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, 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)