Balance Sheets (USD $) In Thousands	Jun. 30, 2011	Dec. 31, 2010
Assets
Mortgage-backed securities, at fair value (including pledged assets of $15,444,263 and $9,089,095 at June 30, 2011 and December 31, 2010, respectively)	$ 16,416,897	$ 9,587,216
Cash and cash equivalents	233,213	112,626
Restricted cash	159,469	75,422
Unsettled purchased mortgage-backed securities, at fair value	23,995	49,710
Accrued interest receivable	60,502	37,973
Principal payments receivable	91,268	84,151
Debt security, held to maturity, at cost	15,000	15,000
Interest rate hedge asset	4,137	23,944
Other assets	23,208	20,937
Total assets	17,027,689	10,006,979
Liabilities and shareholders' equity
Repurchase agreements	14,800,594	8,681,060
Payable for unsettled securities	23,958	49,774
Accrued interest payable	2,571	3,177
Interest rate hedge liability	117,536	71,681
Dividend payable	75,092	46,116
Accounts payable and other liabilities	1,332	9,687
Total liabilities	15,021,083	8,861,495
Shareholders' equity:
Preferred stock, $.001 par value, 10,000,000 shares authorized, none outstanding at June 30, 2011 and December 31, 2010
Common stock, $.001 par value, 100,000,000 shares authorized, 75,091,570 and 46,115,990 shares issued and outstanding at June 30, 2011 and December 31, 2010, respectively	75	46
Additional paid-in capital	1,861,135	1,043,027
Retained earnings	(1,877)	(3,480)
Accumulated other comprehensive income	147,273	105,891
Total shareholders' equity	2,006,606	1,145,484
Total liabilities and shareholders' equity	$ 17,027,689	$ 10,006,979