Summary of Certain Characteristics of Futures Derivatives (Detail) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2017	Dec. 31, 2016
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
Swap Equivalent Eurodollar Futures Contract | Short | 2 Year
Derivative Instruments:
Notional	$ 16,363,250	$ 14,968,250
U.S. 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
U.S. Treasury Futures | 10 Year and Greater
Derivative Instruments:
Derivative Instruments minimum maturity period	10 years	10 years
Weighted Average Years to Maturity	7 years 29 days	8 years 4 months 21 days
U.S. Treasury Futures | Short | 5 Year
Derivative Instruments:
Notional	$ 3,437,200	$ 1,697,200
U.S. Treasury Futures | Short | 10 Year and Greater
Derivative Instruments:
Notional	$ 3,275,000	$ 2,250,000
Futures Contracts
Derivative Instruments:
Weighted Average Years to Maturity	3 years 29 days	2 years 11 months 23 days
Futures Contracts | Short
Derivative Instruments:
Notional	$ 23,075,450	$ 18,915,450