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Collateral Positions (Details 2) (USD $)
Dec. 31, 2012
Dec. 31, 2011
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest $ 10,654,651,000  
U.S. Treasury securities
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 408,833,000  
Agency MBS
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 6,766,359,000  
Agency MBS | Fannie Mae.
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 6,105,480,000  
Agency MBS | Freddie Mac.
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 650,486,000  
Agency MBS | Ginnie Mae.
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 10,393,000  
Non-Agency MBS
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 3,479,459,000  
Non-Agency MBS | Rated AAA
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 23,654,000  
Non-Agency MBS | Rated BBB
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 34,011,000  
Non-Agency MBS | Rated BB
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 342,936,000  
Non-Agency MBS | Rated B
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 101,838,000  
Non-Agency MBS | Rated CCC
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 303,516,000  
Non-Agency MBS | Rated CC
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 194,361,000  
Non-Agency MBS | Rated C
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 141,464,000  
Non-Agency MBS | D-rated
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 833,823,000  
Non-Agency MBS | Not Rated
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 1,503,856,000  
Repurchase Agreement Borrowings
    
Collateral Positions    
Assets Pledged 10,550,345,000  
Amortized Cost 9,820,142,000  
Accrued Interest on Pledged MBS 35,195,000  
Repurchase Agreement Borrowings | U.S. Treasury securities
    
Collateral Positions    
Assets Pledged 408,833,000  
Amortized Cost 408,888,000  
Repurchase Agreement Borrowings | Agency MBS
    
Collateral Positions    
Assets Pledged 6,678,384,000  
Amortized Cost 6,487,900,000  
Accrued Interest on Pledged MBS 18,864,000  
Repurchase Agreement Borrowings | Agency MBS | Fannie Mae.
    
Collateral Positions    
Assets Pledged 6,034,630,000  
Amortized Cost 5,863,628,000  
Accrued Interest on Pledged MBS 16,742,000  
Repurchase Agreement Borrowings | Agency MBS | Freddie Mac.
    
Collateral Positions    
Assets Pledged 641,614,000  
Amortized Cost 622,190,000  
Accrued Interest on Pledged MBS 2,119,000  
Repurchase Agreement Borrowings | Agency MBS | Ginnie Mae.
    
Collateral Positions    
Assets Pledged 2,140,000  
Amortized Cost 2,082,000  
Accrued Interest on Pledged MBS 3,000  
Repurchase Agreement Borrowings | Non-Agency MBS
    
Collateral Positions    
Assets Pledged 3,463,128,000  
Amortized Cost 2,923,354,000  
Accrued Interest on Pledged MBS 16,331,000  
Non-Agency MBS acquired from consolidated VIEs in connection with resecuritization transactions 1,860,000,000 1,375,000,000
Repurchase Agreement Borrowings | Non-Agency MBS | Rated AAA
    
Collateral Positions    
Assets Pledged 23,572,000  
Amortized Cost 22,838,000  
Accrued Interest on Pledged MBS 82,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Rated BBB
    
Collateral Positions    
Assets Pledged 33,895,000  
Amortized Cost 33,711,000  
Accrued Interest on Pledged MBS 116,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Rated BB
    
Collateral Positions    
Assets Pledged 341,755,000  
Amortized Cost 314,616,000  
Accrued Interest on Pledged MBS 1,181,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Rated B
    
Collateral Positions    
Assets Pledged 101,519,000  
Amortized Cost 88,307,000  
Accrued Interest on Pledged MBS 319,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Rated CCC
    
Collateral Positions    
Assets Pledged 302,407,000  
Amortized Cost 266,543,000  
Accrued Interest on Pledged MBS 1,109,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Rated CC
    
Collateral Positions    
Assets Pledged 193,433,000  
Amortized Cost 174,064,000  
Accrued Interest on Pledged MBS 928,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Rated C
    
Collateral Positions    
Assets Pledged 140,866,000  
Amortized Cost 125,547,000  
Accrued Interest on Pledged MBS 598,000  
Repurchase Agreement Borrowings | Non-Agency MBS | D-rated
    
Collateral Positions    
Assets Pledged 829,466,000  
Amortized Cost 748,838,000  
Accrued Interest on Pledged MBS 4,357,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Not Rated
    
Collateral Positions    
Assets Pledged 1,496,215,000  
Amortized Cost 1,148,890,000  
Accrued Interest on Pledged MBS 7,641,000  
Derivative contracts
    
Collateral Positions    
Assets Pledged 68,915,000  
Amortized Cost 66,107,000  
Accrued Interest on Pledged MBS 196,000  
Derivative contracts | Agency MBS
    
Collateral Positions    
Assets Pledged 68,915,000  
Amortized Cost 66,107,000  
Accrued Interest on Pledged MBS 196,000  
Derivative contracts | Agency MBS | Fannie Mae.
    
Collateral Positions    
Assets Pledged 53,953,000  
Amortized Cost 51,691,000  
Accrued Interest on Pledged MBS 155,000  
Derivative contracts | Agency MBS | Freddie Mac.
    
Collateral Positions    
Assets Pledged 6,725,000  
Amortized Cost 6,462,000  
Accrued Interest on Pledged MBS 28,000  
Derivative contracts | Agency MBS | Ginnie Mae.
    
Collateral Positions    
Assets Pledged 8,237,000  
Amortized Cost 7,954,000  
Accrued Interest on Pledged MBS $ 13,000