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 9 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Sep. 30, 2021
Sep. 30, 2020
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ (18,966) $ 66,997 $ (234,616) $ (287,383)
TBAs [Member] | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income (17,125) 60,993 (173,254) (29,385)
U.S. Treasury and Eurodollar Futures [Member] | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 3,026 4,448 (63,851) 26,956
Put and Call Options for TBAs [Member] | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 0 0 0 0
Interest Rate Swap [Member] | Long [Member] | (Loss) gain on interest rate swap and swaption agreements        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 7,019 8,269 64,313 (1,151,119)
Interest Rate Swap [Member] | Short [Member] | (Loss) gain on interest rate swap and swaption agreements        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income (15,316) (7,879) (67,460) 904,492
Interest Rate Swaption [Member] | (Loss) gain on interest rate swap and swaption agreements        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 4,350 1,011 8,249 (49,490)
Markit IOS Total Return Swap [Member] | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 0 0 0 (2,430)
Inverse Interest-Only Securities [Member] | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ (920) $ 155 $ (2,613) $ 13,593