Derivative Instruments (Details) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2014		Dec. 31, 2013
Derivative Instruments
Derivative assets, fair value	$ 4,322		$ 13,000
Derivative liabilities, at fair value	(35,493)	[1]	(28,217)	[1]
Linked Transactions | Non-Hedging | Assets
Derivative Instruments
Linked Transactions, at fair value	190,681		28,181
Swaps | Hedging | Assets | Non-cleared legacy Swaps
Derivative Instruments
Derivative assets, fair value	4,322	[2]	4,925	[2]
Notional amount of derivative assets	450,000	[2]
Swaps | Hedging | Assets | Cleared Swaps
Derivative Instruments
Derivative assets, fair value	0	[3]	8,075	[3]
Notional amount of derivative assets	0	[3]
Swaps | Hedging | Liabilities | Non-cleared legacy Swaps
Derivative Instruments
Derivative liabilities, at fair value	(8,187)	[2]	(24,437)	[2]
Notional amount of derivative liabilities	880,892	[2]
Swaps | Hedging | Liabilities | Cleared Swaps
Derivative Instruments
Derivative liabilities, at fair value	(27,306)	[3]	(3,780)	[3]
Notional amount of derivative liabilities	$ 2,550,000	[3]

[1] The fair value of securities pledged against the Company’s Swaps was $67.4 million and $73.9 million at September 30, 2014 and December 31, 2013, respectively.

[2] Non-cleared legacy Swaps include Swaps executed and settled bilaterally with counterparties without the use of an organized exchange or central clearing house.

[3] Cleared Swaps include Swaps executed bilaterally with a counterparty in the over-the-counter market but then novated to a central clearing house, whereby the central clearing house becomes the counterparty to both of the original counterparties.