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)

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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