Quarterly report pursuant to Section 13 or 15(d)

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

v3.23.1
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Mar. 31, 2023
Dec. 31, 2022
Mar. 31, 2022
Dec. 31, 2021
Net Long Position [Member]        
Notional Disclosures [Abstract]        
Derivative, Notional Amount $ 5,165,407,000   $ 18,878,215,000 $ 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 188,085,000 196,456,000 232,218,000 247,101,000
Interest Rate Swap [Member] | Net Long Position [Member]        
Notional Disclosures [Abstract]        
Derivative, Notional Amount 8,404,872,000 0 24,299,647,000 20,387,300,000
Interest Rate Swaption [Member] | Net Short Position [Member]        
Notional Disclosures [Abstract]        
Derivative, Notional Amount 200,000,000 0 2,761,000,000 1,761,000,000
TBAs [Member] | Net Long Position [Member]        
Notional Disclosures [Abstract]        
Derivative, Notional Amount 3,718,000,000 3,826,000,000 4,622,000,000 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 6,945,550,000 18,285,452,000 $ 7,516,650,000 $ 5,829,600,000
Derivative assets        
Derivative, Fair Value, Net [Abstract]        
Fair Value 66,013,000 26,438,000    
Derivative assets | Net Long Position [Member]        
Notional Disclosures [Abstract]        
Derivative, Notional Amount 3,437,085,000      
Derivative assets | Net Short Position [Member]        
Notional Disclosures [Abstract]        
Derivative, Notional Amount   18,738,996,000    
Derivative assets | Inverse Interest-Only Securities [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 15,850,000 15,293,000    
Derivative assets | Inverse Interest-Only Securities [Member] | Net Long Position [Member]        
Notional Disclosures [Abstract]        
Derivative, Notional Amount 188,085,000 196,456,000    
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 54,000 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 50,109,000 11,145,000    
Derivative assets | TBAs [Member] | Net Long Position [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 50,109,000 11,145,000    
Notional Disclosures [Abstract]        
Derivative, Notional Amount 3,449,000,000      
Derivative assets | TBAs [Member] | Net Short Position [Member]        
Notional Disclosures [Abstract]        
Derivative, Notional Amount   650,000,000    
Derivative assets | Futures [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value 0 0    
Derivative assets | Futures [Member] | Net Long Position [Member]        
Notional Disclosures [Abstract]        
Derivative, Notional Amount 0      
Derivative assets | Futures [Member] | Net Short Position [Member]        
Notional Disclosures [Abstract]        
Derivative, Notional Amount   18,285,452,000    
Derivative liabilities        
Derivative, Fair Value, Net [Abstract]        
Fair Value (1,693,000) (34,048,000)    
Derivative liabilities | Net Long Position [Member]        
Notional Disclosures [Abstract]        
Derivative, Notional Amount 1,728,322,000 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 8,404,872,000 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 (1,693,000) (34,048,000)    
Derivative liabilities | TBAs [Member] | Net Long Position [Member]        
Derivative, Fair Value, Net [Abstract]        
Fair Value (1,693,000) (34,048,000)    
Notional Disclosures [Abstract]        
Derivative, Notional Amount 269,000,000 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 $ 6,945,550,000