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Collateral Positions (Details 2) (USD $)
Mar. 31, 2013
Dec. 31, 2012
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest $ 11,000,672,000  
U.S. Treasury securities
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 408,118,000  
Agency MBS
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 6,757,869,000  
Agency MBS | Fannie Mae.
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 5,780,592,000  
Agency MBS | Freddie Mac.
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 967,025,000  
Agency MBS | Ginnie Mae.
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 10,252,000  
Non-Agency MBS
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 3,834,685,000  
Non-Agency MBS | Rated AAA
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 21,426,000  
Non-Agency MBS | Rated BBB
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 32,654,000  
Non-Agency MBS | Rated BB
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 352,082,000  
Non-Agency MBS | Rated B
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 100,050,000  
Non-Agency MBS | Rated CCC
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 362,125,000  
Non-Agency MBS | Rated CC
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 211,455,000  
Non-Agency MBS | Rated C
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 134,878,000  
Non-Agency MBS | D-rated
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 1,008,886,000  
Non-Agency MBS | Not Rated
    
Collateral Positions    
Total Fair Value of MBS Pledged and Accrued Interest 1,611,129,000  
Repurchase Agreement Borrowings
    
Collateral Positions    
Assets Pledged 10,908,025,000  
Amortized Cost 10,023,446,000  
Accrued Interest on Pledged MBS 35,368,000  
Repurchase Agreement Borrowings | U.S. Treasury securities
    
Collateral Positions    
Assets Pledged 408,118,000  
Amortized Cost 408,118,000  
Repurchase Agreement Borrowings | Agency MBS
    
Collateral Positions    
Assets Pledged 6,682,380,000  
Amortized Cost 6,517,016,000  
Accrued Interest on Pledged MBS 18,210,000  
Repurchase Agreement Borrowings | Agency MBS | Fannie Mae.
    
Collateral Positions    
Assets Pledged 5,720,377,000  
Amortized Cost 5,571,620,000  
Accrued Interest on Pledged MBS 15,488,000  
Repurchase Agreement Borrowings | Agency MBS | Freddie Mac.
    
Collateral Positions    
Assets Pledged 959,883,000  
Amortized Cost 943,334,000  
Accrued Interest on Pledged MBS 2,719,000  
Repurchase Agreement Borrowings | Agency MBS | Ginnie Mae.
    
Collateral Positions    
Assets Pledged 2,120,000  
Amortized Cost 2,062,000  
Accrued Interest on Pledged MBS 3,000  
Repurchase Agreement Borrowings | Non-Agency MBS
    
Collateral Positions    
Assets Pledged 3,817,527,000  
Amortized Cost 3,098,312,000  
Accrued Interest on Pledged MBS 17,158,000  
Non-Agency MBS acquired from consolidated VIEs in connection with resecuritization transactions 1,966,000,000 1,860,000,000
Repurchase Agreement Borrowings | Non-Agency MBS | Rated AAA
    
Collateral Positions    
Assets Pledged 21,352,000  
Amortized Cost 20,621,000  
Accrued Interest on Pledged MBS 74,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Rated BBB
    
Collateral Positions    
Assets Pledged 32,546,000  
Amortized Cost 31,902,000  
Accrued Interest on Pledged MBS 108,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Rated BB
    
Collateral Positions    
Assets Pledged 350,926,000  
Amortized Cost 313,831,000  
Accrued Interest on Pledged MBS 1,156,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Rated B
    
Collateral Positions    
Assets Pledged 99,753,000  
Amortized Cost 82,188,000  
Accrued Interest on Pledged MBS 297,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Rated CCC
    
Collateral Positions    
Assets Pledged 360,821,000  
Amortized Cost 309,280,000  
Accrued Interest on Pledged MBS 1,304,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Rated CC
    
Collateral Positions    
Assets Pledged 210,485,000  
Amortized Cost 183,877,000  
Accrued Interest on Pledged MBS 970,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Rated C
    
Collateral Positions    
Assets Pledged 134,328,000  
Amortized Cost 120,472,000  
Accrued Interest on Pledged MBS 550,000  
Repurchase Agreement Borrowings | Non-Agency MBS | D-rated
    
Collateral Positions    
Assets Pledged 1,003,800,000  
Amortized Cost 883,150,000  
Accrued Interest on Pledged MBS 5,086,000  
Repurchase Agreement Borrowings | Non-Agency MBS | Not Rated
    
Collateral Positions    
Assets Pledged 1,603,516,000  
Amortized Cost 1,152,991,000  
Accrued Interest on Pledged MBS 7,613,000  
Derivative contracts
    
Collateral Positions    
Assets Pledged 57,119,000  
Amortized Cost 54,843,000  
Accrued Interest on Pledged MBS 160,000  
Derivative contracts | Agency MBS
    
Collateral Positions    
Assets Pledged 57,119,000  
Amortized Cost 54,843,000  
Accrued Interest on Pledged MBS 160,000  
Derivative contracts | Agency MBS | Fannie Mae.
    
Collateral Positions    
Assets Pledged 44,598,000  
Amortized Cost 42,786,000  
Accrued Interest on Pledged MBS 129,000  
Derivative contracts | Agency MBS | Freddie Mac.
    
Collateral Positions    
Assets Pledged 4,405,000  
Amortized Cost 4,220,000  
Accrued Interest on Pledged MBS 18,000  
Derivative contracts | Agency MBS | Ginnie Mae.
    
Collateral Positions    
Assets Pledged 8,116,000  
Amortized Cost 7,837,000  
Accrued Interest on Pledged MBS $ 13,000