Fair Value of Financial Instruments - Embedded Derivatives Fair Value Inputs (Detail) - Embedded Credit Derivative - GSE CRT - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2015	Dec. 31, 2014	Dec. 31, 2013
Fair Value Inputs, Assets, Quantitative Information
Net embedded derivative	$ (14,220)	$ (21,495)	$ 0
Level 3 | Market Comparables, Vendor Pricing and Internal Models
Fair Value Inputs, Assets, Quantitative Information
Prepayment rate (as percent)	6.17%	5.29%
Default rate (as percent)	0.17%	0.18%
Minimum | Level 3 | Market Comparables, Vendor Pricing and Internal Models
Fair Value Inputs, Assets, Quantitative Information
Prepayment rate (as percent)	4.95%	4.46%
Default rate (as percent)	0.11%	0.12%
Maximum | Level 3 | Market Comparables, Vendor Pricing and Internal Models
Fair Value Inputs, Assets, Quantitative Information
Prepayment rate (as percent)	9.85%	8.98%
Default rate (as percent)	0.36%	0.37%