Derivatives - Location and Information of Derivatives (Details) - USD ($) $ in Thousands	3 Months Ended								12 Months Ended
	Dec. 31, 2020	Sep. 30, 2020	Jun. 30, 2020	Mar. 31, 2020	Dec. 31, 2019	Sep. 30, 2019	Jun. 30, 2019	Mar. 31, 2019	Dec. 31, 2020		Dec. 31, 2019		Dec. 31, 2018
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss)	$ 16,641	$ 20,866	$ (180,567)	$ (235,148)	$ (13,799)	$ (85,076)	$ (92,990)	$ (22,131)	$ (378,208)	[1]	$ (213,996)	[1]	$ (47,497)	[1]
Unrealized gain (loss) on derivatives	$ 47,751	$ 6,866	$ 173,325	$ (133,887)	$ 80,399	$ 3,845	$ (107,304)	$ (113,067)	94,055		(136,127)		49,316
Subtotal									(284,153)		(350,123)		1,819
Interest rate swap contracts
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss)									(461,374)		(237,725)		2,655
Interest income									30,076		187,899		124,714
Interest expense									(46,069)		(162,529)		(124,241)
Unrealized gain (loss) on derivatives									81,287		(132,303)		43,755
Subtotal									(396,080)		(344,658)		46,883
TBA Agency Securities
Derivative Instruments, Gain (Loss) [Line Items]
Realized gain (loss)									99,159		(1,641)		(50,625)
Unrealized gain (loss) on derivatives									12,768		(3,824)		5,561
Subtotal									$ 111,927		$ (5,465)		$ (45,064)

[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.