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
Mar. 31, 2021
Mar. 31, 2020
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income $ (291,610) $ (384,064)
TBAs [Member] | Loss on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income (187,946) (166,058)
U.S. Treasury Futures [Member] | Loss on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income (85,141) 25,972
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 80,313 (1,037,335)
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 (106,373) 899,953
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 10,461 (113,214)
Markit IOS Total Return Swap [Member] | Loss on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income 0 (2,430)
Inverse Interest-Only Securities [Member] | Loss on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income $ (2,924) $ 9,048