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Derivatives and Hedging Activities - Effect of Derivative Financial Instruments on Statement of Operations (Detail) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2024
Jun. 30, 2023
Jun. 30, 2024
Jun. 30, 2023
Derivative Instruments, Gain (Loss)        
Gain (loss) on derivative instruments, net $ 28,262 $ 96,624 $ 121,423 $ 51,729
Interest Rate Swaps        
Derivative Instruments, Gain (Loss)        
Gain (loss) on derivative instruments, net   3,200   7,700
Not Designated as Hedging Instrument        
Derivative Instruments, Gain (Loss)        
Realized gain (loss) on derivative instruments, net (22,344) 26,946 26,338 (64,954)
Contractual net interest income (expense) 43,271 63,437 88,558 117,901
Unrealized gain (loss), net 7,335 6,241 6,527 (1,218)
Gain (loss) on derivative instruments, net 28,262 96,624 121,423 51,729
Not Designated as Hedging Instrument | Interest Rate Swaps        
Derivative Instruments, Gain (Loss)        
Realized gain (loss) on derivative instruments, net (22,871) 27,893 25,811 (63,056)
Contractual net interest income (expense) 43,271 63,437 88,558 117,901
Unrealized gain (loss), net 8,860 5,312 8,052 (2,656)
Gain (loss) on derivative instruments, net 29,260 96,642 122,421 52,189
Not Designated as Hedging Instrument | TBAs        
Derivative Instruments, Gain (Loss)        
Realized gain (loss) on derivative instruments, net 527 (929) 527 (1,880)
Contractual net interest income (expense) 0 0 0 0
Unrealized gain (loss), net (1,525) 929 (1,525) 1,438
Gain (loss) on derivative instruments, net $ (998) 0 $ (998) (442)
Not Designated as Hedging Instrument | Currency Forward Contracts        
Derivative Instruments, Gain (Loss)        
Realized gain (loss) on derivative instruments, net   (18)   (18)
Contractual net interest income (expense)   0   0
Unrealized gain (loss), net   0   0
Gain (loss) on derivative instruments, net   $ (18)   $ (18)