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Derivative Instruments - Effect on Consolidated Financial Condition (Detail) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Derivatives, Fair Value [Line Items]    
Notional Amount Outstanding $ 4,731,000 $ 11,579,400
Derivatives, at fair value, net 3,611 37,468
Derivative Liabilities, Net Estimated Fair Value/Carrying Value 0 0
Interest Rate Swaps    
Derivatives, Fair Value [Line Items]    
Notional Amount Outstanding 4,111,300 10,906,700
Derivatives, at fair value, net 0 35,798
Derivative Liabilities, Net Estimated Fair Value/Carrying Value 0 0
Swaptions    
Derivatives, Fair Value [Line Items]    
Notional Amount Outstanding 0 53,000
Derivatives, at fair value, net 0 1,670
Derivative Liabilities, Net Estimated Fair Value/Carrying Value 0 0
Treasury Futures    
Derivatives, Fair Value [Line Items]    
Notional Amount Outstanding 619,700 619,700
Derivatives, at fair value, net 3,611 0
Derivative Liabilities, Net Estimated Fair Value/Carrying Value $ 0 $ 0