Derivative Instruments - Effect on Consolidated Results (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives	$ 25,895	$ 5,802	$ 107,314	$ 10,698
Net gains (losses) on derivatives	24,502	(21,822)	119,007	(26,284)
Realized gains (losses) on terminations of interest rate swaps	0	16,143	0	16,143
Interest Rate Swaps
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives	21,165	4,377	106,129	10,693
Net realized gains (losses) on derivatives	1,246	(19,629)	(1,365)	(23,733)
Treasury Futures
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives	5,984	2,179	(604)	(388)
Net realized gains (losses) on derivatives	(2,210)	(6,914)	14,215	(8,999)
Swaptions
Derivative Instruments, Gain (Loss) [Line Items]
Net unrealized gains (losses) on derivatives	(1,254)	(754)	1,789	393
Net realized gains (losses) on derivatives	$ (429)	$ (1,081)	$ (1,157)	$ (4,250)