XML 40 R40.htm IDEA: XBRL DOCUMENT v2.4.0.8
Financial Derivatives (Schedule Of Gains And Losses On Derivative Contracts) (Details) (USD $)
In Thousands, unless otherwise specified
3 Months Ended
Mar. 31, 2014
Mar. 31, 2013
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives $ 1,218 $ (1,405)
Unrealized Gain (Loss) on Financial Derivatives (2,439) (5,254)
Financial Derivatives - Assets [Member]
   
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives 8,041 1,509
Unrealized Gain (Loss) on Financial Derivatives (4,560) (5,133)
Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Securities [Member]
   
Derivative [Line Items]    
Primary risk exposure Credit Credit
Net Realized Gain/Loss on Financial Derivatives 1,190 3,251
Unrealized Gain (Loss) on Financial Derivatives (1,210) (5,599)
Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Indices [Member]
   
Derivative [Line Items]    
Primary risk exposure Credit Credit
Net Realized Gain/Loss on Financial Derivatives (1,302) (1,487)
Unrealized Gain (Loss) on Financial Derivatives 145 25
Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member]
   
Derivative [Line Items]    
Primary risk exposure Credit  
Net Realized Gain/Loss on Financial Derivatives 652  
Unrealized Gain (Loss) on Financial Derivatives (315)  
Financial Derivatives - Assets [Member] | Total Return Swaps [Member]
   
Derivative [Line Items]    
Primary risk exposure Equity Market Equity Market
Net Realized Gain/Loss on Financial Derivatives 5,925 (38)
Unrealized Gain (Loss) on Financial Derivatives 10 61
Financial Derivatives - Assets [Member] | Interest Rate Swaps [Member]
   
Derivative [Line Items]    
Primary risk exposure Interest Rates Interest Rates
Net Realized Gain/Loss on Financial Derivatives 1,472 (217)
Unrealized Gain (Loss) on Financial Derivatives (6,080) 380
Financial Derivatives - Assets [Member] | Futures [Member]
   
Derivative [Line Items]    
Primary risk exposure Interest Rates  
Net Realized Gain/Loss on Financial Derivatives 41  
Unrealized Gain (Loss) on Financial Derivatives 2,435  
Financial Derivatives - Assets [Member] | Forwards [Member]
   
Derivative [Line Items]    
Primary risk exposure Currency  
Net Realized Gain/Loss on Financial Derivatives 10  
Unrealized Gain (Loss) on Financial Derivatives 167  
Financial Derivatives - Assets [Member] | Other Derivatives [Member]
   
Derivative [Line Items]    
Primary risk exposure Credit/ Interest Rates  
Net Realized Gain/Loss on Financial Derivatives 53  
Unrealized Gain (Loss) on Financial Derivatives 288  
Financial Derivatives - Liabilities [Member]
   
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives (6,823) (2,914)
Unrealized Gain (Loss) on Financial Derivatives 2,121 (121)
Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Asset Backed Securities [Member]
   
Derivative [Line Items]    
Primary risk exposure Credit Credit
Net Realized Gain/Loss on Financial Derivatives (19) (28)
Unrealized Gain (Loss) on Financial Derivatives 0 (1)
Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Asset Backed Indices [Member]
   
Derivative [Line Items]    
Primary risk exposure Credit Credit
Net Realized Gain/Loss on Financial Derivatives 2,603 178
Unrealized Gain (Loss) on Financial Derivatives (1,486) 359
Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bond Indices [Member]
   
Derivative [Line Items]    
Primary risk exposure Credit Credit
Net Realized Gain/Loss on Financial Derivatives (3,804) (3,627)
Unrealized Gain (Loss) on Financial Derivatives 4,571 (178)
Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member]
   
Derivative [Line Items]    
Primary risk exposure Equity Market Equity Market
Net Realized Gain/Loss on Financial Derivatives (1,417) (32)
Unrealized Gain (Loss) on Financial Derivatives 36 37
Financial Derivatives - Liabilities [Member] | Interest Rate Swaps [Member]
   
Derivative [Line Items]    
Primary risk exposure Interest Rates Interest Rates
Net Realized Gain/Loss on Financial Derivatives (3,765) 617
Unrealized Gain (Loss) on Financial Derivatives (468) (360)
Financial Derivatives - Liabilities [Member] | Futures [Member]
   
Derivative [Line Items]    
Primary risk exposure Interest Rates Interest Rates
Net Realized Gain/Loss on Financial Derivatives 128 (22)
Unrealized Gain (Loss) on Financial Derivatives (139) 22
Financial Derivatives - Liabilities [Member] | Forwards [Member]
   
Derivative [Line Items]    
Primary risk exposure Currency  
Net Realized Gain/Loss on Financial Derivatives (492)  
Unrealized Gain (Loss) on Financial Derivatives (4)  
Financial Derivatives - Liabilities [Member] | Other Derivatives [Member]
   
Derivative [Line Items]    
Primary risk exposure Interest Rates  
Net Realized Gain/Loss on Financial Derivatives (57)  
Unrealized Gain (Loss) on Financial Derivatives $ (389)