Derivative Instruments (Tables)

9 Months Ended

Sep. 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”):

	September 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	$	4,331	$	28	$	890	$	9	$	33,875	$	1,274	$	167,376	$	991
Interest rate swaps	547,000		330		—		—		—		—		571,500		683
Total derivatives	$	551,331	$	358	$	890	$	9	$	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   September 30,					Nine Months Ended   September 30,
	2015			2014		2015			2014
Foreign exchange contracts	$	183		$	1,886	$	(5,975	)	$	(580	)
Total included in foreign exchange loss	183			1,886		(5,975		)	(580		)
Foreign exchange contracts	134			1,701		928			857
Interest rate futures and swaps	(20,039		)	470		(18,544		)	(25,326		)
Total included in net realized investment gains (losses)	(19,905		)	2,171		(17,616		)	(24,469		)
Total realized and unrealized gains (losses) on derivatives	$	(19,722	)	$	4,057	$	(23,591	)	$	(25,049	)