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Derivative Instruments - Effect on Consolidated Results (Detail) - USD ($)
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]                      
Net unrealized gains (losses) on derivatives                 $ (106,209,000) $ (141,162,000) $ 47,976,000
Net gains (losses) on derivatives $ 78,030,000 $ (136,671,000) $ (237,079,000) $ (204,638,000) $ (315,877,000) $ 74,078,000 $ 24,502,000 $ 94,504,000 (500,358,000) (122,793,000) 6,188,000
Realized gains (losses) on terminations of interest rate swaps                 (359,726,000) 0 (16,143,000)
Interest Rate Swaps                      
Derivative Instruments, Gain (Loss) [Line Items]                      
Net unrealized gains (losses) on derivatives                 (122,272,000) (125,595,000) 43,697,000
Net realized gains (losses) on derivatives                 (356,713,000) (1,488,000) (31,593,000)
Treasury Futures                      
Derivative Instruments, Gain (Loss) [Line Items]                      
Net unrealized gains (losses) on derivatives                 16,986,000 (16,928,000) 1,768,000
Net realized gains (losses) on derivatives                 (37,032,000) 21,333,000 (4,061,000)
Swaptions                      
Derivative Instruments, Gain (Loss) [Line Items]                      
Net unrealized gains (losses) on derivatives                 (923,000) 1,361,000 2,511,000
Net realized gains (losses) on derivatives                 $ (404,000) $ (1,476,000) $ (6,134,000)