Derivative Instruments and Hedging (Details) (USD $)
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3 Months Ended | 9 Months Ended | 12 Months Ended | 3 Months Ended | 9 Months Ended | ||||||||||||
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Sep. 30, 2014
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Sep. 30, 2013
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Sep. 30, 2014
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Sep. 30, 2013
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Sep. 30, 2014
Interest Rate Caps [Member]
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Dec. 31, 2013
Interest Rate Caps [Member]
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Mar. 31, 2014
Interest Rate Cap Transfered [Member]
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Nov. 30, 2013
Interest Rate Cap Transfered [Member]
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Sep. 30, 2014
Credit Default Swaps [Member]
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Sep. 30, 2013
Credit Default Swaps [Member]
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Sep. 30, 2014
Credit Default Swaps [Member]
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Sep. 30, 2013
Credit Default Swaps [Member]
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Aug. 31, 2011
Credit Default Swaps [Member]
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Sep. 30, 2014
Investment Derivatives [Member]
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Dec. 31, 2013
Investment Derivatives [Member]
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Sep. 30, 2014
Marketable Securities and Other [Member]
Credit Default Swaps [Member]
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Dec. 31, 2013
Marketable Securities and Other [Member]
Credit Default Swaps [Member]
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Derivative Instruments, Gain (Loss) [Line Items] | |||||||||||||||||
Strike rate, lower range | 1.80% | ||||||||||||||||
Strike rate, higher range | 2.59% | ||||||||||||||||
Cost of hedge | $ 661,000 | $ 184,000 | |||||||||||||||
Amount of hedged item | 812,400,000 | 579,400,000 | |||||||||||||||
Notional amount of swap transactions | 736,100,000 | 268,900,000 | 69,000,000 | 199,900,000 | 100,000,000 | ||||||||||||
Upfront cost | 8,200,000 | ||||||||||||||||
Total exposure | 8,500,000 | ||||||||||||||||
Change in market value of credit default swap | 250,000 | ||||||||||||||||
Net credit default of swap asset (liability) | 101,000 | (73,000) | |||||||||||||||
Unrealized gain (loss) on derivatives | (70,000) | (817,000) | (680,000) | (7,177,000) | 86,000 | (689,000) | (331,000) | (820,000) | |||||||||
Derivative assets | 769,000 | 560,000 | |||||||||||||||
Derivative liabilities | $ 435,000 | $ 561,000 |