Interest Rate Swaps - Statement of Financial Condition (Detail) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2012	Dec. 31, 2011
Derivatives, Fair Value [Line Items]
Derivative liabilities - Net estimated fair value/carrying value	$ (59,073)	$ (44,467)	[1]
Liabilities [Member] | Interest Rate Swaps [Member]
Derivatives, Fair Value [Line Items]
Derivative liabilities - Notional amount	1,355,000	950,000
Derivative liabilities - Net estimated fair value/carrying value	(59,073)	(44,467)
Net Estimated Fair Value of RMBS Pledged as Collateral	$ 62,734	$ 46,647

[1] Derived from the audited consolidated financial statements.