|
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 | 12 Months Ended | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Dec. 31, 2012
|
Sep. 30, 2012
|
Jun. 30, 2012
|
Mar. 31, 2012
|
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, 2012
|
Dec. 31, 2011
|
Dec. 31, 2010
|
|
| Derivative Instruments, Gain (Loss) [Line Items] | |||||||||||||||
| Derivative Instruments, Gain (Loss) Recognized in Income, Net | $ (198,311) | $ (60,014) | $ 812 | ||||||||||||
| Loss on Interest Rate Swap and Swaption Agreements | (6,096) | (76,472) | (61,014) | (16,193) | 1,411 | (39,311) | (50,808) | 1,939 | 3,693 | (4,436) | (4,054) | (1,547) | (159,775) | (86,769) | (6,344) |
| Gain (Loss) on Mortgage Loans | 1,679 | 613 | 10 | (32) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2,270 | 0 | 0 |
|
Other Contract [Member]
|
|||||||||||||||
| Derivative Instruments, Gain (Loss) [Line Items] | |||||||||||||||
| Derivative Instruments, Gain (Loss) Recognized in Income, Net | (30,897) | 91 | 2,711 | ||||||||||||
|
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 | (13,056) | 6,112 | (2,047) | ||||||||||||
|
Forward Purchase Commitment [Member]
|
|||||||||||||||
| Derivative Instruments, Gain (Loss) [Line Items] | |||||||||||||||
| Gain (Loss) on Mortgage Loans | 2,370 | 0 | 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 | (146,719) | (92,881) | (4,297) | ||||||||||||
|
Credit Default Swap, Selling Protection [Member]
|
|||||||||||||||
| Derivative Instruments, Gain (Loss) [Line Items] | |||||||||||||||
| Derivative Instruments, Gain (Loss) Recognized in Income, Net | (61,935) | 11,409 | 0 | ||||||||||||
|
Credit Default Swap, Buying Protection [Member]
|
|||||||||||||||
| Derivative Instruments, Gain (Loss) [Line Items] | |||||||||||||||
| Derivative Instruments, Gain (Loss) Recognized in Income, Net | 11,988 | (8,137) | (44) | ||||||||||||
|
Inverse Interest-Only Securities [Member]
|
|||||||||||||||
| Derivative Instruments, Gain (Loss) [Line Items] | |||||||||||||||
| Derivative Instruments, Gain (Loss) Recognized in Income, Net | 41,706 | 23,392 | 4,489 | ||||||||||||
|
Short US Treasury Securities [Member]
|
|||||||||||||||
| Derivative Instruments, Gain (Loss) [Line Items] | |||||||||||||||
| Derivative Instruments, Gain (Loss) Recognized in Income, Net | $ (1,768) | $ 0 | $ 0 | ||||||||||||