XML 75 R64.htm IDEA: XBRL DOCUMENT v3.8.0.1
Derivative Instruments (Gain (Loss) Recognized In The Consolidated Statements Of Operations Related To Its Derivative Instruments) (Details) - Not Designated as Hedging Instrument - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives $ (2,004) $ 6,335 $ 3,055 $ (30,671)
Net realized and unrealized gains on investments | Interest rate futures        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (3,016) 1,040 (4,064) (27,775)
Net realized and unrealized gains on investments | Interest rate swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 271 0 271 0
Net realized and unrealized gains on investments | Credit default swaps        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives (1,275) 687 (551) 902
Net foreign exchange (losses) gains | Foreign Currency Forward Contracts, Underwriting and Non-investment Operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives 2,056 5,097 8,339 (92)
Net foreign exchange (losses) gains | Foreign Currency Forward Contracts, Investment Operations        
Derivative Instruments, Gain (Loss) [Line Items]        
Amount of gain (loss) recognized on derivatives $ (40) $ (489) $ (940) $ (3,706)