|
Derivative Instruments and Hedging Activities Schedule of Credit Default Swaps, Receive Protection (Details) (Credit Default Swap, Buying Protection [Member], USD $)
In Thousands, unless otherwise specified
|
9 Months Ended |
12 Months Ended |
|
Sep. 30, 2013
|
Dec. 31, 2012
|
| Derivative [Line Items] |
|
|
| Derivative, Average Implied Credit Spread |
223.10
|
254.06
|
| Derivative, Notional Amount |
$ (1,462,165)
|
$ (438,440)
|
| Derivative, Fair Value, Net |
(29,852)
|
52,906
|
| Derivative, Cost |
(1,348)
|
(81,788)
|
| Derivative, Unrealized Gains (Losses) |
(31,200)
|
(28,882)
|
|
Maturity Date, 09/20/2013 [Member]
|
|
|
| Derivative [Line Items] |
|
|
| Derivative, Maturity Date |
|
Sep. 20,
2013
|
| Derivative, Average Implied Credit Spread |
|
460.00
|
| Derivative, Notional Amount |
|
(45,000)
|
| Derivative, Fair Value, Net |
|
(264)
|
| Derivative, Cost |
|
(3,127)
|
| Derivative, Unrealized Gains (Losses) |
|
(3,391)
|
|
Maturity Date, 12/20/2013 [Member]
|
|
|
| Derivative [Line Items] |
|
|
| Derivative, Maturity Date |
Dec. 20,
2013
|
Dec. 20,
2013
|
| Derivative, Average Implied Credit Spread |
181.91
|
181.91
|
| Derivative, Notional Amount |
(105,000)
|
(105,000)
|
| Derivative, Fair Value, Net |
(67)
|
(198)
|
| Derivative, Cost |
(3,225)
|
(3,225)
|
| Derivative, Unrealized Gains (Losses) |
(3,292)
|
(3,423)
|
|
Maturity Date, 06/20/2016 [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 |
(2,043)
|
(1,940)
|
| Derivative, Cost |
(260)
|
(260)
|
| Derivative, Unrealized Gains (Losses) |
(2,303)
|
(2,200)
|
|
Maturity Date, 12/20/2016 [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 |
(95)
|
527
|
| Derivative, Cost |
(4,062)
|
(4,062)
|
| Derivative, Unrealized Gains (Losses) |
(4,157)
|
(3,535)
|
|
Maturity Date, 6/20/2018 [Member]
|
|
|
| Derivative [Line Items] |
|
|
| Derivative, Maturity Date |
Jun. 20,
2018
|
|
| Derivative, Average Implied Credit Spread |
432.20
|
|
| Derivative, Notional Amount |
(500,000)
|
|
| Derivative, Fair Value, Net |
(30,139)
|
|
| Derivative, Cost |
14,563
|
|
| Derivative, Unrealized Gains (Losses) |
(15,576)
|
|
|
Maturity Date, 12/20/2018 [Member]
|
|
|
| Derivative [Line Items] |
|
|
| Derivative, Maturity Date |
Dec. 20,
2018
|
|
| Derivative, Average Implied Credit Spread |
80.88
|
|
| Derivative, Notional Amount |
(700,000)
|
|
| Derivative, Fair Value, Net |
(6,472)
|
|
| Derivative, Cost |
6,662
|
|
| Derivative, Unrealized Gains (Losses) |
190
|
|
|
Maturity Date, 05/25/2046 [Member]
|
|
|
| Derivative [Line Items] |
|
|
| Derivative, Maturity Date |
May 25,
2046
|
May 25,
2046
|
| Derivative, Average Implied Credit Spread |
356.00
|
297.60
|
| Derivative, Notional Amount |
(32,165)
|
(163,440)
|
| Derivative, Fair Value, Net |
8,964
|
54,781
|
| Derivative, Cost |
(15,026)
|
(71,114)
|
| Derivative, Unrealized Gains (Losses) |
$ (6,062)
|
$ (16,333)
|