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 ($)
$ in Thousands
 3 Months Ended 12 Months Ended
Mar. 31, 2017
Dec. 31, 2016
Mar. 31, 2016
Dec. 31, 2015
Derivative [Line Items]        
Derivative, Notional Amount $ 15,935,535 $ 18,802,500 $ 26,390,596 $ 21,998,381
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Long [Member]        
Derivative [Line Items]        
Derivative, Average Remaining Maturity 4 years 9 months 16 days 5 years 1 month 8 days    
Derivative, Notional Amount $ 7,525,000 $ 4,800,000    
Derivative, Average Fixed Interest Rate 2.40% 2.24%    
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor    
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Average Remaining Maturity 4 years 9 months 7 days 4 years 9 months 10 days    
Derivative, Notional Amount $ 6,700,000 $ 4,500,000    
Derivative, Average Fixed Interest Rate 2.43% 2.16%    
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor    
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Long [Member] | Six Months or Longer Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Average Remaining Maturity 5 years 10 years    
Derivative, Notional Amount $ 825,000 $ 300,000    
Derivative, Average Fixed Interest Rate 2.17% 3.50%    
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor    
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Short [Member]        
Derivative [Line Items]        
Derivative, Average Remaining Maturity 8 years 11 months 5 days 10 years    
Derivative, Notional Amount $ 2,800,000 $ 800,000    
Derivative, Average Fixed Interest Rate 3.01% 3.44%    
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor    
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Short [Member] | Less Than Six Months Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Average Remaining Maturity 10 years 10 years    
Derivative, Notional Amount $ 2,200,000 $ 500,000    
Derivative, Average Fixed Interest Rate 3.17% 3.40%    
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor    
Underlying Swap [Member] | Variable Income Interest Rate [Member] | Short [Member] | Six Months or Longer Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Average Remaining Maturity 5 years 10 years    
Derivative, Notional Amount $ 600,000 $ 300,000    
Derivative, Average Fixed Interest Rate 2.42% 3.50%    
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor    
Underlying Swap [Member] | Fixed Income Interest Rate [Member] | Long [Member]        
Derivative [Line Items]        
Derivative, Average Remaining Maturity 8 years 6 months      
Derivative, Notional Amount $ 2,000,000      
Derivative, Average Fixed Interest Rate 1.78%      
Derivative, Description of Variable Reference Rate 3M Libor      
Underlying Swap [Member] | Fixed Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Average Remaining Maturity 10 years      
Derivative, Notional Amount $ 1,400,000      
Derivative, Average Fixed Interest Rate 1.76%      
Derivative, Description of Variable Reference Rate 3M Libor      
Underlying Swap [Member] | Fixed Income Interest Rate [Member] | Long [Member] | Six Months or Longer Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Average Remaining Maturity 5 years      
Derivative, Notional Amount $ 600,000      
Derivative, Average Fixed Interest Rate 1.82%      
Derivative, Description of Variable Reference Rate 3M Libor      
Underlying Swap [Member] | Fixed Income Interest Rate [Member] | Short [Member]        
Derivative [Line Items]        
Derivative, Average Remaining Maturity 5 years 7 months 18 days 4 years 11 months 8 days    
Derivative, Notional Amount $ 10,605,000 $ 3,775,000    
Derivative, Average Fixed Interest Rate 1.90% 1.19%    
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor    
Underlying Swap [Member] | Fixed Income Interest Rate [Member] | Short [Member] | Less Than Six Months Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Average Remaining Maturity 5 years 8 months 26 days 4 years 11 months 8 days    
Derivative, Notional Amount $ 9,105,000 $ 3,775,000    
Derivative, Average Fixed Interest Rate 1.90% 1.19%    
Derivative, Description of Variable Reference Rate 3M Libor 3M Libor    
Underlying Swap [Member] | Fixed Income Interest Rate [Member] | Short [Member] | Six Months or Longer Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Average Remaining Maturity 5 years      
Derivative, Notional Amount $ 1,500,000      
Derivative, Average Fixed Interest Rate 1.92%      
Derivative, Description of Variable Reference Rate 3M Libor      
Interest Rate Swaption [Member]        
Derivative [Line Items]        
Derivative, Notional Amount $ 3,880,000 $ 225,000 $ 5,200,000 $ 5,200,000
Interest Rate Swaption [Member] | Variable Income Interest Rate [Member] | Long [Member]        
Derivative [Line Items]        
Derivative, Cost 70,947 43,015    
Derivative, Fair Value, Net $ 38,889 $ 42,941    
Derivative, Average Remaining Maturity 5 months 5 days 1 month 7 days    
Interest Rate Swaption [Member] | Variable Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Cost $ 70,947 $ 29,360    
Derivative, Fair Value, Net $ 30,346 $ 42,149    
Derivative, Average Remaining Maturity 4 months 18 days 1 month 7 days    
Interest Rate Swaption [Member] | Variable Income Interest Rate [Member] | Long [Member] | Six Months or Longer Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Cost $ 0 $ 13,655    
Derivative, Fair Value, Net $ 8,543 $ 792    
Derivative, Average Remaining Maturity 6 months 11 days 6 months 21 days    
Interest Rate Swaption [Member] | Variable Income Interest Rate [Member] | Short [Member]        
Derivative [Line Items]        
Derivative, Cost $ 86,898 $ 81,248    
Derivative, Fair Value, Net $ 8,028 $ 2,352    
Derivative, Average Remaining Maturity 5 months 26 days 6 months 1 day    
Interest Rate Swaption [Member] | Variable Income Interest Rate [Member] | Short [Member] | Less Than Six Months Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Cost $ 86,898 $ 51,355    
Derivative, Fair Value, Net $ 4,625 $ (1,414)    
Derivative, Average Remaining Maturity 5 months 2 days 5 months 25 days    
Interest Rate Swaption [Member] | Variable Income Interest Rate [Member] | Short [Member] | Six Months or Longer Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Cost $ 0 $ 29,893    
Derivative, Fair Value, Net $ 3,403 $ 938    
Derivative, Average Remaining Maturity 6 months 11 days 6 months 23 days    
Interest Rate Swaption [Member] | Fixed Income Interest Rate [Member] | Long [Member]        
Derivative [Line Items]        
Derivative, Cost $ 2,685      
Derivative, Fair Value, Net $ 3,904      
Derivative, Average Remaining Maturity 5 months 28 days      
Interest Rate Swaption [Member] | Fixed Income Interest Rate [Member] | Long [Member] | Less Than Six Months Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Cost $ 2,685      
Derivative, Fair Value, Net $ 2,116      
Derivative, Average Remaining Maturity 5 months 4 days      
Interest Rate Swaption [Member] | Fixed Income Interest Rate [Member] | Long [Member] | Six Months or Longer Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Cost $ 0      
Derivative, Fair Value, Net $ 1,788      
Derivative, Average Remaining Maturity 6 months 11 days      
Interest Rate Swaption [Member] | Fixed Income Interest Rate [Member] | Short [Member]        
Derivative [Line Items]        
Derivative, Cost $ 22,225 $ 0    
Derivative, Fair Value, Net $ 29,039 $ 2,353    
Derivative, Average Remaining Maturity 4 months 23 days 2 months 9 days    
Interest Rate Swaption [Member] | Fixed Income Interest Rate [Member] | Short [Member] | Less Than Six Months Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Cost $ 20,625 $ 0    
Derivative, Fair Value, Net $ 22,724 $ 2,353    
Derivative, Average Remaining Maturity 3 months 30 days 2 months 9 days    
Interest Rate Swaption [Member] | Fixed Income Interest Rate [Member] | Short [Member] | Six Months or Longer Remaining Maturity [Member]        
Derivative [Line Items]        
Derivative, Cost $ 1,600      
Derivative, Fair Value, Net $ (6,315)      
Derivative, Average Remaining Maturity 6 months 11 days