CONSOLIDATED STATEMENTS OF COMPREHENSIVE (LOSS)/INCOME (USD $) In Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010
Net Income	$ 83,699	$ 77,214	$ 245,850	$ 208,181
Other Comprehensive Income:
Unrealized gain on Agency MBS, net	12,035	5,899	50,092	(1,465)
Unrealized loss on Non-Agency MBS, net	(109,294)	42,162	(250,845)	99,560
Reclassification adjustment for MBS sales	(4,525)		(4,869)	(41,459)
Reclassification adjustment for net losses included in net income for other-than-temporary impairments	3,991		6,383	5,412
Unrealized (loss)/gain on derivative hedging instruments, net	(10,255)	(7,624)	4,483	(22,840)
Comprehensive (loss)/income before preferred dividends	(24,349)	117,651	51,094	247,389
Dividends declared on preferred stock	(2,040)	(2,040)	(6,120)	(6,120)
Comprehensive (Loss)/Income Available to Common Stock and Participating Securities	$ (26,389)	$ 115,611	$ 44,974	$ 241,269