Accumulated Other Comprehensive Income (Detail) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2012		Dec. 31, 2011
Accumulated Other Comprehensive Income (Loss) [Line Items]
Unrealized gain on agency securities, net	$ 679,019		$ 385,101
Unrealized gain (loss) on unsettled securities	1,553		631
Unrealized loss on short term investment	(109)	[1]	(287)	[1]
Unrealized loss on derivative instruments	(245,239)		(212,123)
Accumulated other comprehensive income	$ 435,224		$ 173,322

[1] This line item is included in Other Assets on the Balance Sheet.