Balance Sheets (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Assets
Mortgage-backed securities, at fair value (including pledged assets of $16,638,918 and $9,089,095 at September 30, 2011 and December 31, 2010, respectively)	$ 17,614,374	$ 9,587,216
Cash and cash equivalents	88,338	112,626
Restricted cash	279,536	75,422
Unsettled purchased mortgage-backed securities, at fair value	143,410	49,710
Accrued interest receivable	63,873	37,973
Principal payments receivable	126,811	84,151
Debt security, held to maturity, at cost	15,000	15,000
Interest rate hedge asset		23,944
Other assets	26,860	20,937
Total assets	18,358,202	10,006,979
Liabilities and shareholders' equity
Repurchase agreements	15,886,231	8,681,060
Payable for unsettled securities	143,393	49,774
Accrued interest payable	2,328	3,177
Interest rate hedge liability	233,392	71,681
Dividend payable	76,547	46,116
Accounts payable and other liabilities	1,308	9,687
Total liabilities	16,343,199	8,861,495
Shareholders' equity:
Preferred stock, $.001 par value, 10,000,000 shares authorized, none outstanding at September 30, 2011 and December 31, 2010
Common stock, $.001 par value, 100,000,000 shares authorized, 76,546,720 and 46,115,990 shares issued and outstanding at September 30, 2011 and December 31, 2010, respectively	77	46
Additional paid-in capital	1,897,172	1,043,027
Retained earnings	559	(3,480)
Accumulated other comprehensive income	117,195	105,891
Total shareholders' equity	2,015,003	1,145,484
Total liabilities and shareholders' equity	$ 18,358,202	$ 10,006,979