Annual report pursuant to Section 13 and 15(d)

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

v3.3.1.900
Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details)
$ in Thousands
 12 Months Ended
Dec. 31, 2015
USD ($)
Dec. 31, 2014
USD ($)
Dec. 31, 2013
USD ($)
Derivative [Line Items]      
Derivative, Notional Amount $ (21,998,381) $ (48,115,523) $ (37,366,610)
Credit Default Swap, Buying Protection [Member]      
Derivative [Line Items]      
Derivative, Average Implied Credit Spread 183.60    
Derivative, Notional Amount $ (125,000)    
Derivative, Fair Value, Net (703)    
Derivative, Cost (4,322)    
Derivative, Unrealized Gains (Losses) $ (5,025)    
Credit Default Swap, Buying Protection [Member] | Maturity Date, 06/20/2016 [Member]      
Derivative [Line Items]      
Derivative, Maturity Date Jun. 20, 2016    
Derivative, Average Implied Credit Spread 105.50    
Derivative, Notional Amount $ (100,000)    
Derivative, Fair Value, Net (502)    
Derivative, Cost (260)    
Derivative, Unrealized Gains (Losses) $ (762)    
Credit Default Swap, Buying Protection [Member] | Maturity Date, 12/20/2016 [Member]      
Derivative [Line Items]      
Derivative, Maturity Date Dec. 20, 2016    
Derivative, Average Implied Credit Spread 496.00    
Derivative, Notional Amount $ (25,000)    
Derivative, Fair Value, Net (201)    
Derivative, Cost (4,062)    
Derivative, Unrealized Gains (Losses) $ (4,263)    
Credit Default Swap, Buying Protection [Member] | Credit Risk [Member]      
Derivative [Line Items]      
Derivative, Average Implied Credit Spread   183.60  
Derivative, Notional Amount   $ (125,000)  
Derivative, Fair Value, Net   (1,672)  
Derivative, Cost   (4,322)  
Derivative, Unrealized Gains (Losses)   $ (5,994)  
Credit Default Swap, Buying Protection [Member] | Credit Risk [Member] | Maturity Date, 06/20/2016 [Member]      
Derivative [Line Items]      
Derivative, Maturity Date   Jun. 20, 2016  
Derivative, Average Implied Credit Spread   105.50  
Derivative, Notional Amount   $ (100,000)  
Derivative, Fair Value, Net   (1,350)  
Derivative, Cost   (260)  
Derivative, Unrealized Gains (Losses)   $ (1,610)  
Credit Default Swap, Buying Protection [Member] | Credit Risk [Member] | Maturity Date, 12/20/2016 [Member]      
Derivative [Line Items]      
Derivative, Maturity Date   Dec. 20, 2016  
Derivative, Average Implied Credit Spread   496.00  
Derivative, Notional Amount   $ (25,000)  
Derivative, Fair Value, Net   (322)  
Derivative, Cost   (4,062)  
Derivative, Unrealized Gains (Losses)   $ (4,384)