Quarterly report pursuant to Section 13 or 15(d)

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

v3.24.2
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
Jun. 30, 2024
Mar. 31, 2024
Dec. 31, 2023
Jun. 30, 2023
Mar. 31, 2023
Dec. 31, 2022
Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 10,562,723,000 $ 7,789,839,000 $ 15,045,799,000 $ 5,383,706,000 $ 5,165,407,000  
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 149,152,000 156,527,000 163,735,000 179,542,000 188,085,000 196,456,000
Interest Rate Swap [Member] | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 11,739,471,000 9,822,112,000 17,788,114,000 8,977,714,000 8,404,872,000 0
Interest Rate Swaption [Member] | Net Short Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0 0 200,000,000 200,000,000 200,000,000 0
TBAs [Member] | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 4,983,000,000 3,450,000,000 3,497,000,000 3,051,000,000 3,718,000,000 3,826,000,000
Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Futures [Member] | Net Short Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 6,308,900,000 $ 5,638,800,000 6,203,050,000 $ 6,624,550,000 $ 6,945,550,000 $ 18,285,452,000
Derivative assets            
Derivative, Fair Value, Net [Abstract]            
Fair Value 13,519,000   85,291,000      
Derivative assets | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 11,914,623,000   2,942,735,000      
Derivative assets | Inverse Interest-Only Securities [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 9,424,000   12,292,000      
Derivative assets | Inverse Interest-Only Securities [Member] | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 149,152,000   163,735,000      
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 11,739,471,000   0      
Derivative assets | Interest Rate Swaption [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   19,000      
Derivative assets | Interest Rate Swaption [Member] | Net Short Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 0   200,000,000      
Derivative assets | TBAs [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 4,095,000   72,980,000      
Derivative assets | TBAs [Member] | Net Long Position [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 4,095,000   72,980,000      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 26,000,000   2,979,000,000      
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   0      
Derivative liabilities            
Derivative, Fair Value, Net [Abstract]            
Fair Value (14,264,000)   (21,506,000)      
Derivative liabilities | Net Long Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount     12,103,064,000      
Derivative liabilities | Net Short Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount 1,351,900,000          
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   17,788,114,000      
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 (14,264,000)   (21,506,000)      
Derivative liabilities | TBAs [Member] | Net Long Position [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value (14,264,000)   (21,506,000)      
Notional Disclosures [Abstract]            
Derivative, Notional Amount 4,957,000,000   518,000,000      
Derivative liabilities | Futures [Member]            
Derivative, Fair Value, Net [Abstract]            
Fair Value 0   0      
Derivative liabilities | Futures [Member] | Net Short Position [Member]            
Notional Disclosures [Abstract]            
Derivative, Notional Amount $ 6,308,900,000   $ 6,203,050,000