Annual report pursuant to Section 13 and 15(d)

Derivative Instruments and Hedging Activities Schedule of Total Return Swaps (Details)

v3.3.1.900
Derivative Instruments and Hedging Activities Schedule of Total Return Swaps (Details) - USD ($)
$ in Thousands
Dec. 31, 2015
Dec. 31, 2014
Dec. 31, 2013
Derivative [Line Items]      
Derivative, Notional Amount $ (21,998,381) $ (48,115,523) $ (37,366,610)
Total Return Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (889,418) (598,459)  
Derivative, Fair Value, Net 1,645 1,387  
Derivative, Cost (1,383) (1,732)  
Derivative, Unrealized Gains (Losses) 262 (345)  
Total Return Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Maturity Date, 1/12/2043 [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (369,639) (411,281)  
Derivative, Fair Value, Net 456 763  
Derivative, Cost (866) (1,457)  
Derivative, Unrealized Gains (Losses) (410) (694)  
Total Return Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Maturity Date, 1/12/2044 [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (325,003) (187,178)  
Derivative, Fair Value, Net 350 624  
Derivative, Cost (1,679) (275)  
Derivative, Unrealized Gains (Losses) (1,329) $ 349  
Total Return Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Maturity Date, 1/12/2045 [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (194,776)    
Derivative, Fair Value, Net 839    
Derivative, Cost 1,162    
Derivative, Unrealized Gains (Losses) $ 2,001