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Derivative Instruments - Effect on Consolidated Results (Detail) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Derivative Instruments, Gain (Loss) [Line Items]    
Net unrealized gains (losses) on derivatives $ 201,000 $ (89,315)
Net gains (losses) on derivatives (304,052) (204,638)
Realized gains (losses) on terminations of interest rate swaps 463,966 108,046
Interest Rate Swaps    
Derivative Instruments, Gain (Loss) [Line Items]    
Net unrealized gains (losses) on derivatives 204,611 (94,075)
Net realized gains (losses) on derivatives (470,352) (102,584)
Treasury Futures    
Derivative Instruments, Gain (Loss) [Line Items]    
Net unrealized gains (losses) on derivatives (3,611) 5,325
Net realized gains (losses) on derivatives (34,700) (12,579)
Swaptions    
Derivative Instruments, Gain (Loss) [Line Items]    
Net unrealized gains (losses) on derivatives 0 (565)
Net realized gains (losses) on derivatives $ 0 $ (160)