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Fair Value Measurements - Unobservable Input Reconciliation (Detail) - USD ($)
$ in Thousands
6 Months Ended 12 Months Ended
Jun. 30, 2016
Dec. 31, 2015
Dec. 31, 2014
Fair Value, Net Derivative Asset (Liability) Measured on Recurring Basis [Roll Forward]      
Derivatives, Beginning balance $ 0 $ (71)  
Derivatives, Sales and Settlements   (597)  
Derivatives, Realized gains (losses) on sales and settlements included in net income   443  
Derivatives, Net unrealized gains (losses) included in income   225  
Derivatives, Ending balance 0 0  
Fair Value Assets (Liabilities) Measured On Recurring Basis, Unobservable Input Reconciliation Calculation [Roll Forward]      
Total, Beginning balance, Level 3 4,723,761 4,327,362  
Total, Transfer due to consolidation/deconsolidation   (103,720)  
Total, Purchases 696,297 (46,084)  
Total, Principal payments (262,102) (350,489)  
Total, Sales and Settlements (36,459) 1,132,526  
Total, Accretion (amortization) of purchase discounts 40,130 92,392  
Total, Other than temporary credit impairment losses (31,633) (67,444)  
Total, Realized gains (losses) on sales and settlements (2,399) 23,236  
Total, Net unrealized gains (losses) included in income 46,444 (147,934)  
Total, Total unrealized gains (losses) for the period (4,632) (136,084)  
Total, Ending balance, Level 3 5,169,407 4,723,761  
Securitized Debt at Fair Value, Collateralized by Loans Held for Investment | Variable Interest Entities, Primary Beneficiary, Aggregated Disclosure      
Fair Value, Liabilities Measured on Recurring Basis [Roll Forward]      
Securitized Debt, Beginning balance, Level 3 (3,720,496) (4,383,217)  
Securitized Debt, Transfers in to Level 3 assets 0 0  
Securitized Debt, Transfers out of Level 3 assets 0 0  
Securitized Debt, Transfer due to consolidation/deconsolidation   243,732  
Securitized Debt, Purchases (4,180,227) (1,668,654)  
Securitized Debt, Principal payments 349,098 743,329  
Securitized Debt, Sales and Settlements 45,929 1,395,292  
Securitized Debt, Accretion (amortization) of purchase discounts (6,710) (6,344)  
Securitized Debt, Realized gains (losses) on sales and settlements (1,766) (5,930)  
Securitized Debt, Net unrealized gains (losses) included in income (20,105) (38,704)  
Securitized Debt, Gains (losses) included in other comprehensive income 0 0  
Securitized Debt, Ending balance, Level 3 (7,534,277) (3,720,496)  
Non-agency MBS      
Fair Value, Assets Measured on Recurring Basis [Roll Forward]      
Beginning balance Level 3 assets 3,675,841 3,404,149  
Transfers in to Level 3 assets 0 0  
Transfers out of Level 3 assets 0 0  
Transfer due to deconsolidation   (59,646)  
Purchases 131,441 1,045,534  
Principal payments (279,562) (385,822)  
Sales and Settlements (84,488) (252,532)  
Accretion (amortization) of purchase discounts 63,735 117,836  
Other than temporary credit impairment losses (31,633) (67,444)  
Realized gains (losses) on sales and settlements (633) 28,724  
Net unrealized gains (losses) included in income 21,411 (18,874)  
Total unrealized gains (losses) for the period (4,632) (136,084)  
Ending balance Level 3 assets 3,491,480 3,675,841  
Securitized Loans Held for Investment at Fair Value | Variable Interest Entities, Primary Beneficiary, Aggregated Disclosure      
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]      
Mortgage Loans on Real Estate 9,212,204 4,768,416 $ 5,306,501
Fair Value, Assets Measured on Recurring Basis [Roll Forward]      
Beginning balance Level 3 assets 4,768,416 5,306,501  
Transfers in to Level 3 assets 0 0  
Transfers out of Level 3 assets 0 0  
Transfer due to deconsolidation 0 (287,806)  
Purchases   577,036  
Principal payments   (707,996)  
Sales and Settlements   (9,638)  
Accretion (amortization) of purchase discounts   (19,100)  
Net unrealized gains (losses) included in income   (90,581)  
Total unrealized gains (losses) for the period 0 0  
Ending balance Level 3 assets   4,768,416  
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales (2,100) 9,638  
Change in fair value 45,138 (90,581)  
Purchases 4,745,083 577,036  
Mortgage Loans on Real Estate, Amortization of Premium 16,895 19,100  
Mortgage Loans on Real Estate, Collections of Principal $ 331,638 $ 707,996