XML 57 R46.htm IDEA: XBRL DOCUMENT v3.7.0.1
Derivative Instruments (Gains and Losses for Derivative Instruments Recognized in Investment Gains (Losses)) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2017
Mar. 31, 2016
Derivative [Line Items]    
Net (losses) on derivative instruments $ (9,492) $ (3,557)
Exchange-traded futures    
Derivative [Line Items]    
Net (losses) on derivative instruments (5,532) 3,346
Currency forwards    
Derivative [Line Items]    
Net (losses) on derivative instruments (1,062) (1,135)
Interest rate swaps    
Derivative [Line Items]    
Net (losses) on derivative instruments (97) (1,372)
Credit default swaps    
Derivative [Line Items]    
Net (losses) on derivative instruments (672) (408)
Option swaps    
Derivative [Line Items]    
Net (losses) on derivative instruments 0 48
Total return swaps    
Derivative [Line Items]    
Net (losses) on derivative instruments $ (2,129) $ (4,036)