XML 35 R22.htm IDEA: XBRL DOCUMENT v3.5.0.2
Derivative Financial Instruments (Tables)
9 Months Ended
Sep. 30, 2016
General Discussion of Derivative Instruments and Hedging Activities [Abstract]  
Summary Of Location And Amounts Of Derivative Fair Values In The Consolidated Balance Sheets
The following tables present the location and amounts of derivative fair values in the consolidated balance sheets and derivative gains (losses) in the consolidated statements of operations:
 
 
Asset Derivatives
 
Liability Derivatives
 
September 30, 2016
 
December 31, 2015
 
September 30, 2016
 
December 31, 2015
 
(Amounts in thousands)
Total return swaps - Other liabilities
$

 
$

 
$
3,285

 
$
11,525

Options sold - Other liabilities

 

 
122

 
260

Total derivatives
$

 
$

 
$
3,407

 
$
11,785

Schedule Of Derivative Gains And Losses In The Consolidated Statements Of Operations
 
Gains (Losses) Recognized in Income
 
Gains (Losses) Recognized in Income
 
Three Months Ended September 30,
 
Nine Months Ended September 30,
 
2016
 
2015
 
2016
 
2015
 
(Amounts in thousands)
Total return swaps - Net realized investment gains (losses)
$
4,172

 
$
(4,422
)
 
$
7,915

 
$
(710
)
Options sold - Net realized investment gains
1,030

 
695

 
3,324

 
2,219

Total
$
5,202

 
$
(3,727
)
 
$
11,239

 
$
1,509