Summary of Certain Characteristics of Derivatives (Detail) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2016	Dec. 31, 2015
Swap Equivalent Eurodollar Futures Contract | 2-year
Derivative Instruments:
Derivative Instruments, maturity period	2 years	2 years
Weighted Average Years to Maturity	2 years	2 years
Us Treasury futures | 5 year
Derivative Instruments:
Derivative Instruments, maturity period	5 years	5 years
Weighted Average Years to Maturity	4 years 5 months 1 day	4 years 5 months 1 day
Us Treasury futures | 10 year and greater
Derivative Instruments:
Derivative Instruments minimum maturity period	10 years	10 years
Weighted Average Years to Maturity	6 years 10 months 17 days	6 years 11 months 1 day
Future
Derivative Instruments:
Weighted Average Years to Maturity	2 years 9 months 22 days	2 years 9 months 22 days
Short | Swap Equivalent Eurodollar Futures Contract | 2-year
Derivative Instruments:
Notional	$ 6,200,000	$ 7,000,000
Short | Us Treasury futures | 5 year
Derivative Instruments:
Notional	1,447,200	1,847,200
Short | Us Treasury futures | 10 year and greater
Derivative Instruments:
Notional	655,600	655,600
Short | Future
Derivative Instruments:
Notional	$ 8,302,800	$ 9,502,800