Quarterly report pursuant to Section 13 or 15(d)

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

v3.3.0.814
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (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)
Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (10,010,000) (12,410,000) $ (9,410,000) $ (7,660,000) $ (11,450,000) $ (5,130,000)
Variable Income Interest Rate [Member] | Long [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost (242,440) (255,358)        
Derivative, Fair Value, Net $ (70,189) $ (130,120)        
Derivative, Average Remaining Period Until Maturity 48.98 56.62        
Variable Income Interest Rate [Member] | Long [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 6.3 7.4        
Derivative, Notional Amount $ (11,910,000) $ (8,210,000)        
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor        
Derivative, Average Fixed Interest Rate 3.545% 4.116%        
Variable Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ (14,612)          
Derivative Asset, Fair Value, Amount Not Offset Against Collateral $ (86)          
Derivative, Average Remaining Period Until Maturity 1.68          
Variable Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 5.7          
Derivative, Notional Amount $ (3,600,000)          
Derivative, Description of Variable Reference Rate 3M Libor          
Derivative, Average Fixed Interest Rate 2.626%          
Variable Income Interest Rate [Member] | Long [Member] | Six Months or Longer Remaining Maturity [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ (227,828) $ (255,358)        
Derivative, Fair Value, Net $ (70,103) $ (130,120)        
Derivative, Average Remaining Period Until Maturity 49.01 56.62        
Variable Income Interest Rate [Member] | Long [Member] | Six Months or Longer Remaining Maturity [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 6.5 7.4        
Derivative, Notional Amount $ (8,310,000) $ (8,210,000)        
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor        
Derivative, Average Fixed Interest Rate 3.943% 4.116%        
Variable Income Interest Rate [Member] | Short [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ (81,248) $ (81,248)        
Derivative, Fair Value, Net $ (9,176) $ (19,990)        
Derivative, Average Remaining Period Until Maturity 21.02 30.02        
Variable Income Interest Rate [Member] | Short [Member] | Underlying Swap [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 3.438% 3.438%        
Variable Income Interest Rate [Member] | Short [Member] | Six Months or Longer Remaining Maturity [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ (81,248) $ (81,248)        
Derivative, Fair Value, Net $ (9,176) $ (19,990)        
Derivative, Average Remaining Period Until Maturity 21.02 30.02        
Variable Income Interest Rate [Member] | Short [Member] | Six Months or Longer Remaining Maturity [Member] | Underlying Swap [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 3.438% 3.438%        
Fixed Income Interest Rate [Member] | Long [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost   $ (10,715)        
Derivative, Fair Value, Net   $ (6,462)        
Derivative, Average Remaining Period Until Maturity   3.38        
Fixed Income Interest Rate [Member] | Long [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity   5.0        
Derivative, Notional Amount   $ (5,000,000)        
Derivative, Description of Variable Reference Rate   3M Libor        
Derivative, Average Fixed Interest Rate   1.352%        
Fixed Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost   $ (10,715)        
Derivative, Fair Value, Net   $ (6,462)        
Derivative, Average Remaining Period Until Maturity   3.38        
Fixed Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity   5.0        
Derivative, Notional Amount   $ (5,000,000)        
Derivative, Description of Variable Reference Rate   3M Libor        
Derivative, Average Fixed Interest Rate   1.352%        
Fixed Income Interest Rate [Member] | Short [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ 4,400          
Derivative Asset, Fair Value, Amount Not Offset Against Collateral $ (5,849)          
Derivative, Average Remaining Period Until Maturity 1.78          
Fixed Income Interest Rate [Member] | Short [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 7.3          
Derivative, Notional Amount $ (1,100,000)          
Derivative, Description of Variable Reference Rate 3M Libor          
Derivative, Average Fixed Interest Rate 1.487%          
Fixed Income Interest Rate [Member] | Short [Member] | Less Than Six Months Remaining Maturity [Member] | Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Cost $ 4,400          
Derivative Asset, Fair Value, Amount Not Offset Against Collateral $ (5,849)          
Derivative, Average Remaining Period Until Maturity 1.78          
Fixed Income Interest Rate [Member] | Short [Member] | Less Than Six Months Remaining Maturity [Member] | Underlying Swap [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 7.3          
Derivative, Notional Amount $ (1,100,000)          
Derivative, Description of Variable Reference Rate 3M Libor          
Derivative, Average Fixed Interest Rate 1.487%