Derivatives - Location and Information of Derivatives (Details) - USD ($) $ in Thousands	3 Months Ended								12 Months Ended
	Dec. 31, 2019	Sep. 30, 2019	Jun. 30, 2019	Mar. 31, 2019	Dec. 31, 2018	Sep. 30, 2018	Jun. 30, 2018	Mar. 31, 2018	Dec. 31, 2019		Dec. 31, 2018		Dec. 31, 2017
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss)	$ (13,799)	$ (85,076)	$ (92,990)	$ (22,131)	$ 1,709	$ 3,739	$ (14,341)	$ (38,604)	$ (213,996)	[1]	$ (47,497)	[1]	$ (22,675)	[1]
Unrealized gain (loss) on derivatives	$ 80,399	$ 3,845	$ (107,304)	$ (113,067)	$ (147,108)	$ 54,169	$ 45,054	$ 97,201	(136,127)		49,316		39,272
Subtotal									(350,123)		1,819		16,597
Interest rate swap contracts
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss)									(237,725)		2,655		990
Interest income									187,899		124,714		50,464
Interest expense									(162,529)		(124,241)		(83,797)
Unrealized gain (loss) on derivatives									(132,303)		43,755		39,388
Subtotal									(344,658)		46,883		7,045
TBA Agency Securities
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss)									(1,641)		(50,625)		9,668
Unrealized gain (loss) on derivatives									(3,824)		5,561		(116)
Subtotal									$ (5,465)		$ (45,064)		$ 9,552

[1] Interest expense related to our interest rate swap contracts is recorded as realized loss on derivatives on the consolidated statements of operations. For additional information, see Note 8 to the consolidated financial statements.