Annual report pursuant to Section 13 and 15(d)

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

v3.22.4
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) - USD ($)
$ in Thousands
 12 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Dec. 31, 2020
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income $ 38,809 $ (209,192) $ (220,783)
TBAs [Member] | Gain (loss) on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income (487,713) (193,479) 60,798
Futures [Member] | Gain (loss) on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income 514,467 (49,213) 18,143
Options on TBAs [Member] | Gain (loss) on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income 0 (5,683) 0
Options on Futures [Member] | Gain (loss) on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income (2,224) 0 0
Interest Rate Swap [Member] | Long [Member] | Gain (loss) on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income 772,829 92,317 (1,128,788)
Interest Rate Swap [Member] | Short [Member] | Gain (loss) on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income (756,744) (66,828) 879,289
Interest Rate Swaption [Member] | Gain (loss) on interest rate swap, cap and swaption agreements      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income 13,414 16,602 (61,307)
Markit IOS Total Return Swap [Member] | Gain (loss) on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income 0 0 (2,430)
Inverse Interest-Only Securities [Member] | Gain (loss) on other derivative instruments      
Derivative Instruments, Gain (Loss) [Line Items]      
Amount of Gain (Loss) Recognized in Income $ (15,220) $ (2,908) $ 13,512