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, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 2021
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ (68,539) $ 75,960 $ (208,342) $ (215,650)
TBAs [Member] | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income (109,442) 31,817 (308,278) (156,129)
Futures [Member] | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 11,312 18,264 117,407 (66,877)
Options on U.S. Treasury Futures [Member] | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income (158) 0 (2,224) 0
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 235,234 (23,019) 672,394 57,294
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 (204,550) 54,229 (681,689) (52,144)
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 2,050 (6,562) 3,988 3,899
Inverse Interest-Only Securities [Member] | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ (2,985) $ 1,231 $ (9,940) $ (1,693)