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Summary of Certain Characteristics of Derivatives (Detail) - Jun. 30, 2015 - USD ($)
$ in Thousands
Total
Swap equivalent Eurodollar contracts | 2-year  
Derivative Instruments:  
Derivative Instruments, maturity period 2 years
Average Years to Maturity 2 years
Us Treasury futures | 5 year  
Derivative Instruments:  
Derivative Instruments, maturity period 5 years
Average Years to Maturity 4 years 5 months 1 day
Us Treasury futures | 10 year and greater  
Derivative Instruments:  
Derivative Instruments minimum maturity period 10 years
Average Years to Maturity 6 years 11 months 1 day
Future  
Derivative Instruments:  
Average Years to Maturity 3 years 3 months 4 days
Short | Swap equivalent Eurodollar contracts | 2-year  
Derivative Instruments:  
Notional - Long Positions $ (5,000,000)
Short | Us Treasury futures | 5 year  
Derivative Instruments:  
Notional - Long Positions (2,273,000)
Short | Us Treasury futures | 10 year and greater  
Derivative Instruments:  
Notional - Long Positions (1,007,500)
Short | Future  
Derivative Instruments:  
Notional - Long Positions $ (8,280,500)