Schedule of Derivative Instruments in Statement of Financial Position, Fair Value (Details) - USD ($)
|
Jun. 30, 2023 |
Mar. 31, 2023 |
Dec. 31, 2022 |
Jun. 30, 2022 |
Mar. 31, 2022 |
Dec. 31, 2021 |
| Net Long Position [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
$ (5,383,706,000)
|
$ (5,165,407,000)
|
|
$ (2,978,027,000)
|
$ (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 |
(179,542,000)
|
(188,085,000)
|
(196,456,000)
|
(217,851,000)
|
(232,218,000)
|
(247,101,000)
|
| Interest Rate Swap [Member] | Net Long Position [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(8,977,714,000)
|
(8,404,872,000)
|
0
|
(14,850,336,000)
|
(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)
|
(200,000,000)
|
0
|
(1,680,000,000)
|
(2,761,000,000)
|
(1,761,000,000)
|
| TBAs [Member] | Net Long Position [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(3,051,000,000)
|
(3,718,000,000)
|
(3,826,000,000)
|
(6,317,000,000)
|
(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 |
(6,624,550,000)
|
$ (6,945,550,000)
|
(18,285,452,000)
|
$ (16,727,160,000)
|
$ (7,516,650,000)
|
$ (5,829,600,000)
|
| Derivative assets |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Fair Value |
16,469,000
|
|
26,438,000
|
|
|
|
| Derivative assets | Net Short Position [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(7,067,008,000)
|
|
(18,738,996,000)
|
|
|
|
| Derivative assets | Inverse Interest-Only Securities [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Fair Value |
12,509,000
|
|
15,293,000
|
|
|
|
| Derivative assets | Inverse Interest-Only Securities [Member] | Net Long Position [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(179,542,000)
|
|
(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 |
276,000
|
|
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 |
3,684,000
|
|
11,145,000
|
|
|
|
| Derivative assets | TBAs [Member] | Net Long Position [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Fair Value |
3,684,000
|
|
11,145,000
|
|
|
|
| Derivative assets | TBAs [Member] | Net Short Position [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(422,000,000)
|
|
(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 |
(6,624,550,000)
|
|
(18,285,452,000)
|
|
|
|
| Derivative liabilities |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Fair Value |
(14,976,000)
|
|
(34,048,000)
|
|
|
|
| Derivative liabilities | Net Long Position [Member] |
|
|
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(12,450,714,000)
|
|
(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 |
(8,977,714,000)
|
|
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 |
(14,976,000)
|
|
(34,048,000)
|
|
|
|
| Derivative liabilities | TBAs [Member] | Net Long Position [Member] |
|
|
|
|
|
|
| Derivative, Fair Value, Net [Abstract] |
|
|
|
|
|
|
| Fair Value |
(14,976,000)
|
|
(34,048,000)
|
|
|
|
| Notional Disclosures [Abstract] |
|
|
|
|
|
|
| Derivative, Notional Amount |
(3,473,000,000)
|
|
(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
|
|
|
|
|
|