Quarterly report pursuant to Section 13 or 15(d)

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

v3.7.0.1
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) - USD ($)
6 Months Ended 12 Months Ended
Jun. 30, 2017
Dec. 31, 2016
Mar. 31, 2017
Jun. 30, 2016
Mar. 31, 2016
Dec. 31, 2015
Derivative [Line Items]            
Notional $ 16,988,116,000 $ 18,802,500,000 $ 15,935,535,000 $ 26,141,370,000 $ 26,390,596,000 $ 21,998,381,000
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity 6 years 2 months 6 days 5 years 1 month 8 days        
Notional $ 5,025,000,000 $ 4,800,000,000        
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate 2.35% 2.24%        
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity 6 years 2 months 6 days 4 years 9 months 10 days        
Notional $ 5,025,000,000 $ 4,500,000,000        
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate 2.35% 2.16%        
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity   10 years        
Notional   $ 300,000,000        
Underlying Swap [Member] | Long [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate   3.50%        
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity 8 years 8 months          
Notional $ 2,250,000,000          
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate 1.84%          
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity 8 years 6 months          
Notional $ 2,000,000,000          
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate 1.78%          
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity 10 years          
Notional $ 250,000,000          
Underlying Swap [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate 2.35%          
Underlying Swap [Member] | Short [Member] | Variable Income Interest Rate [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity 8 years 8 months 11 days 10 years        
Notional $ 2,300,000,000 $ 800,000,000        
Underlying Swap [Member] | Short [Member] | Variable Income Interest Rate [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate 2.92% 3.44%        
Underlying Swap [Member] | Short [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity 8 years 8 months 11 days 10 years        
Notional $ 2,300,000,000 $ 500,000,000        
Underlying Swap [Member] | Short [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate 2.92% 3.40%        
Underlying Swap [Member] | Short [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity   10 years        
Notional   $ 300,000,000        
Underlying Swap [Member] | Short [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate   3.50%        
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity 10 years 4 years 11 months 8 days        
Notional $ 3,625,000,000 $ 3,775,000,000        
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate 2.00% 1.19%        
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity 10 years 4 years 11 months 8 days        
Notional $ 3,000,000,000 $ 3,775,000,000        
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate 2.02% 1.19%        
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]            
Derivative [Line Items]            
Weighted Average Remaining Maturity 10 years          
Notional $ 625,000,000          
Underlying Swap [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member] | London Interbank Offered Rate (LIBOR) [Member]            
Derivative [Line Items]            
Weighted Average Fixed Interest Rate 1.95%          
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member]            
Derivative [Line Items]            
Cost Basis $ 43,732,000 $ 43,015,000        
Fair Value $ 7,698,000 $ 42,941,000        
Weighted Average Remaining Maturity 2 months 26 days 1 month 7 days        
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis $ 43,732,000 $ 29,360,000        
Fair Value $ 7,698,000 $ 42,149,000        
Weighted Average Remaining Maturity 2 months 26 days 1 month 7 days        
Interest Rate Swaption [Member] | Long [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis   $ 13,655,000        
Fair Value   $ 792,000        
Weighted Average Remaining Maturity   6 months 21 days        
Interest Rate Swaption [Member] | Long [Member] | Fixed Income Interest Rate [Member]            
Derivative [Line Items]            
Cost Basis $ 2,685,000          
Fair Value $ 8,068,000          
Weighted Average Remaining Maturity 7 months 17 days          
Interest Rate Swaption [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis $ 2,685,000          
Fair Value $ 2,144,000          
Weighted Average Remaining Maturity 3 months 7 days          
Interest Rate Swaption [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis $ 0          
Fair Value $ 5,924,000          
Weighted Average Remaining Maturity 10 months 24 days          
Interest Rate Swaption [Member] | Short [Member] | Variable Income Interest Rate [Member]            
Derivative [Line Items]            
Cost Basis $ 35,543,000 $ 81,248,000        
Fair Value $ (915,000) $ 2,352,000        
Weighted Average Remaining Maturity 3 months 7 days 6 months 1 day        
Interest Rate Swaption [Member] | Short [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis $ 35,543,000 $ 51,355,000        
Fair Value $ (915,000) $ 1,414,000        
Weighted Average Remaining Maturity 3 months 7 days 5 months 25 days        
Interest Rate Swaption [Member] | Short [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis   $ 29,893,000        
Fair Value   $ 938,000        
Weighted Average Remaining Maturity   6 months 23 days        
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member]            
Derivative [Line Items]            
Cost Basis $ 11,050,000 $ 0        
Fair Value $ (12,717,000) $ 2,353,000        
Weighted Average Remaining Maturity 4 months 28 days 2 months 9 days        
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis $ 9,650,000 $ 0        
Fair Value $ (6,191,000) $ 2,353,000        
Weighted Average Remaining Maturity 2 months 11 days 2 months 9 days        
Interest Rate Swaption [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]            
Derivative [Line Items]            
Cost Basis $ 1,400,000          
Fair Value $ (6,526,000)          
Weighted Average Remaining Maturity 10 months 24 days