Summary of Certain Characteristics of Derivatives (Detail) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
Mar. 31, 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 9 months	6 years 11 months 1 day
Future
Derivative Instruments:
Weighted Average Years to Maturity	3 years 1 month 6 days	2 years 9 months 22 days
Short \| Swap Equivalent Eurodollar Futures Contract \| 2-year
Derivative Instruments:
Notional	$ 4,375,000	$ 7,000,000
Short \| Us Treasury futures \| 5 year
Derivative Instruments:
Notional	1,847,200	1,847,200
Short \| Us Treasury futures \| 10 year and greater
Derivative Instruments:
Notional	655,600	655,600
Short \| Future
Derivative Instruments:
Notional	$ 6,877,800	$ 9,502,800

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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- Definition

Derivative Instruments Minimum Maturity Period

+ References

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- Definition

Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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- Definition

Period the derivative contract is outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

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