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)