Quarterly report pursuant to Section 13 or 15(d)

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

v3.5.0.2
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details)
$ in Thousands
 9 Months Ended 12 Months Ended
Sep. 30, 2016
USD ($)
Dec. 31, 2015
USD ($)
Jun. 30, 2016
USD ($)
Sep. 30, 2015
USD ($)
Jun. 30, 2015
USD ($)
Dec. 31, 2014
USD ($)
Derivative [Line Items]            
Derivative, Notional Amount $ (22,062,904) $ (21,998,381) $ (26,141,370) $ (28,317,580) $ (27,401,335) $ (48,115,523)
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 5.6 5.9        
Derivative, Notional Amount $ (1,800,000) $ (6,500,000)        
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor        
Derivative, Average Fixed Interest Rate 3.27% 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   6.3        
Derivative, Notional Amount   $ (2,000,000)        
Derivative, Description of Variable Reference Rate   3M Libor        
Derivative, Average Fixed Interest Rate   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 5.6 5.8        
Derivative, Notional Amount $ (1,800,000) $ (4,500,000)        
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor        
Derivative, Average Fixed Interest Rate 3.27% 3.69%        
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 6.0 10.0        
Derivative, Notional Amount $ (3,030,000) $ (800,000)        
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor        
Derivative, Average Fixed Interest Rate 1.74% 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 4.6          
Derivative, Notional Amount $ (2,230,000)          
Derivative, Description of Variable Reference Rate 3M Libor          
Derivative, Average Fixed Interest Rate 1.14%          
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 $ (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] | Fixed Income Interest Rate [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 3.0          
Derivative, Notional Amount $ (1,500,000)          
Derivative, Description of Variable Reference Rate 3M Libor          
Derivative, Average Fixed Interest Rate 1.34%          
Underlying Swap [Member] | Fixed Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Derivative, Average Remaining Period Until Maturity 3.0          
Derivative, Notional Amount $ (1,500,000)          
Derivative, Description of Variable Reference Rate 3M Libor          
Derivative, Average Fixed Interest Rate 1.34%          
Underlying Swap [Member] | Fixed Income Interest Rate [Member] | Short [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   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   10.0        
Derivative, Notional Amount   $ (500,000)        
Derivative, Description of Variable Reference Rate   3M Libor        
Derivative, Average Fixed Interest Rate   1.75%        
Interest Rate Swaption [Member]            
Derivative [Line Items]            
Derivative, Notional Amount $ (270,000) $ (5,200,000) $ (1,800,000) $ (10,010,000) $ (9,410,000) $ (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 $ (145) $ (19,324)        
Derivative, Average Remaining Period Until Maturity 8.84 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   $ (375)        
Derivative Asset, Fair Value, Amount Not Offset Against Collateral   $ (174)        
Derivative, Average Remaining Period Until Maturity   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 $ (43,015) $ (126,273)        
Derivative, Fair Value, Net $ (145) $ (19,150)        
Derivative, Average Remaining Period Until Maturity 8.84 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 $ (6,112) $ (6,738)        
Derivative, Average Remaining Period Until Maturity 4.49 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 $ 0          
Derivative, Fair Value, Net $ (5,882)          
Derivative, Average Remaining Period Until Maturity 4.45          
Interest Rate Swaption [Member] | Variable Income Interest Rate [Member] | Short [Member] | Six Months or Longer Remaining Maturity [Member]            
Derivative [Line Items]            
Derivative, Cost $ (81,248) $ (81,248)        
Derivative, Fair Value, Net $ (230) $ (6,738)        
Derivative, Average Remaining Period Until Maturity 8.99 18.01        
Interest Rate Swaption [Member] | Fixed Income Interest Rate [Member] | Long [Member]            
Derivative [Line Items]            
Derivative, Cost $ 0          
Derivative, Fair Value, Net $ (3,061)          
Derivative, Average Remaining Period Until Maturity 4.93          
Interest Rate Swaption [Member] | Fixed Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member]            
Derivative [Line Items]            
Derivative, Cost $ 0          
Derivative, Fair Value, Net $ (3,061)          
Derivative, Average Remaining Period Until Maturity 4.93          
Interest Rate Swaption [Member] | Fixed Income Interest Rate [Member] | Short [Member]            
Derivative [Line Items]            
Derivative, Cost   $ (100)        
Derivative Asset, Fair Value, Amount Not Offset Against Collateral   $ (43)        
Derivative, Average Remaining Period Until Maturity   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   $ (100)        
Derivative Asset, Fair Value, Amount Not Offset Against Collateral   $ (43)        
Derivative, Average Remaining Period Until Maturity   0.73