Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaps Associated with U.S. Treasuries and Other RMBS (Details)

v2.4.0.6
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaps Associated with U.S. Treasuries and Other RMBS (Details) (Swap [Member], USD $)
In Thousands, unless otherwise specified
Jun. 30, 2012
Dec. 31, 2011
Derivative [Line Items]    
Derivative, Notional Amount $ 1,000,000 $ 1,250,000
Derivative Maturity Over One And Within Two Years From Balance Sheet Date [Member]
    
Derivative [Line Items]    
Derivative, Notional Amount   $ 1,250,000
Derivative, Average Fixed Interest Rate   0.6196%
Derivative, Average Variable Interest Rate   0.3393%
Derivative, Weighted Average Remaining Maturity   1.535
Derivative Maturity Over Three And Within Four Years From Balance Sheet Date [Member]
    
Derivative [Line Items]    
Derivative, Weighted Average Remaining Maturity 2.7778