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Collateral Positions (Details) (USD $)	Dec. 31, 2011	Dec. 31, 2010
Collateral Positions
Assets Pledged	$ 9,056,087,000	$ 6,891,431,000
Collateral Held	306,401,000
Repurchase Agreement Borrowings
Collateral Positions
Assets Pledged	8,922,898,000	6,702,814,000
Repurchase Agreement Borrowings \| Agency MBS
Collateral Positions
Assets Pledged	6,549,276,000	5,366,345,000
Repurchase Agreement Borrowings \| Non-Agency MBS
Collateral Positions
Assets Pledged	2,067,221,000	1,329,625,000
Non-Agency MBS acquired from consolidated VIEs	1,375,000,000	462,000,000
Non-Agency MBS pledged as collateral in connection with contemporaneous repurchase and reverse repurchase agreements entered into with a single counterparty	448,400,000
Repurchase Agreement Borrowings \| Cash
Collateral Positions
Assets Pledged		6,844,000
Derivative contracts
Collateral Positions
Assets Pledged	133,189,000	188,617,000
Derivative contracts \| Agency MBS
Collateral Positions
Assets Pledged	117,687,000	153,534,000
Derivative contracts \| Cash
Collateral Positions
Assets Pledged	15,502,000	35,083,000
Reverse Repurchase Agreements:
Collateral Positions
Collateral Held	306,401,000
Reverse Repurchase Agreements: \| U.S. Treasury securities
Collateral Positions
Collateral Held	$ 306,401,000

The carrying amount, as of the date of the latest financial statement presented, of all assets that are pledged as collateral for the payment of the related debt obligation primarily arising from secured borrowings, repurchase agreements or other current or potential obligations, where the secured party does not have the right by contract or custom to sell or re-pledge the collateral and therefore are not reclassified and separately reported in the statement of financial position.

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