Derivative Instruments (Tables)

9 Months Ended

Sep. 30, 2014

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Location and amounts of derivative fair values on the unaudited condensed consolidated balance sheets

The following table summarizes information on the location and amounts of derivative fair values on the unaudited condensed consolidated balance sheets (“consolidated balance sheets”):

	September 30, 2014								December 31, 2013
	Asset Derivative  Notional Amount		Asset Derivative  Fair Value		Liability Derivative  Notional Amount		Liability Derivative  Fair Value		Asset Derivative  Notional Amount		Asset Derivative  Fair Value		Liability Derivative  Notional Amount		Liability Derivative Fair Value
Foreign exchange contracts	$	38,940	$	814	$	2,355	$	22	$	294,788	$	6,254	$	122,439	$	1,176
Interest rate swaps	565,600		414		—		—		491,400		6,829		40,000		4,214
Total derivatives	$	604,540	$	1,228	$	2,355	$	22	$	786,188	$	13,083	$	162,439	$	5,390

Unrealized and realized gains (losses) on derivatives recorded in the unaudited condensed consolidated income statements

The following table provides the net realized and unrealized gains (losses) on derivatives not designated as hedges recorded on the consolidated income statements:

	Three Months Ended   September 30,					Nine Months Ended   September 30,
	2014		2013			2014			2013
Foreign exchange contracts	$	1,886	$	(2,336	)	$	(580	)	$	(1,091	)
Total included in foreign exchange loss	1,886		(2,336		)	(580		)	(1,091		)
Put options	—		—			—			(3,822		)
Foreign exchange contracts	1,701		(4,164		)	857			1,925
Interest rate futures and swaps	470		(5		)	(25,325		)	5,289
Total included in net realized investment gains (losses)	2,171		(4,169		)	(24,468		)	3,392
Total realized and unrealized gains (losses) on derivatives	$	4,057	$	(6,505	)	$	(25,048	)	$	2,301