Repurchase Agreements (Details) (USD $)	9 Months Ended	12 Months Ended
	Sep. 30, 2012	Dec. 31, 2011
Repurchase Agreements
Balance of repurchase agreements	$ 8,832,326,000	$ 7,813,159,000
Repurchase Agreement Borrowings
Repurchase Agreements
Weighted average remaining term-to-interest rate reset of borrowings under repurchase agreements	29 days	31 days
Effective repricing period	6 months	9 months
Balance of repurchase agreements	8,832,326,000	7,813,159,000
Weighted Average Interest Rate (as a percent)	0.78%	0.62%
Within 30 days | Repurchase Agreement Borrowings
Repurchase Agreements
Balance of repurchase agreements	6,679,373,000
Weighted Average Interest Rate (as a percent)	0.58%
Over 30 days to 90 days | Repurchase Agreement Borrowings
Repurchase Agreements
Balance of repurchase agreements	1,441,613,000
Weighted Average Interest Rate (as a percent)	0.94%
Over 90 days to 12 months | Repurchase Agreement Borrowings
Repurchase Agreements
Balance of repurchase agreements	240,479,000
Weighted Average Interest Rate (as a percent)	1.60%
Over 12 months | Repurchase Agreement Borrowings
Repurchase Agreements
Balance of repurchase agreements	470,861,000
Weighted Average Interest Rate (as a percent)	2.66%
Within 30 days: | Repurchase Agreement Borrowings
Repurchase Agreements
Balance of repurchase agreements	6,821,216,000	5,220,740,000
Weighted Average Interest Rate (as a percent)	0.62%	0.54%
Over 30 days to 3 months. | Repurchase Agreement Borrowings
Repurchase Agreements
Balance of repurchase agreements	1,859,753,000	2,570,119,000
Weighted Average Interest Rate (as a percent)	1.27%	0.77%
Over 3 months to 6 months. | Repurchase Agreement Borrowings
Repurchase Agreements
Balance of repurchase agreements	151,357,000
Weighted Average Interest Rate (as a percent)	2.45%
Over 6 months to 12 months. | Repurchase Agreement Borrowings
Repurchase Agreements
Balance of repurchase agreements		22,300,000
Weighted Average Interest Rate (as a percent)		3.15%
Agency MBS | Repurchase Agreement Borrowings
Repurchase Agreements
Fair Value of securities pledged as collateral under repurchase agreements	6,818,804,000	6,549,276,000
Balance of repurchase agreements	6,460,037,000	6,198,829,000
Weighted average haircut (as a percent)	4.77%	4.78%
Non-Agency MBS | Repurchase Agreement Borrowings
Repurchase Agreements
Fair Value of securities pledged as collateral under repurchase agreements	3,215,875,000	2,067,221,000
Non-Agency MBS acquired from consolidated VIEs	1,726,000,000	1,375,000,000
Balance of repurchase agreements	1,869,175,000	1,313,336,000
Weighted average haircut (as a percent)	30.38%	30.97%
Non-Agency MBS | Linked Transactions
Repurchase Agreements
Linked repurchase agreements	36,400,000	170,900,000
U.S. Treasuries | Repurchase Agreement Borrowings
Repurchase Agreements
Fair Value of securities pledged as collateral under repurchase agreements	509,704,000	306,401,000
Balance of repurchase agreements	$ 503,114,000	$ 300,994,000
Weighted average haircut (as a percent)	1.59%	2.00%