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, 2023
Jun. 30, 2022
Jun. 30, 2023
Jun. 30, 2022
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ 103,694 $ (68,539) $ (134,231) $ (208,342)
TBAs [Member] | Gain (loss) on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income (77,083) (109,442) (94,247) (308,278)
Futures [Member] | Gain (loss) on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 126,923 11,312 (13,164) 117,407
Options on Futures [Member] | Gain (loss) on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 0 (158) 0 (2,224)
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 123,602 235,234 51,842 672,394
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 (67,291) (204,550) (77,659) (681,689)
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 222 2,050 196 3,988
Inverse Interest-Only Securities [Member] | Gain (loss) on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ (2,679) $ (2,985) $ (1,199) $ (9,940)