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Repurchase Agreements (Details) (USD $)
In Thousands, unless otherwise specified
9 Months Ended 12 Months Ended
Sep. 30, 2012
Agreements
Dec. 31, 2011
Agreements
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Debt, Weighted Average Interest Rate 0.63% 0.61%
Number of Agreement Borrowings Outstanding 21 20
Available Repurchase Agreement Counterparties 28  
Concentration Risk, Percentage 18.00%  
Transfers Accounted for as Secured Borrowings, Associated Liabilities, Carrying Amount $ 3,670,972 $ 2,093,793
Fair value of Collateral Pledged 4,045,087 2,268,312
Deferred Costs (764)  
Weighted Average Maturity of Agreements 52 days 57 days
Agency RMBS [Member]
   
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Debt, Weighted Average Interest Rate 0.41% 0.38%
Transfers Accounted for as Secured Borrowings, Associated Liabilities, Carrying Amount 2,560,779 1,447,508
Fair value of Collateral Pledged 2,665,860 1,521,107
Agency CMBS and CMBS IO [Member]
   
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Debt, Weighted Average Interest Rate 0.93% 0.59%
Transfers Accounted for as Secured Borrowings, Associated Liabilities, Carrying Amount 634,327 290,362
Fair value of Collateral Pledged 789,792 329,612
Non-Agency RMBS [Member]
   
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Debt, Weighted Average Interest Rate 1.82% 1.85%
Transfers Accounted for as Secured Borrowings, Associated Liabilities, Carrying Amount 11,042 12,195
Fair value of Collateral Pledged 12,761 13,597
Non-Agency CMBS and CMBS IO [Member]
   
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Debt, Weighted Average Interest Rate 1.39% 1.54%
Transfers Accounted for as Secured Borrowings, Associated Liabilities, Carrying Amount 431,039 283,266
Fair value of Collateral Pledged 540,332 336,124
Bonds [Member]
   
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items]    
Debt, Weighted Average Interest Rate 1.67% 1.65%
Transfers Accounted for as Secured Borrowings, Associated Liabilities, Carrying Amount 34,549 60,462
Fair value of Collateral Pledged $ 36,342 $ 67,872