Quarterly report pursuant to Section 13 or 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 $)
In Thousands, unless otherwise specified
 3 Months Ended 9 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Sep. 30, 2012
Sep. 30, 2011
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments, Gain (Loss) Recognized in Income, Net $ (73,018) $ (16,950) $ (166,732) $ (50,706)
Loss on Interest Rate Swap and Swaption Agreements (76,472) (39,311) (153,679) (88,180)
Other Contract [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments, Gain (Loss) Recognized in Income, Net 2,170 5,729 (22,817) 5,091
Interest Rate Swaps and Swaptions Associated with U.S. Treasuries and TBA Contracts [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Loss on Interest Rate Swap and Swaption Agreements (5,429) 6,544 (12,774) 2,733
Forward Sale Commitment [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments, Gain (Loss) Recognized in Income, Net 604 0 578 0
Interest Rate Swaps and Swaptions Associated with Repurchase Agreements [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Loss on Interest Rate Swap and Swaption Agreements (71,043) (45,855) (140,905) (90,913)
Credit Default Swap, Selling Protection [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments, Gain (Loss) Recognized in Income, Net (18,661) 21,994 (44,187) 22,267
Credit Default Swap, Buying Protection [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments, Gain (Loss) Recognized in Income, Net 3,015 (4,414) 11,987 (5,589)
Inverse Interest-Only Securities [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments, Gain (Loss) Recognized in Income, Net 18,094 (948) 43,154 15,705
Short US Treasury Securities [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments, Gain (Loss) Recognized in Income, Net $ (1,768) $ 0 $ (1,768) $ 0