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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