Summary of Ranges Used in Valuation of Non-Agency Mortgage-Backed Securities Other Than Temporarily Impaired (Detail)	Sep. 30, 2012		Dec. 31, 2011
Prime Minimum
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]
Estimated lifetime prepayment rates	7.00%		4.00%
Lifetime probability of default rates	2.00%		2.00%
Lifetime loss severity rates	25.00%		40.00%
Prime Maximum
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]
Estimated lifetime prepayment rates	18.00%	[1]	15.00%	[1]
Lifetime probability of default rates	4.00%	[1]	9.00%	[1]
Lifetime loss severity rates	50.00%	[1]	50.00%	[1]
Prime Average
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]
Estimated lifetime prepayment rates	14.00%		14.00%
Lifetime probability of default rates	3.00%		3.00%
Lifetime loss severity rates	40.00%		46.00%
Non-Prime Minimum
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]
Estimated lifetime prepayment rates	3.00%		2.00%
Lifetime probability of default rates	2.00%		1.00%
Lifetime loss severity rates	20.00%		8.00%
Non-Prime Maximum
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]
Estimated lifetime prepayment rates	10.00%	[2]	11.00%	[2]
Lifetime probability of default rates	10.00%	[2]	20.00%	[2]
Lifetime loss severity rates	60.00%	[2]	70.00%	[2]
Non-Prime Average
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]
Estimated lifetime prepayment rates	6.00%		6.00%
Lifetime probability of default rates	6.00%		5.00%
Lifetime loss severity rates	51.00%		52.00%

[1] Prime securities are those designated as such by the issuer at origination. When an issuer designation is unavailable, the Company determines at acquisition date the categorization based on asset pool characteristics (such as weighted-average credit score, loan-to-value, loan type, prevalence of low documentation loans) and deal performance (such as pool delinquencies and security market spreads).

[2] Includes all securities not meeting the conditions to be designated as prime.