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Derivative Instruments and Hedging Activities Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) (USD $)
In Thousands, unless otherwise specified |
3 Months Ended | 6 Months Ended | ||
|---|---|---|---|---|
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Jun. 30, 2013
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Jun. 30, 2012
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Jun. 30, 2013
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Jun. 30, 2012
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| Derivative Instruments, Gain (Loss) [Line Items] | ||||
| Derivative Instruments, Gain (Loss) Recognized in Income, Net | $ 62,283 | $ (7,577) | $ 45,621 | $ (16,480) |
| Gain (loss) on Interest Rate Swap and Swaption Agreements | 259,826 | (61,014) | 278,798 | (77,207) |
| Gain (Loss) on Mortgage Loans Held-for-Sale | (35,142) | 10 | (20,819) | (22) |
| Trading Activity, Gains and Losses, Net | 301,807 | (68,631) | 304,404 | (93,714) |
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Other Contract [Member]
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| Derivative Instruments, Gain (Loss) [Line Items] | ||||
| Derivative Instruments, Gain (Loss) Recognized in Income, Net | 116,709 | (22,350) | 104,057 | (24,987) |
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Interest Rate Swaps and Swaptions Associated with U.S. Treasuries and TBA Contracts [Member]
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| Derivative Instruments, Gain (Loss) [Line Items] | ||||
| Gain (loss) on Interest Rate Swap and Swaption Agreements | 409 | (5,697) | 320 | (7,345) |
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Forward Purchase Commitment [Member]
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| Derivative Instruments, Gain (Loss) [Line Items] | ||||
| Gain (Loss) on Mortgage Loans Held-for-Sale | (20,302) | (39) | (20,015) | (26) |
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Interest Rate Swaps and Swaptions Associated with Repurchase Agreements [Member]
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| Derivative Instruments, Gain (Loss) [Line Items] | ||||
| Gain (loss) on Interest Rate Swap and Swaption Agreements | 259,417 | (55,317) | 278,478 | (69,862) |
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Credit Default Swap, Selling Protection [Member]
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| Derivative Instruments, Gain (Loss) [Line Items] | ||||
| Derivative Instruments, Gain (Loss) Recognized in Income, Net | (4,220) | (1,225) | (9,862) | (25,526) |
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Credit Default Swap, Buying Protection [Member]
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| Derivative Instruments, Gain (Loss) [Line Items] | ||||
| Derivative Instruments, Gain (Loss) Recognized in Income, Net | 0 | 752 | 0 | 8,972 |
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Inverse Interest-Only Securities [Member]
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| Derivative Instruments, Gain (Loss) [Line Items] | ||||
| Derivative Instruments, Gain (Loss) Recognized in Income, Net | (40,149) | 15,245 | (38,920) | 25,060 |
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Agency To-be-Announced Securities, Non-Risk Management [Member]
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| Derivative Instruments, Gain (Loss) [Line Items] | ||||
| Derivative Instruments, Gain (Loss) Recognized in Income, Net | $ (10,057) | $ 0 | $ (9,654) | $ 0 |