Variable Interest Entities - Assets of Non-Consolidated VIEs (Detail) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2012	Dec. 31, 2011
RMBS, at fair value
Agency RMBS, at fair value	$ 1,997,211	$ 3,144,531	[1]
Variable Interest Entity, Not Primary Beneficiary, Aggregated Disclosure [Member]
RMBS, at fair value
Non-Agency RMBS-Senior at fair value	82	127
Non-Agency RMBS-Senior interest-only at fair value	179	266
Non-Agency RMBS-Subordinated at fair value	2,709	4,858
Agency RMBS, at fair value	1,148	2,273
Total, at fair value	4,118	7,524
RMBS, at amortized cost
Non-Agency RMBS-Senior at amortized cost	79	168
Non-Agency RMBS-Senior interest-only at amortized cost		128
Non-Agency RMBS-Subordinated at amortized cost	894	4,651
Agency RMBS, at amortized cost	1,356	1,890
Total, at amortized cost	$ 2,329	$ 6,837

[1] Derived from the audited consolidated financial statements.