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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, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ 193,850 $ (18,966) $ (14,492) $ (234,616)
TBAs [Member] | Gain (loss) on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income (227,668) (17,125) (535,946) (173,254)
Futures [Member] | Gain (loss) on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 392,044 3,026 509,451 (63,851)
Options on U.S. Treasury Futures [Member] | Gain (loss) on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 0 0 (2,224) 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 100,435 7,019 772,829 64,313
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 (75,055) (15,316) (756,744) (67,460)
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 9,426 4,350 13,414 8,249
Inverse Interest-Only Securities [Member] | Gain (loss) on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ (5,332) $ (920) $ (15,272) $ (2,613)