Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details)

v2.4.0.6
Derivative Instruments and Hedging Activities Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) (USD $)
 3 Months Ended 12 Months Ended
Dec. 31, 2011
Sep. 30, 2011
Jun. 30, 2011
Mar. 31, 2011
Dec. 31, 2010
Sep. 30, 2010
Jun. 30, 2010
Mar. 31, 2010
Dec. 31, 2009
Sep. 30, 2009
Jun. 30, 2009
Mar. 31, 2009
Dec. 31, 2011
Dec. 31, 2010
Dec. 31, 2009
Derivative Instruments, Gain (Loss) [Line Items]                              
Interest Expense on Interest Rate Swap and Swaption Agreements                         $ (24,900,000) $ (3,300,000)  
Termination of Interest Rate Swaps and Swaptions, Number of Positions                         32 3  
Derivative Instruments, Gain (Loss) Recognized in Income, Net (10,719,000) 22,361,000 9,766,000 5,347,000 2,959,000 3,098,000 153,000 946,000 0 0 0 0 (60,014,000) 812,000 364,000
Gain (Loss) on Interest Rate Swap and Swaption Agreements 1,411,000 (39,311,000) (50,808,000) 1,939,000 3,693,000 (4,436,000) (4,054,000) (1,547,000) 364,000 0 0 0 (86,769,000) (6,344,000) 364,000
Termination of Interest Rate Swaps and Swaptions, Notional Amount                         3,200,000,000 300,000,000  
Termination of Interest Rate Swaps and Swaptions, Interest Spread Settlement                         6,000,000 1,300,000  
Gain on Termination of Interest Rate Swaps and Swaptions                         (16,970,000) (4,446,000) 0
Interest Rate Swap [Member]
                              
Derivative Instruments, Gain (Loss) [Line Items]                              
Derivative Liability, Average Notional Amount                         3,667,493,000 377,400,000  
Other Contract [Member]
                              
Derivative Instruments, Gain (Loss) [Line Items]                              
Derivative Liability, Average Notional Amount                         726,781,000 91,745,000  
Derivative Instruments, Gain (Loss) Recognized in Income, Net                         91,000 2,711,000 0
Interest Rate Swaps and Swaptions Associated with U.S. Treasuries and TBA Contracts [Member]
                              
Derivative Instruments, Gain (Loss) [Line Items]                              
Gain (Loss) on Interest Rate Swap and Swaption Agreements                         6,112,000 (2,047,000) 0
Interest Rate Swaps and Swaptions Associated with Repurchase Agreements [Member]
                              
Derivative Instruments, Gain (Loss) [Line Items]                              
Gain (Loss) on Interest Rate Swap and Swaption Agreements                         (92,881,000) (4,297,000) 364,000
Credit Default Swap, Buying Protection [Member]
                              
Derivative Instruments, Gain (Loss) [Line Items]                              
Derivative Instruments, Gain (Loss) Recognized in Income, Net                         (8,137,000) (44,000) 0
Credit Default Swap, Selling Protection [Member]
                              
Derivative Instruments, Gain (Loss) [Line Items]                              
Derivative Instruments, Gain (Loss) Recognized in Income, Net                         11,409,000 0 0
Inverse Interest-Only Securities [Member]
                              
Derivative Instruments, Gain (Loss) [Line Items]                              
Derivative Liability, Average Notional Amount                         0 0  
Derivative Instruments, Gain (Loss) Recognized in Income, Net                         $ 23,392,000 $ 4,489,000 $ 0