Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of Constant Maturity Swaps (Details)

v3.3.0.814
Derivative Instruments and Hedging Activities Schedule of Constant Maturity Swaps (Details) - USD ($)
$ in Thousands
Sep. 30, 2015
Jun. 30, 2015
Dec. 31, 2014
Sep. 30, 2014
Jun. 30, 2014
Dec. 31, 2013
Derivative [Line Items]            
Derivative, Notional Amount $ 28,317,580 $ 27,401,335 $ 48,115,523 $ 57,015,981 $ 43,379,217 $ 37,366,610
Swap [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 0 $ 0 14,000,000 $ 18,000,000 $ 6,000,000 $ 10,000,000
Derivative, Fair Value, Net     1,530      
Derivative, Cost     0      
Derivative, Unrealized Gains (Losses)     $ 1,530      
Derivative, Average Strike Swap Rate     0.548%      
Derivative Financial Instruments, Assets [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 18,899,975   $ 36,315,523      
Derivative, Fair Value, Net 296,731   380,791      
Derivative Financial Instruments, Assets [Member] | Swap [Member]            
Derivative [Line Items]            
Derivative, Notional Amount 0   12,000,000      
Derivative, Fair Value, Net $ 0   2,013      
Determination Date, January 2015 [Member] | Swap [Member]            
Derivative [Line Items]            
Derivative, Notional Amount     7,000,000      
Derivative, Fair Value, Net     1,502      
Derivative, Cost     0      
Derivative, Unrealized Gains (Losses)     $ 1,502      
Derivative, Average Strike Swap Rate     0.538%      
Determination Date, February 2015 [Member] | Swap [Member]            
Derivative [Line Items]            
Derivative, Notional Amount     $ 2,000,000      
Derivative, Fair Value, Net     (13)      
Derivative, Cost     0      
Derivative, Unrealized Gains (Losses)     $ (13)      
Derivative, Average Strike Swap Rate     0.572%      
Determination Date, March 2015 [Member] | Swap [Member]            
Derivative [Line Items]            
Derivative, Notional Amount     $ 5,000,000      
Derivative, Fair Value, Net     41      
Derivative, Cost     0      
Derivative, Unrealized Gains (Losses)     $ 41      
Derivative, Average Strike Swap Rate     0.552%