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Derivative Instruments (Details) (Not Designated as Hedging Instrument [Member], USD $)
In Thousands
3 Months Ended9 Months Ended
Sep. 30, 2011
Sep. 30, 2010
Sep. 30, 2011
Sep. 30, 2010
Dec. 31, 2010
Asset Derivatives     
Estimated Fair Value$ 589,979 $ 589,979 $ 145,694
Liabilities Derivatives     
Estimated Fair Value(585,385) (585,385) (18,239)
Derivative Instruments, Gain (Loss) Recognized in Income, Net [Abstract]     
Net realized gains or losses recorded on derivative instruments36,179(7,030)28,03528,522 
Futures contracts
     
Asset Derivatives     
Estimated Fair Value4,221 4,221 1,968
Notional Value284,785 284,785 512,292
Liabilities Derivatives     
Estimated Fair Value(170) (170) (62)
Notional Value687,145 687,145 23,544
Derivative Instruments, Gain (Loss) Recognized in Income, Net [Abstract]     
Net realized gains or losses recorded on derivative instruments12,14210,41915,51526,136 
Foreign currency forward contracts
     
Asset Derivatives     
Estimated Fair Value17,860 17,860 4,093
Notional Value324,003 324,003 119,969
Liabilities Derivatives     
Estimated Fair Value(5,923) (5,923) (13,582)
Notional Value122,408 122,408 277,908
Derivative Instruments, Gain (Loss) Recognized in Income, Net [Abstract]     
Net realized gains or losses recorded on derivative instruments12,155(22,425)(4,238)(7,016) 
TBA [Member]
     
Asset Derivatives     
Estimated Fair Value560,860 560,860 125,397
Notional Value525,730 525,730 121,100
Liabilities Derivatives     
Estimated Fair Value(575,373) (575,373) 0
Notional Value538,400 538,400 0
Derivative Instruments, Gain (Loss) Recognized in Income, Net [Abstract]     
Net realized gains or losses recorded on derivative instruments2,5543,14711,0565,541 
Other
     
Asset Derivatives     
Estimated Fair Value7,038 7,038 14,236
Notional Value180,918 180,918 239,552
Liabilities Derivatives     
Estimated Fair Value(3,919) (3,919) (4,595)
Notional Value320,287 320,287 268,597
Derivative Instruments, Gain (Loss) Recognized in Income, Net [Abstract]     
Net realized gains or losses recorded on derivative instruments$ 9,328$ 1,829$ 5,702$ 3,861