Accumulated Other Comprehensive Income (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended	12 Months Ended
	Mar. 31, 2012	Dec. 31, 2011
Accumulated Other Comprehensive Income [Abstract]
Unrealized gain on agency securities, net	$ 406,820	$ 385,101
Unrealized gain (loss) on unsettled securities	3,455	631
Unrealized loss on short term investment		(287)	[1]
Unrealized loss on derivative instruments	(209,868)	(212,123)
Accumulated other comprehensive income	200,407	173,322
Unrealized gains and losses on available-for-sale securities	$ 2,505	$ 20,576

[1] This line item is included in Other Assets on the Balance Sheet.