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Collateral Positions (Details 2) (USD $)
Sep. 30, 2011
Dec. 31, 2010
Collateral Positions  
Assets Pledged$ 9,417,754,000$ 6,891,431,000
Agency MBS | Fannie Mae. | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged5,936,075,000 
Amortized Cost5,762,717,000 
Accrued Interest on Pledged MBS19,184,000 
Agency MBS | Freddie Mac. | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged803,589,000 
Amortized Cost780,949,000 
Accrued Interest on Pledged MBS3,220,000 
Agency MBS | Ginnie Mae. | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged6,672,000 
Amortized Cost6,557,000 
Accrued Interest on Pledged MBS13,000 
Agency MBS | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged6,746,336,000 
Amortized Cost6,550,223,000 
Accrued Interest on Pledged MBS22,417,000 
Non-Agency MBS | Rated AAA | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged120,542,000 
Amortized Cost114,951,000 
Accrued Interest on Pledged MBS482,000 
Non-Agency MBS | Rated AA | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged50,178,000 
Amortized Cost48,108,000 
Accrued Interest on Pledged MBS203,000 
Non-Agency MBS | Rated A | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged75,710,000 
Amortized Cost77,091,000 
Accrued Interest on Pledged MBS283,000 
Non-Agency MBS | Rated BBB | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged51,358,000 
Amortized Cost49,390,000 
Accrued Interest on Pledged MBS230,000 
Non-Agency MBS | Rated BB | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged44,969,000 
Amortized Cost43,715,000 
Accrued Interest on Pledged MBS212,000 
Non-Agency MBS | Rated B | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged101,339,000 
Amortized Cost103,073,000 
Accrued Interest on Pledged MBS396,000 
Non-Agency MBS | Rated CCC | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged251,051,000 
Amortized Cost248,095,000 
Accrued Interest on Pledged MBS1,113,000 
Non-Agency MBS | Rated CC | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged200,823,000 
Amortized Cost197,199,000 
Accrued Interest on Pledged MBS954,000 
Non-Agency MBS | Rated C | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged287,959,000 
Amortized Cost298,606,000 
Accrued Interest on Pledged MBS1,688,000 
Non-Agency MBS | D-rated | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged224,788,000 
Amortized Cost221,214,000 
Accrued Interest on Pledged MBS1,412,000 
Non-Agency MBS | Not Rated | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged1,093,823,000 
Amortized Cost1,072,979,000 
Accrued Interest on Pledged MBS7,590,000 
Non-Agency MBS | Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged2,502,540,000 
Amortized Cost2,474,421,000 
Accrued Interest on Pledged MBS14,563,000 
Non-Agency MBS acquired from consolidated VIEs in connection with resecuritization transactions2,458,000,000462,000,000
Repurchase Agreement Borrowings
  
Collateral Positions  
Assets Pledged9,248,876,0006,702,814,000
Repurchase Agreement Borrowings | MBS interest receivable
  
Collateral Positions  
Assets Pledged9,248,876,000 
Amortized Cost9,024,644,000 
Accrued Interest on Pledged MBS36,980,000 
Agency MBS | Fannie Mae. | Derivative contracts
  
Collateral Positions  
Assets Pledged126,276,000 
Amortized Cost122,193,000 
Accrued Interest on Pledged MBS371,000 
Agency MBS | Freddie Mac. | Derivative contracts
  
Collateral Positions  
Assets Pledged10,083,000 
Amortized Cost9,811,000 
Accrued Interest on Pledged MBS43,000 
Agency MBS | Ginnie Mae. | Derivative contracts
  
Collateral Positions  
Assets Pledged10,021,000 
Amortized Cost9,780,000 
Accrued Interest on Pledged MBS22,000 
Agency MBS | Derivative contracts
  
Collateral Positions  
Assets Pledged146,380,000 
Amortized Cost141,784,000 
Accrued Interest on Pledged MBS436,000 
Derivative contracts
  
Collateral Positions  
Assets Pledged168,878,000188,617,000
Derivative contracts | MBS interest receivable
  
Collateral Positions  
Assets Pledged146,380,000 
Amortized Cost141,784,000 
Accrued Interest on Pledged MBS436,000 
MBS interest receivable
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest9,432,672,000 
Agency MBS
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest6,915,569,000 
Agency MBS | Fannie Mae.
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest6,081,906,000 
Agency MBS | Freddie Mac.
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest816,935,000 
Agency MBS | Ginnie Mae.
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest16,728,000 
Non-Agency MBS
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest2,517,103,000 
Non-Agency MBS | Rated AAA
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest121,024,000 
Non-Agency MBS | Rated AA
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest50,381,000 
Non-Agency MBS | Rated A
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest75,993,000 
Non-Agency MBS | Rated BBB
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest51,588,000 
Non-Agency MBS | Rated BB
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest45,181,000 
Non-Agency MBS | Rated B
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest101,735,000 
Non-Agency MBS | Rated CCC
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest252,164,000 
Non-Agency MBS | Rated CC
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest201,777,000 
Non-Agency MBS | Rated C
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest289,647,000 
Non-Agency MBS | D-rated
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest226,200,000 
Non-Agency MBS | Not Rated
  
Collateral Positions  
Total Fair Value of MBS Pledged and Accrued Interest$ 1,101,413,000