XML 46 R45.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 6 Months Ended
Jun. 30, 2014
Jun. 30, 2013
Jun. 30, 2014
Jun. 30, 2013
Derivative [Line Items]        
Net Realized Gain/Loss on Financial Derivatives $ (817) $ (4,927) $ 402 $ (6,332)
Unrealized Gain (Loss) on Financial Derivatives (5,771) 21,837 (8,211) 16,582
Financial Derivatives - Assets [Member]
       
Derivative [Line Items]        
Net Realized Gain/Loss on Financial Derivatives 1,976 (2,705) 10,018 (1,196)
Unrealized Gain (Loss) on Financial Derivatives 2,315 20,206 (2,246) 15,072
Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Securities [Member]
       
Derivative [Line Items]        
Primary risk exposure Credit Credit Credit Credit
Net Realized Gain/Loss on Financial Derivatives (467) (542) 724 2,709
Unrealized Gain (Loss) on Financial Derivatives 586 1,107 (625) (4,492)
Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Indices [Member]
       
Derivative [Line Items]        
Primary risk exposure Credit Credit Credit Credit
Net Realized Gain/Loss on Financial Derivatives (814) (2,634) (2,116) (4,121)
Unrealized Gain (Loss) on Financial Derivatives (106) 3,489 39 3,514
Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member]
       
Derivative [Line Items]        
Primary risk exposure Credit Credit Credit Credit
Net Realized Gain/Loss on Financial Derivatives 1,460 82 2,112 82
Unrealized Gain (Loss) on Financial Derivatives (460) (44) (775) (44)
Financial Derivatives - Assets [Member] | Total Return Swaps [Member]
       
Derivative [Line Items]        
Primary risk exposure Equity Market Equity Market Equity Market Equity Market
Net Realized Gain/Loss on Financial Derivatives 1,842 42 7,767 4
Unrealized Gain (Loss) on Financial Derivatives 10 66 20 127
Financial Derivatives - Assets [Member] | Interest Rate Swaps [Member]
       
Derivative [Line Items]        
Primary risk exposure Interest Rates Interest Rates Interest Rates Interest Rates
Net Realized Gain/Loss on Financial Derivatives (1,520) 500 (48) 283
Unrealized Gain (Loss) on Financial Derivatives 1,949 15,583 (4,131) 15,962
Financial Derivatives - Assets [Member] | Futures [Member]
       
Derivative [Line Items]        
Primary risk exposure Interest Rates Interest Rates Interest Rates Interest Rates
Net Realized Gain/Loss on Financial Derivatives 926 (153) 966 (153)
Unrealized Gain (Loss) on Financial Derivatives 138 5 2,573 5
Financial Derivatives - Assets [Member] | Forwards [Member]
       
Derivative [Line Items]        
Primary risk exposure Currency   Currency  
Net Realized Gain/Loss on Financial Derivatives 494   505  
Unrealized Gain (Loss) on Financial Derivatives (115)   52  
Financial Derivatives - Assets [Member] | Other Derivatives [Member]
       
Derivative [Line Items]        
Primary risk exposure Credit/ Interest Rates   Credit/ Interest Rates  
Net Realized Gain/Loss on Financial Derivatives 55   108  
Unrealized Gain (Loss) on Financial Derivatives 313   601  
Financial Derivatives - Liabilities [Member]
       
Derivative [Line Items]        
Net Realized Gain/Loss on Financial Derivatives (2,793) (2,222) (9,616) (5,136)
Unrealized Gain (Loss) on Financial Derivatives (8,086) 1,631 (5,965) 1,510
Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Asset Backed Securities [Member]
       
Derivative [Line Items]        
Primary risk exposure Credit Credit Credit Credit
Net Realized Gain/Loss on Financial Derivatives (20) (29) (39) (57)
Unrealized Gain (Loss) on Financial Derivatives 0 (540) 0 (540)
Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Asset Backed Indices [Member]
       
Derivative [Line Items]        
Primary risk exposure Credit Credit Credit Credit
Net Realized Gain/Loss on Financial Derivatives (161) 22 2,442 200
Unrealized Gain (Loss) on Financial Derivatives 361 455 (1,125) 814
Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bond Indices [Member]
       
Derivative [Line Items]        
Primary risk exposure Credit Credit Credit Credit
Net Realized Gain/Loss on Financial Derivatives (1,956) (905) (5,760) (4,532)
Unrealized Gain (Loss) on Financial Derivatives (656) 378 3,915 200
Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bonds [Member]
       
Derivative [Line Items]        
Primary risk exposure Credit   Credit  
Net Realized Gain/Loss on Financial Derivatives 140   140  
Unrealized Gain (Loss) on Financial Derivatives (225)   (225)  
Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member]
       
Derivative [Line Items]        
Primary risk exposure Equity Market Equity Market Equity Market Equity Market
Net Realized Gain/Loss on Financial Derivatives 442 (363) (975) (395)
Unrealized Gain (Loss) on Financial Derivatives (12) (90) 24 (53)
Financial Derivatives - Liabilities [Member] | Interest Rate Swaps [Member]
       
Derivative [Line Items]        
Primary risk exposure Interest Rates Interest Rates Interest Rates Interest Rates
Net Realized Gain/Loss on Financial Derivatives (92) (325) (3,856) 292
Unrealized Gain (Loss) on Financial Derivatives (7,244) 1,462 (7,713) 1,101
Financial Derivatives - Liabilities [Member] | Futures [Member]
       
Derivative [Line Items]        
Primary risk exposure Interest Rates Interest Rates Interest Rates Interest Rates
Net Realized Gain/Loss on Financial Derivatives (153) (622) (26) (644)
Unrealized Gain (Loss) on Financial Derivatives (197) (34) (335) (12)
Financial Derivatives - Liabilities [Member] | Forwards [Member]
       
Derivative [Line Items]        
Primary risk exposure Currency   Currency  
Net Realized Gain/Loss on Financial Derivatives (437)   (929)  
Unrealized Gain (Loss) on Financial Derivatives (272)   (276)  
Financial Derivatives - Liabilities [Member] | Other Derivatives [Member]
       
Derivative [Line Items]        
Primary risk exposure Credit/ Interest Rates   Credit/ Interest Rates  
Net Realized Gain/Loss on Financial Derivatives (556)   (613)  
Unrealized Gain (Loss) on Financial Derivatives $ 159   $ (230)