Annual report pursuant to Section 13 and 15(d)

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

v3.3.1.900
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details)
$ in Thousands
 12 Months Ended
Dec. 31, 2015
USD ($)
Dec. 31, 2014
USD ($)
Dec. 31, 2013
USD ($)
Derivative [Line Items]      
Derivative, Notional Amount $ (21,998,381) $ (48,115,523) $ (37,366,610)
Interest Rate Swaption [Member]      
Derivative [Line Items]      
Derivative, Notional Amount (5,200,000) (12,410,000) $ (5,130,000)
Interest Rate Swaption [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | Variable Income Interest Rate [Member]      
Derivative [Line Items]      
Derivative, Cost (126,648) (255,358)  
Derivative, Fair Value, Net $ 19,324 $ 130,120  
Derivative, Average Remaining Period Until Maturity 38.51 56.62  
Derivative, Average Remaining Period Until Maturity, Underlying Swap 38.51 56.62  
Interest Rate Swaption [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Cost $ (375)    
Derivative, Fair Value, Net $ 174    
Derivative, Average Remaining Period Until Maturity 0.75    
Derivative, Average Remaining Period Until Maturity, Underlying Swap 0.75    
Interest Rate Swaption [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Cost $ (126,273) $ (255,358)  
Derivative, Fair Value, Net $ 19,150 $ 130,120  
Derivative, Average Remaining Period Until Maturity 39.17 56.62  
Derivative, Average Remaining Period Until Maturity, Underlying Swap 39.17 56.62  
Interest Rate Swaption [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | Fixed Income Interest Rate [Member]      
Derivative [Line Items]      
Derivative, Cost   $ (10,715)  
Derivative, Fair Value, Net   $ 6,462  
Derivative, Average Remaining Period Until Maturity   3.38  
Derivative, Average Remaining Period Until Maturity, Underlying Swap   3.38  
Interest Rate Swaption [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Cost   $ (10,715)  
Derivative, Fair Value, Net   $ 6,462  
Derivative, Average Remaining Period Until Maturity   3.38  
Derivative, Average Remaining Period Until Maturity, Underlying Swap   3.38  
Interest Rate Swaption [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Short [Member] | Variable Income Interest Rate [Member]      
Derivative [Line Items]      
Derivative, Cost $ (81,248) $ (81,248)  
Derivative, Fair Value, Net $ 6,738 $ 19,990  
Derivative, Average Remaining Period Until Maturity 18.01 30.02  
Derivative, Average Remaining Period Until Maturity, Underlying Swap 18.01 30.02  
Interest Rate Swaption [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Short [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Cost $ (81,248) $ (81,248)  
Derivative, Fair Value, Net $ 6,738 $ 19,990  
Derivative, Average Remaining Period Until Maturity 18.01 30.02  
Derivative, Average Remaining Period Until Maturity, Underlying Swap 18.01 30.02  
Interest Rate Swaption [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Short [Member] | Fixed Income Interest Rate [Member]      
Derivative [Line Items]      
Derivative, Cost $ 100    
Derivative, Fair Value, Net $ (43)    
Derivative, Average Remaining Period Until Maturity 0.73    
Derivative, Average Remaining Period Until Maturity, Underlying Swap 0.73    
Interest Rate Swaption [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Short [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Cost $ 100    
Derivative, Fair Value, Net $ (43)    
Derivative, Average Remaining Period Until Maturity 0.73    
Derivative, Average Remaining Period Until Maturity, Underlying Swap 0.73    
Underlying Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | Variable Income Interest Rate [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity 5.9 7.4  
Derivative, Notional Amount $ (6,500,000) $ (8,210,000)  
Derivative, Average Fixed Interest Rate 3.24% 4.116%  
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor  
Derivative, Average Remaining Period Until Maturity, Underlying Swap 5.9 7.4  
Underlying Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | Variable Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity 6.3    
Derivative, Notional Amount $ (2,000,000)    
Derivative, Average Fixed Interest Rate 2.233%    
Derivative, Description of Variable Reference Rate 3M Libor    
Derivative, Average Remaining Period Until Maturity, Underlying Swap 6.3    
Underlying Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity 5.8 7.4  
Derivative, Notional Amount $ (4,500,000) $ (8,210,000)  
Derivative, Average Fixed Interest Rate 3.688% 4.116%  
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor  
Derivative, Average Remaining Period Until Maturity, Underlying Swap 5.8 7.4  
Underlying Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | Fixed Income Interest Rate [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity   5.0  
Derivative, Notional Amount   $ (5,000,000)  
Derivative, Average Fixed Interest Rate   1.352%  
Derivative, Description of Variable Reference Rate   3M Libor  
Derivative, Average Remaining Period Until Maturity, Underlying Swap   5.0  
Underlying Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Long [Member] | Fixed Income Interest Rate [Member] | Less Than Six Months Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity   5.0  
Derivative, Notional Amount   $ (5,000,000)  
Derivative, Average Fixed Interest Rate   1.352%  
Derivative, Description of Variable Reference Rate   3M Libor  
Derivative, Average Remaining Period Until Maturity, Underlying Swap   5.0  
Underlying Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Short [Member] | Variable Income Interest Rate [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity 10.0 10.0  
Derivative, Notional Amount $ (800,000) $ (800,000)  
Derivative, Average Fixed Interest Rate 3.438% 3.438%  
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor  
Derivative, Average Remaining Period Until Maturity, Underlying Swap 10.0 10.0  
Underlying Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Short [Member] | Variable Income Interest Rate [Member] | Six Months or Longer Remaining Maturity [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity 10.0 10.0  
Derivative, Notional Amount $ (800,000) $ (800,000)  
Derivative, Average Fixed Interest Rate 3.438% 3.438%  
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor  
Derivative, Average Remaining Period Until Maturity, Underlying Swap 10.0 10.0  
Underlying Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Short [Member] | Fixed Income Interest Rate [Member]      
Derivative [Line Items]      
Derivative, Average Remaining Period Until Maturity 10.0    
Derivative, Notional Amount $ (500,000)    
Derivative, Average Fixed Interest Rate 1.75%    
Derivative, Description of Variable Reference Rate 3M Libor    
Derivative, Average Remaining Period Until Maturity, Underlying Swap 10.0    
Underlying Swap [Member] | Interest Rate Risk Associated with the Investment Portfolio [Member] | Short [Member] | Fixed Income Interest Rate [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, Average Fixed Interest Rate 1.75%    
Derivative, Description of Variable Reference Rate 3M Libor    
Derivative, Average Remaining Period Until Maturity, Underlying Swap 10.0