Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details)

v3.2.0.727
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) - Derivative, Name [Domain]
$ in Thousands
 6 Months Ended 12 Months Ended
Jun. 30, 2015
USD ($)
Dec. 31, 2014
USD ($)
Mar. 31, 2015
USD ($)
Jun. 30, 2014
USD ($)
Mar. 31, 2014
USD ($)
Dec. 31, 2013
USD ($)
Derivative [Line Items]            
Derivative, Notional Amount $ (27,401,335) $ (48,115,523) $ (33,709,043) $ (43,379,217) $ (43,576,146) $ (37,366,610)
Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (9,410,000) (12,410,000) $ (12,960,000) $ (11,450,000) $ (9,500,000) $ (5,130,000)
Variable Income Interest Rate [Member] | Long [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost (277,291) (255,358)        
Derivative, Fair Value, Net $ (149,077) $ (130,120)        
Derivative, Average Remaining Period Until Maturity 46.40 56.62        
Variable Income Interest Rate [Member] | Long [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 6.7 7.4        
Derivative, Notional Amount $ (14,810,000) $ (8,210,000)        
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor        
Derivative, Average Fixed Interest Rate 3.532% 4.116%        
Variable Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ (17,963)          
Derivative Asset, Fair Value, Amount Not Offset Against Collateral $ 14,444          
Derivative, Average Remaining Period Until Maturity 4.36          
Variable Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 6.3          
Derivative, Notional Amount $ (5,600,000)          
Derivative, Description of Variable Reference Rate 3M Libor          
Derivative, Average Fixed Interest Rate 2.746%          
Variable Income Interest Rate [Member] | Long [Member] | Six Months or Longer Remaining Maturity [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ (259,328) $ (255,358)        
Derivative, Fair Value, Net $ (134,633) $ (130,120)        
Derivative, Average Remaining Period Until Maturity 50.71 56.62        
Variable Income Interest Rate [Member] | Long [Member] | Six Months or Longer Remaining Maturity [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 6.9 7.4        
Derivative, Notional Amount $ (9,210,000) $ (8,210,000)        
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor        
Derivative, Average Fixed Interest Rate 4.01% 4.116%        
Variable Income Interest Rate [Member] | Short [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ (81,248) $ (81,248)        
Derivative, Fair Value, Net $ (20,660) $ (19,990)        
Derivative, Average Remaining Period Until Maturity 24.02 30.02        
Variable Income Interest Rate [Member] | Short [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 10.0 10.0        
Derivative, Notional Amount $ (800,000) $ (800,000)        
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor        
Derivative, Average Fixed Interest Rate 3.438% 3.438%        
Variable Income Interest Rate [Member] | Short [Member] | Six Months or Longer Remaining Maturity [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ (81,248) $ (81,248)        
Derivative, Fair Value, Net $ (20,660) $ (19,990)        
Derivative, Average Remaining Period Until Maturity 24.02 30.02        
Variable Income Interest Rate [Member] | Short [Member] | Six Months or Longer Remaining Maturity [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 10.0 10.0        
Derivative, Notional Amount $ (800,000) $ (800,000)        
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor        
Derivative, Average Fixed Interest Rate 3.438% 3.438%        
Fixed Income Interest Rate [Member] | Long [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ (13,538) $ (10,715)        
Derivative, Fair Value, Net $ (298) $ (6,462)        
Derivative, Average Remaining Period Until Maturity 1.04 3.38        
Fixed Income Interest Rate [Member] | Long [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 5.0 5.0        
Derivative, Notional Amount $ (2,000,000) $ (5,000,000)        
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor        
Derivative, Average Fixed Interest Rate 1.325% 1.352%        
Fixed Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ (13,538) $ (10,715)        
Derivative, Fair Value, Net $ (298) $ (6,462)        
Derivative, Average Remaining Period Until Maturity 1.04 3.38        
Fixed Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 5.0 5.0        
Derivative, Notional Amount $ (2,000,000) $ (5,000,000)        
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor        
Derivative, Average Fixed Interest Rate 1.325% 1.352%        
Fixed Income Interest Rate [Member] | Short [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ 28,980          
Derivative Asset, Fair Value, Amount Not Offset Against Collateral $ (19,895)          
Derivative, Average Remaining Period Until Maturity 4.29          
Fixed Income Interest Rate [Member] | Short [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 6.1          
Derivative, Notional Amount $ 6,600,000          
Derivative, Description of Variable Reference Rate 3M Libor          
Derivative, Average Fixed Interest Rate 1.642%          
Fixed Income Interest Rate [Member] | Short [Member] | Less Than Six Months Remaining Maturity [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ 28,980          
Derivative Asset, Fair Value, Amount Not Offset Against Collateral $ (19,895)          
Derivative, Average Remaining Period Until Maturity 4.29          
Fixed Income Interest Rate [Member] | Short [Member] | Less Than Six Months Remaining Maturity [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 6.1          
Derivative, Notional Amount $ 6,600,000          
Derivative, Description of Variable Reference Rate 3M Libor          
Derivative, Average Fixed Interest Rate 1.642%