)   (593,000,000)      
Derivative liabilities | Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 0   $ 0