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, 2024
Mar. 31, 2023
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income $ 146,109 $ (237,925)
TBAs [Member] | Gain (loss) on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income (59,180) (17,164)
Futures [Member] | Gain (loss) on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income 108,936 (140,087)
Options on Futures [Member] | Gain (loss) on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income (127) 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 194,430 (71,760)
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 (95,951) (10,368)
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 31 (26)
Inverse Interest-Only Securities [Member] | Gain (loss) on other derivative instruments    
Derivative Instruments, Gain (Loss) [Line Items]    
Amount of Gain (Loss) Recognized in Income $ (2,030) $ 1,480