XML 60 R49.htm IDEA: XBRL DOCUMENT v3.19.2
Derivative Instruments (Gains and Losses for Derivative Instruments Recognized in Investment Gains (Losses)) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2019
Jun. 30, 2018
Jun. 30, 2019
Jun. 30, 2018
Derivative [Line Items]        
Net (losses) gains on derivative instruments $ (9,117) $ (419) $ (28,882) $ 1,948
Exchange-traded futures        
Derivative [Line Items]        
Net (losses) gains on derivative instruments (3,436) 717 (8,551) 1,542
Currency forwards        
Derivative [Line Items]        
Net (losses) gains on derivative instruments (75) 257 (115) 274
Interest rate swaps        
Derivative [Line Items]        
Net (losses) gains on derivative instruments (331) (7) (645) 267
Credit default swaps        
Derivative [Line Items]        
Net (losses) gains on derivative instruments (1,465) (169) (3,805) (95)
Total return swaps        
Derivative [Line Items]        
Net (losses) gains on derivative instruments $ (3,810) $ (1,217) $ (15,766) $ (40)