Accumulated Other Comprehensive Income (Tables)

12 Months Ended

Dec. 31, 2011

Accumulated Other Comprehensive Income [Abstract]

Components Of Accumulated Other Comprehensive Income


	December 31, 2011			December 31, 2010
Unrealized gain on agency securities, net	$	385,101		$	162,312
Unrealized gain (loss) on unsettled securities		631			(64	)
Unrealized loss on short term investment*		(287	)		(136	)
Unrealized loss on derivative instruments		(212,123	)		(56,221	)

Accumulated other comprehensive income		173,322			105,891

*	This line item is included in other assets on the balance sheet.

Components Of Comprehensive Income


	For the year ended

	December 31, 2011			December 31, 2010			December 31, 2009

Net Income	$	284,373		$	169,500		$	174,400
Unrealized gain (loss) on agency securities		223,483			(26,217	)		156,090
Unrealized loss on short term investment		(150	)		(136	)		—
Unrealized gain (loss) on derivative instruments		(155,902	)		(20,479	)		26,754

Comprehensive income	$	351,804		$	122,668		$	357,244

- Definition

Tabular disclosure of components of comprehensive income (loss) including, but not limited to: (a) foreign currency translation adjustments; (b) gains (losses) on foreign currency transactions that are designated as, and are effective as, economic hedges of a net investment in a foreign entity; (c) gains (losses) on intercompany foreign currency transactions that are of a long-term-investment nature, when the entities to the transaction are consolidated, combined, or accounted for by the equity method in the reporting enterprise's financial statements; (d) change in the market value of a futures contract that qualifies as a hedge of an asset reported at fair value; (e) unrealized holding gains (losses) on available-for-sale securities and that resulting from transfers of debt securities from the held-to-maturity category to the available-for-sale category; (f) a net loss recognized as an additional pension liability not yet recognized as net periodic pension cost; and (g) the net gain (loss) and net prior service cost or credit for pension plans and other postretirement benefit plans.

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