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Derivative Instruments - Effect on Consolidated Results (Detail) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Derivative Instruments, Gain (Loss) [Line Items]        
Net unrealized gains (losses) on derivatives $ 0 $ (132,171) $ 201,000 $ (221,486)
Net gains (losses) on derivatives 0 (237,079) (304,052) (441,717)
Realized gains (losses) on terminations of interest rate swaps 0 95,211 463,966 203,257
Interest Rate Swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Net unrealized gains (losses) on derivatives 0 (130,639) 204,611 (224,714)
Net realized gains (losses) on derivatives 0 (91,288) (470,352) (193,873)
Treasury Futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Net unrealized gains (losses) on derivatives 0 (1,197) (3,611) 4,128
Net realized gains (losses) on derivatives 0 (13,544) $ (34,700) (26,123)
Swaptions        
Derivative Instruments, Gain (Loss) [Line Items]        
Net unrealized gains (losses) on derivatives 0 (335)   (900)
Net realized gains (losses) on derivatives $ 0 $ (76)   $ (235)