Quarterly report pursuant to Section 13 or 15(d)

Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details)

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Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (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)
Credit Default Swap, Buying Protection [Member]            
Derivative [Line Items]            
Derivative, Average Implied Credit Spread 183.60 183.60        
Derivative, Notional Amount $ (125,000) $ (125,000)        
Derivative, Fair Value, Net (923) (1,672)        
Derivative, Cost (4,322) (4,322)        
Derivative, Unrealized Gains (Losses) $ (5,245) $ (5,994)        
Maturity Date, 06/20/2016 [Member] | Credit Default Swap, Buying Protection [Member]            
Derivative [Line Items]            
Derivative, Maturity Date Jun. 20, 2016 Jun. 20, 2016        
Derivative, Average Implied Credit Spread 105.50 105.50        
Derivative, Notional Amount $ (100,000) $ (100,000)        
Derivative, Fair Value, Net (704) (1,350)        
Derivative, Cost (260) (260)        
Derivative, Unrealized Gains (Losses) $ (964) $ (1,610)        
Maturity Date, 12/20/2016 [Member] | Credit Default Swap, Buying Protection [Member]            
Derivative [Line Items]            
Derivative, Maturity Date Dec. 20, 2016 Dec. 20, 2016        
Derivative, Average Implied Credit Spread 496.00 496.00        
Derivative, Notional Amount $ (25,000) $ (25,000)        
Derivative, Fair Value, Net (219) (322)        
Derivative, Cost (4,062) (4,062)        
Derivative, Unrealized Gains (Losses) (4,281) (4,384)        
Derivative Financial Instruments, Liabilities [Member]            
Derivative [Line Items]            
Derivative, Notional Amount (10,517,605) (16,200,000)        
Derivative, Fair Value, Net $ 81,473 $ 90,233