Annual report pursuant to Section 13 and 15(d)

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

v3.6.0.2
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details)
$ in Thousands
 12 Months Ended
Dec. 31, 2016
USD ($)
Dec. 31, 2015
USD ($)
Dec. 31, 2014
USD ($)
Derivative [Line Items]      
Derivative, Notional Amount $ 18,802,500 $ 21,998,381 $ 48,115,523
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Long [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity 5.1 5.9  
Derivative, Notional Amount $ 4,800,000 $ 6,500,000  
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor  
Derivative, Average Fixed Interest Rate 2.24% 3.24%  
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity 4.8 6.3  
Derivative, Notional Amount $ 4,500,000 $ 2,000,000  
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor  
Derivative, Average Fixed Interest Rate 2.16% 2.23%  
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Long [Member] | Six Months or Longer Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity 10.0 5.8  
Derivative, Notional Amount $ 300,000 $ 4,500,000  
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor  
Derivative, Average Fixed Interest Rate 3.50% 3.69%  
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Short [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 3.44% 3.44%  
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Short [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity 10.0    
Derivative, Notional Amount $ 500,000    
Derivative, Description of Variable Reference Rate 3M Libor    
Derivative, Average Fixed Interest Rate 3.40%    
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Short [Member] | Six Months or Longer Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity 10.0 10.0  
Derivative, Notional Amount $ 300,000 $ 800,000  
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor  
Derivative, Average Fixed Interest Rate 3.50% 3.44%  
Underlying Swap [Member] | Fixed Income Interest Rate [Member] | Short [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity 4.9 10.0  
Derivative, Notional Amount $ 3,775,000 $ 500,000  
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor  
Derivative, Average Fixed Interest Rate 1.19% 1.75%  
Underlying Swap [Member] | Fixed Income Interest Rate [Member] | Short [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity 4.9 10.0  
Derivative, Notional Amount $ 3,775,000 $ 500,000  
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor  
Derivative, Average Fixed Interest Rate 1.19% 1.75%  
Interest Rate Swaption [Member]      
Derivative [Line Items]      
Derivative, Notional Amount $ 225,000 $ 5,200,000 $ 12,410,000
Interest Rate Swaption [Member] | Variable Income Interest Rate [Member] | Long [Member]      
Derivative [Line Items]      
Derivative, Cost (43,015) (126,648)  
Derivative, Fair Value, Net $ (42,941) $ (19,324)  
Derivative, Average Remaining Period Until Maturity 1.23 38.51  
Interest Rate Swaption [Member] | Variable Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Cost $ (29,360) $ (375)  
Derivative Asset, Fair Value, Amount Not Offset Against Collateral   $ (174)  
Derivative, Fair Value, Net $ (42,149)    
Derivative, Average Remaining Period Until Maturity 1.22 0.75  
Interest Rate Swaption [Member] | Variable Income Interest Rate [Member] | Long [Member] | Six Months or Longer Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Cost $ (13,655) $ (126,273)  
Derivative, Fair Value, Net $ (792) $ (19,150)  
Derivative, Average Remaining Period Until Maturity 6.70 39.17  
Interest Rate Swaption [Member] | Variable Income Interest Rate [Member] | Short [Member]      
Derivative [Line Items]      
Derivative, Cost $ (81,248) $ (81,248)  
Derivative, Fair Value, Net $ (2,352) $ (6,738)  
Derivative, Average Remaining Period Until Maturity 6.05 18.01  
Interest Rate Swaption [Member] | Variable Income Interest Rate [Member] | Short [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Cost $ (51,355)    
Derivative, Fair Value, Net $ (1,414)    
Derivative, Average Remaining Period Until Maturity 5.81    
Interest Rate Swaption [Member] | Variable Income Interest Rate [Member] | Short [Member] | Six Months or Longer Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Cost $ (29,893) $ (81,248)  
Derivative, Fair Value, Net $ (938) $ (6,738)  
Derivative, Average Remaining Period Until Maturity 6.77 18.01  
Interest Rate Swaption [Member] | Fixed Income Interest Rate [Member] | Short [Member]      
Derivative [Line Items]      
Derivative, Cost $ 0 $ (100)  
Derivative Asset, Fair Value, Amount Not Offset Against Collateral $ (2,353) $ (43)  
Derivative, Average Remaining Period Until Maturity 2.30 0.73  
Interest Rate Swaption [Member] | Fixed Income Interest Rate [Member] | Short [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Cost $ 0 $ (100)  
Derivative Asset, Fair Value, Amount Not Offset Against Collateral $ (2,353) $ (43)  
Derivative, Average Remaining Period Until Maturity 2.30 0.73