Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details)

v3.3.0.814
Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details)
$ in Thousands
 9 Months Ended 12 Months Ended
Sep. 30, 2015
USD ($)
Dec. 31, 2014
USD ($)
Jun. 30, 2015
USD ($)
Sep. 30, 2014
USD ($)
Jun. 30, 2014
USD ($)
Dec. 31, 2013
USD ($)
Derivative [Line Items]            
Derivative, Notional Amount $ (28,317,580) $ (48,115,523) $ (27,401,335) $ (57,015,981) $ (43,379,217) $ (37,366,610)
Credit Default Swap, Buying Protection [Member]            
Derivative [Line Items]            
Derivative, Average Implied Credit Spread 183.60 183.60        
Derivative, Notional Amount $ (125,000) $ (125,000)        
Derivative, Fair Value, Net (923) (1,672)        
Derivative, Cost (4,322) (4,322)        
Derivative, Unrealized Gains (Losses) $ (5,245) $ (5,994)        
Maturity Date, 06/20/2016 [Member] | Credit Default Swap, Buying Protection [Member]            
Derivative [Line Items]            
Derivative, Maturity Date Jun. 20, 2016 Jun. 20, 2016        
Derivative, Average Implied Credit Spread 105.50 105.50        
Derivative, Notional Amount $ (100,000) $ (100,000)        
Derivative, Fair Value, Net (704) (1,350)        
Derivative, Cost (260) (260)        
Derivative, Unrealized Gains (Losses) $ (964) $ (1,610)        
Maturity Date, 12/20/2016 [Member] | Credit Default Swap, Buying Protection [Member]            
Derivative [Line Items]            
Derivative, Maturity Date Dec. 20, 2016 Dec. 20, 2016        
Derivative, Average Implied Credit Spread 496.00 496.00        
Derivative, Notional Amount $ (25,000) $ (25,000)        
Derivative, Fair Value, Net (219) (322)        
Derivative, Cost (4,062) (4,062)        
Derivative, Unrealized Gains (Losses) (4,281) (4,384)        
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (10,517,605) (16,200,000)        
Derivative, Fair Value, Net $ 81,473 $ 90,233