Carrying Values and Fair Values of All Financial Instruments (Detail) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2012		Dec. 31, 2011		Sep. 30, 2011	Dec. 31, 2010
Fair Value of Financial Instruments [Line Items]
Mortgage-backed securities	$ 26,375,137		$ 17,741,873
Unsettled purchased mortgage backed securities	120,478		49,630
Cash and cash equivalents	150,846		347,045		88,338	112,626
Restricted cash	302,180		237,014
Accrued interest receivable	80,056		63,025
Principal payments receivable	182,195		105,333
Debt Security	15,000		15,000
Forward purchase commitments	26,843		6,327
Repurchase agreements	23,583,180		16,162,375
Payable for unsettled securities	118,925		48,999
Accrued interest payable	4,729		4,596
Interest rate hedge liability	273,120		219,167
Carrying (Reported) Amount, Fair Value Disclosure
Fair Value of Financial Instruments [Line Items]
Mortgage-backed securities	26,375,137		17,741,873
Unsettled purchased mortgage backed securities	120,478		49,630
Cash and cash equivalents	150,846		347,045
Restricted cash	302,180		237,014
Accrued interest receivable	80,056		63,025
Principal payments receivable	182,195		105,333
Debt Security	15,000		15,000
Short term investment	20,132	[1]	20,221	[1]
Forward purchase commitments	26,843	[1]	6,327	[1]
Repurchase agreements	23,583,180		16,162,375
Payable for unsettled securities	118,925		48,999
Accrued interest payable	4,729		4,596
Interest rate hedge liability	273,120		219,167
Estimate of Fair Value, Fair Value Disclosure
Fair Value of Financial Instruments [Line Items]
Mortgage-backed securities	26,375,137		17,741,873
Unsettled purchased mortgage backed securities	120,478		49,630
Cash and cash equivalents	150,846		347,045
Restricted cash	302,180		237,014
Accrued interest receivable	80,056		63,025
Principal payments receivable	182,195		105,333
Debt Security	13,816		13,811
Short term investment	20,132	[1]	20,221	[1]
Forward purchase commitments	26,843	[1]	6,327	[1]
Repurchase agreements	23,583,180		16,162,375
Payable for unsettled securities	118,925		48,999
Accrued interest payable	4,729		4,596
Interest rate hedge liability	$ 273,120		$ 219,167

[1] These lines are included in Other Assets on the balance sheets