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 6 Months Ended
Jun. 30, 2024
Jun. 30, 2023
Jun. 30, 2024
Jun. 30, 2023
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ 21,262 $ 103,694 $ 167,371 $ (134,231)
TBAs [Member] | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income (27,331) (77,083) (86,511) (94,247)
Futures [Member] | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 26,678 126,923 135,614 (13,164)
Options on Futures [Member] | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income 0 0 (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 24,508 123,602 218,938 51,842
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 (2,496) (67,291) (98,447) (77,659)
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 0 222 31 196
Inverse Interest-Only Securities [Member] | (Loss) gain on other derivative instruments        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of Gain (Loss) Recognized in Income $ (97) $ (2,679) $ (2,127) $ (1,199)