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

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Derivative Instruments and Hedging Activities Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance (Details) (USD $)
 3 Months Ended 6 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Jun. 30, 2012
Jun. 30, 2011
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments, Gain (Loss) Recognized in Income, Net $ (68,631,000) $ (41,042,000) $ (93,714,000) $ (33,756,000)
Gain (Loss) on Interest Rate Swap and Swaption Agreements (61,014,000) (50,808,000) (77,207,000) (48,869,000)
Interest Expense on Interest Rate Swap and Swaption Agreements (7,700,000)   (12,400,000)  
Termination of Interest Rate Swaps and Swaptions, Number of Positions 8   19  
Termination of Interest Rate Swaps and Swaptions, Notional Amount 2,000,000,000   2,900,000,000  
Termination of Interest Rate Swaps and Swaptions, Interest Spread Settlement (1,000,000)   (1,500,000)  
Gain on Termination of Interest Rate Swaps and Swaptions 7,300,000   (18,540,000) (227,000)
Termination of Credit Default Swaps, Number of Positions 6   10  
Termination of Credit Default Swaps, Notional Amount 155,000,000   240,000,000  
Termination of Credit Default Swaps, Interest Spread Settlement (73,700)   (63,208)  
Loss on Termination of Credit Default Swaps (1,697,000)   (3,300,000)  
Interest Rate Swap [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Liability, Average Notional Amount 8,154,231,000   7,300,525,000  
Other Contract [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments, Gain (Loss) Recognized in Income, Net (22,350,000) (381,000) (24,987,000) (639,000)
Derivative Liability, Average Notional Amount 945,055,000   854,420,000  
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 (5,697,000) (3,401,000) (7,345,000) (3,811,000)
Forward Sale Commitment [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments, Gain (Loss) Recognized in Income, Net (39,000) 0 (26,000) 0
Derivative Liability, Average Notional Amount     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 (55,317,000) (47,407,000) (69,862,000) (45,058,000)
Credit Default Swap, Buying Protection [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments, Gain (Loss) Recognized in Income, Net 752,000 (3,513,000) 8,972,000 (1,175,000)
Credit Default Swap, Selling Protection [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments, Gain (Loss) Recognized in Income, Net (1,225,000) 273,000 (25,526,000) 273,000
Inverse Interest-Only Securities [Member]
        
Derivative Instruments, Gain (Loss) [Line Items]        
Derivative Instruments, Gain (Loss) Recognized in Income, Net 15,245,000 13,387,000 25,060,000 16,654,000
Derivative Liability, Average Notional Amount $ 0   $ 0