Residential Mortgage-Backed Securities - Investment Holdings - Narrative (Detail) (USD $)	Sep. 30, 2012	Dec. 31, 2011
Variable Interest Entities, Primary Beneficiary, Aggregated Disclosure [Member]
Investment Holdings [Line Items]
RMBS held by re-securitization trusts, at fair value	$ 3,235,572,000	$ 3,270,332,000	[1]
Non-Agency RMBS [Member]
Investment Holdings [Line Items]
Gross unrealized loss	40,300,000	153,900,000
Non-Agency RMBS [Member] | Interest-Only RMBS [Member]
Investment Holdings [Line Items]
Interest-only RMBS, net unrealized loss	5,700,000	5,700,000
Amortized cost	172,000,000	237,800,000
Fair value	$ 166,300,000	$ 232,200,000
Non Agency Residential M B S Deemed To Be Equivalent To Alt A Quality [Member]
Investment Holdings [Line Items]
Percentage in Alt-A collateral	99.60%	97.40%

[1] Derived from the audited consolidated financial statements.