Derivative Instruments (Tables)

6 Months Ended

Jun. 30, 2015

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”):

	June 30, 2015								December 31, 2014
	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	$	7,358	$	76	$	316	$	—	$	33,875	$	1,274	$	167,376	$	991
Interest rate swaps	648,700		228		—		—		—		—		571,500		683
Total derivatives	$	656,058	$	304	$	316	$	—	$	33,875	$	1,274	$	738,876	$	1,674

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   June 30,						Six Months Ended   June 30,
	2015			2014			2015			2014
Foreign exchange contracts	$	1,194		$	(1,598	)	$	(6,158	)	$	(2,466	)
Total included in foreign exchange loss	1,194			(1,598		)	(6,158		)	(2,466		)
Foreign exchange contracts	(256		)	(286		)	794			(844		)
Interest rate futures and swaps	14,176			(13,434		)	1,494			(25,796		)
Total included in net realized investment (losses) gains	13,920			(13,720		)	2,288			(26,640		)
Total realized and unrealized gains (losses) on derivatives	$	15,114		$	(15,318	)	$	(3,870	)	$	(29,106	)