Quarterly report pursuant to Section 13 or 15(d)

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

v3.22.1
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income $ (139,803) $ (291,610)
TBAs [Member] | Loss on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income (198,836) (187,946)
U.S. Treasury and Eurodollar Futures [Member] | Loss on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income 106,095 (85,141)
Options on U.S. Treasury Futures [Member] | Loss on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income (2,066) 0
Interest Rate Swap [Member] | Long [Member] | Loss on interest rate swap and swaption agreements    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income 437,160 80,313
Interest Rate Swap [Member] | Short [Member] | Loss on interest rate swap and swaption agreements    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income (477,139) (106,373)
Interest Rate Swaption [Member] | Loss on interest rate swap and swaption agreements    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income 1,938 10,461
Inverse Interest-Only Securities [Member] | Loss on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income $ (6,955) $ (2,924)