Quarterly report pursuant to Section 13 or 15(d)

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

v2.4.0.8
Derivative Instruments and Hedging Activities Schedule of Interest Rate Swaptions (Details) (USD $)
In Thousands, unless otherwise specified
 9 Months Ended
Sep. 30, 2013
Sep. 30, 2012
Dec. 31, 2012
Long [Member] | Interest Rate Swaption [Member]
      
Derivative [Line Items]      
Derivative, Cost $ 229,944   $ 133,908
Derivative Asset, Fair Value, Net 313,418   102,048
Derivative, Weighted Average Remaining Maturity 41.785   53.376
Derivative, Weighted Average Remaining Maturity 41.785   53.376
Long [Member] | Underlying Swap [Member]
      
Derivative [Line Items]      
Derivative, Weighted Average Remaining Maturity 9.063   9.758
Derivative, Notional Amount 6,400,000   4,950,000
Derivative, Average Fixed Interest Rate 4.233%   3.753%
Derivative, Description of Variable Rate Basis 3M Libor 3M Libor  
Derivative, Weighted Average Remaining Maturity 9.063   9.758
Long [Member] | Less Than Six Months Remaining Maturity [Member] | Interest Rate Swaption [Member]
      
Derivative [Line Items]      
Derivative, Cost     3,983
Derivative Asset, Fair Value, Net     30
Derivative, Weighted Average Remaining Maturity     5.375
Derivative, Weighted Average Remaining Maturity     5.375
Long [Member] | Less Than Six Months Remaining Maturity [Member] | Underlying Swap [Member]
      
Derivative [Line Items]      
Derivative, Weighted Average Remaining Maturity     10
Derivative, Notional Amount     300,000
Derivative, Average Fixed Interest Rate     4.00%
Derivative, Description of Variable Rate Basis   3M Libor  
Derivative, Weighted Average Remaining Maturity     10
Long [Member] | Six Months or Longer Remaining Maturity [Member] | Interest Rate Swaption [Member]
      
Derivative [Line Items]      
Derivative, Cost 229,944   129,925
Derivative Asset, Fair Value, Net 313,418   102,018
Derivative, Weighted Average Remaining Maturity 41.785   53.383
Derivative, Weighted Average Remaining Maturity 41.785   53.383
Long [Member] | Six Months or Longer Remaining Maturity [Member] | Underlying Swap [Member]
      
Derivative [Line Items]      
Derivative, Weighted Average Remaining Maturity 9.063   9.742
Derivative, Notional Amount 6,400,000   4,650,000
Derivative, Average Fixed Interest Rate 4.233%   3.737%
Derivative, Description of Variable Rate Basis 3M Libor 3M Libor  
Derivative, Weighted Average Remaining Maturity 9.063   9.742
Short [Member] | Interest Rate Swaption [Member]
      
Derivative [Line Items]      
Derivative, Cost (88,631)    
Derivative Asset, Fair Value, Net (75,547)    
Derivative, Weighted Average Remaining Maturity 45.018    
Derivative, Weighted Average Remaining Maturity 45.018    
Short [Member] | Underlying Swap [Member]
      
Derivative [Line Items]      
Derivative, Weighted Average Remaining Maturity 10    
Derivative, Notional Amount (1,970,000)    
Derivative, Average Fixed Interest Rate 3.241%    
Derivative, Description of Variable Rate Basis 3M Libor    
Derivative, Weighted Average Remaining Maturity 10    
Short [Member] | Less Than Six Months Remaining Maturity [Member] | Interest Rate Swaption [Member]
      
Derivative [Line Items]      
Derivative, Cost (7,383)    
Derivative Asset, Fair Value, Net (5)    
Derivative, Weighted Average Remaining Maturity 0.1    
Derivative, Weighted Average Remaining Maturity 0.1    
Short [Member] | Less Than Six Months Remaining Maturity [Member] | Underlying Swap [Member]
      
Derivative [Line Items]      
Derivative, Weighted Average Remaining Maturity 10    
Derivative, Notional Amount (1,170,000)    
Derivative, Average Fixed Interest Rate 3.106%    
Derivative, Description of Variable Rate Basis 3M Libor    
Derivative, Weighted Average Remaining Maturity 10    
Short [Member] | Six Months or Longer Remaining Maturity [Member] | Interest Rate Swaption [Member]
      
Derivative [Line Items]      
Derivative, Cost (81,248)    
Derivative Asset, Fair Value, Net (75,542)    
Derivative, Weighted Average Remaining Maturity 45.023    
Derivative, Weighted Average Remaining Maturity 45.023    
Short [Member] | Six Months or Longer Remaining Maturity [Member] | Underlying Swap [Member]
      
Derivative [Line Items]      
Derivative, Weighted Average Remaining Maturity 10    
Derivative, Notional Amount $ (800,000)    
Derivative, Average Fixed Interest Rate 3.438%    
Derivative, Description of Variable Rate Basis 3M Libor    
Derivative, Weighted Average Remaining Maturity 10