Quarterly report pursuant to Section 13 or 15(d)

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details)

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Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ 75,960 $ 29,684 $ (215,650) $ (354,380)
TBAs [Member] | Gain (loss) on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 31,817 75,680 (156,129) (90,378)
U.S. Treasury and Eurodollar Futures [Member] | Gain (loss) on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 18,264 (3,464) (66,877) 22,508
Interest Rate Swap [Member] | Long [Member] | Gain (loss) on interest rate swap and swaption agreements        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income (23,019) (122,053) 57,294 (1,159,388)
Interest Rate Swap [Member] | Short [Member] | Gain (loss) on interest rate swap and swaption agreements        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 54,229 12,418 (52,144) 912,371
Interest Rate Swaption [Member] | Gain (loss) on interest rate swap and swaption agreements        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income (6,562) 62,713 3,899 (50,501)
Markit IOS Total Return Swap [Member] | Gain (loss) on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 0 0 0 (2,430)
Inverse Interest-Only Securities [Member] | Gain (loss) on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ 1,231 $ 4,390 $ (1,693) $ 13,438