XML 60 R47.htm IDEA: XBRL DOCUMENT v3.4.0.3
Financial Derivatives (Schedule Of Gains And Losses On Derivative Contracts) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2016
Mar. 31, 2015
Derivative [Line Items]    
Foreign currency transactions $ 420 $ 733
Net Realized Gain/Loss on Financial Derivatives (10,358) [1] (38)
Unrealized Gain (Loss) on Financial Derivatives (20,310) [2] (5,148) [3]
Foreign currency translation 3,219 (5,063)
Financial Derivatives - Assets [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives 16,461 [1] 25,306
Unrealized Gain (Loss) on Financial Derivatives 9,812 [2] (7,156) [3]
Financial Derivatives - Liabilities [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives (26,819) [1] (25,344)
Unrealized Gain (Loss) on Financial Derivatives (30,122) [2] 2,008 [3]
Derivative [Member]    
Derivative [Line Items]    
Foreign currency transactions 28  
Foreign currency translation 1,600 1,000
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Securities [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives 91 [1] 401
Unrealized Gain (Loss) on Financial Derivatives (105) [2] (355) [3]
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Indices [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives 2,745 [1] 226
Unrealized Gain (Loss) on Financial Derivatives (839) [2] (1,252) [3]
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives (1,957) [1] (3,014)
Unrealized Gain (Loss) on Financial Derivatives 3,239 [2] 828 [3]
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bonds [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives [1] 477  
Unrealized Gain (Loss) on Financial Derivatives [2] 5  
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Warrant [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives [1] (50)  
Unrealized Gain (Loss) on Financial Derivatives [2] 0  
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Asset Backed Securities [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives (16) [1] (19)
Unrealized Gain (Loss) on Financial Derivatives 1 [2] 0 [3]
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Asset Backed Indices [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives (159) [1] 145
Unrealized Gain (Loss) on Financial Derivatives (92) [2] 206 [3]
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bond Indices [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives (5,143) [1] 2,124
Unrealized Gain (Loss) on Financial Derivatives (13,636) [2] (2,656) [3]
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bonds [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives (505) [1] (668)
Unrealized Gain (Loss) on Financial Derivatives 118 [2] 485 [3]
Equity Market/Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives (877) [1] 1,810
Unrealized Gain (Loss) on Financial Derivatives 989 [2] 110 [3]
Equity Market/Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives (4,789) [1] (458)
Unrealized Gain (Loss) on Financial Derivatives 3,858 [2] (304) [3]
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Interest Rate Swaps [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives 12,725 [1] 19,460
Unrealized Gain (Loss) on Financial Derivatives 7,169 [2] (6,987) [3]
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Futures [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives   2,398
Unrealized Gain (Loss) on Financial Derivatives [3]   824
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Purchase Commitment [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives [1] 0  
Unrealized Gain (Loss) on Financial Derivatives [2] 43  
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Interest Rate Swaps [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives (16,509) [1] (25,197)
Unrealized Gain (Loss) on Financial Derivatives (13,112) [2] 4,321 [3]
Interest Rates/Equity Market Risk [Member] | Financial Derivatives - Assets [Member] | Futures [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives [1] (63)  
Unrealized Gain (Loss) on Financial Derivatives [2] 99  
Interest Rates/Equity Market Risk [Member] | Financial Derivatives - Liabilities [Member] | Futures [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives (471) [1] (32)
Unrealized Gain (Loss) on Financial Derivatives 28 [2] (411) [3]
Currency risk [Member] | Financial Derivatives - Assets [Member] | Forwards [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives (307) [1] 7,285
Unrealized Gain (Loss) on Financial Derivatives (1,138) [2] (884) [3]
Currency risk [Member] | Financial Derivatives - Liabilities [Member] | Forwards [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives (25) [1] (1,489)
Unrealized Gain (Loss) on Financial Derivatives (1,909) [2] (581) [3]
Credit/Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Options [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives 3,677 [1] (3,260)
Unrealized Gain (Loss) on Financial Derivatives 350 [2] 560 [3]
Credit/Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Options [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives   250
Unrealized Gain (Loss) on Financial Derivatives [3]   $ 948
Credit/Interest Rate/Equity Market Risk [Member] | Financial Derivatives - Liabilities [Member] | Options [Member]    
Derivative [Line Items]    
Net Realized Gain/Loss on Financial Derivatives [1] 798  
Unrealized Gain (Loss) on Financial Derivatives [2] $ (5,378)  
[1] Includes gain/(loss) on foreign currency transactions on derivatives in the amount of $28 thousand, for the three month period ended March 31, 2016, which is included on the Consolidated Statement of Operations in Realized gain (loss) on foreign currency transactions.
[2] Includes foreign currency translation on derivatives in the amount of $1.6 million, for the three month period ended March 31, 2016, which is included on the Consolidated Statement of Operations in Change in net unrealized gain (loss) on foreign currency translation.
[3] Includes foreign currency translation on derivatives in the amount of $1.0 million which is shown on the Consolidated Statement of Operations in Change in net unrealized gain (loss) on foreign currency translation.