Derivative Financial Instruments - Additional Information (Detail) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011	Jun. 30, 2010	Dec. 31, 2010
Derivative [Line Items]
Notional amount	$ 2,315,442,000		$ 2,315,442,000		$ 2,427,541,000
Net unrealized losses on interest rate agreements accounted for as cash flow hedges	(28,569,000)		(28,569,000)		(29,185,000)
Hedges decreased in value recorded as a component of interest expense	1,000,000	1,000,000	2,000,000	2,000,000
Principal losses resulting in obligations				17,000,000
Unsecuritized Residential and Commercial Loans
Derivative [Line Items]
Valuation adjustments on derivatives	(5,000,000)		(2,000,000)
Unsecuritized Residential and Commercial Loans | Interest Rate Contract
Derivative [Line Items]
Notional amount	89,000,000		89,000,000
Unsecuritized Residential and Commercial Loans | TBAs
Derivative [Line Items]
Notional amount	125,000,000		125,000,000
Unsecuritized Residential and Commercial Loans | Futures
Derivative [Line Items]
Notional amount	612,000,000		612,000,000
Cash Flow Hedging | Interest Rate Swap
Derivative [Line Items]
Notional amount	165,000,000		165,000,000		165,000,000
Valuation adjustments on derivatives	(5,000,000)		(2,000,000)
Acacia
Derivative [Line Items]
Notional amount	1,323,942,000		1,323,942,000		1,385,041,000
Number of outstanding derivative agreements with bank counterparties	5		5
Acacia | Interest Rate Contract
Derivative [Line Items]
Valuation adjustments on derivatives	(13,000,000)	(21,000,000)	(14,000,000)	(41,000,000)
Redwood
Derivative [Line Items]
Notional amount	$ 991,500,000		$ 991,500,000		$ 1,042,500,000
Number of outstanding derivative agreements with bank counterparties	8		8