Derivatives and Hedging Activities - Fair Value of Derivative Financial Instruments Classification on Balance Sheet (Detail) - USD ($) $ in Thousands	Dec. 31, 2015	Dec. 31, 2014
Derivatives, Fair Value
Derivative assets, at fair value	$ 8,659	$ 24,178
Derivative liabilities, at fair value	238,148	254,026
Interest Rate Swaps
Derivatives, Fair Value
Derivative assets, at fair value	6,795	22,772
Derivative liabilities, at fair value	238,045	253,468
CDS Contract
Derivatives, Fair Value
Derivative assets, at fair value	0	396
TBA's
Derivatives, Fair Value
Derivative liabilities, at fair value	0	558
Interest Rate Swaptions
Derivatives, Fair Value
Derivative assets, at fair value	0	322
Futures Contracts
Derivatives, Fair Value
Derivative assets, at fair value	0	89
Currency Forward Contracts
Derivatives, Fair Value
Derivative assets, at fair value	1,864	599
Derivative liabilities, at fair value	$ 103	$ 0