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Derivative Instruments (Tables)

9 Months Ended

Sep. 30, 2015

Summary of Derivative Instruments [Abstract]

Schedule of Location on Consolidated Balance Sheets and Fair Value Of Principal Derivative Instruments

The tables below show the gross and net amounts of recognized derivative assets and liabilities, including the location on the consolidated balance sheets and fair value of the Company’s principal derivative instruments:

		Derivative Assets
	At September 30, 2015	Gross Amounts of Recognized Assets				Gross Amounts Offset in the Balance Sheet				Net Amounts of Assets Presented in the Balance Sheet				Balance Sheet Location		Collateral				Net Amount
	Interest rate futures	$	1,092			478				$	614			Other assets		$	—			$	614
	Foreign currency forward contracts (1)	1,647				37				1,610				Other assets		—				1,610
	Foreign currency forward contracts (2)	1,042				179				863				Other assets		—				863
	Credit default swaps	549				47				502				Other assets		—				502
	Total	$	4,330			$	741			$	3,589					$	—			$	3,589
		Derivative Liabilities
	At September 30, 2015	Gross Amounts of Recognized Liabilities				Gross Amounts Offset in the Balance Sheet				Net Amounts of Liabilities Presented in the Balance Sheet				Balance Sheet Location		Collateral Pledged				Net Amount
	Interest rate futures	$	516			478				$	38			Other liabilities		$	38			$	—
	Foreign currency forward contracts (1)	9,101				2,965				6,136				Other liabilities		—				6,136
	Foreign currency forward contracts (2)	202				179				23				Other liabilities		—				23
	Credit default swaps	793				47				746				Other liabilities		363				383
	Weather contract	3				—				3				Other liabilities		—				3
	Total	$	10,615			$	3,669			$	6,946					$	401			$	6,545

(1) Contracts used to manage foreign currency risks in underwriting and non-investment operations.

(2) Contracts used to manage foreign currency risks in investment operations.

		Derivative Assets
	At December 31, 2014	Gross Amounts of Recognized Assets				Gross Amounts Offset in the Balance Sheet				Net Amounts of Assets Presented in the Balance Sheet				Balance Sheet Location		Collateral				Net Amount
	Interest rate futures	$	468			468				$	—			Other assets		$	—			$	—
	Foreign currency forward contracts (1)	5,740				1,737				4,003				Other assets		—				4,003
	Foreign currency forward contracts (2)	3,959				648				3,311				Other assets		—				3,311
	Credit default swaps	468				88				380				Other assets		310				70
	Total	$	10,635			$	2,941			$	7,694					$	310			$	7,384
		Derivative Liabilities
	At December 31, 2014	Gross Amounts of Recognized Liabilities				Gross Amounts Offset in the Balance Sheet				Net Amounts of Liabilities Presented in the Balance Sheet				Balance Sheet Location		Collateral Pledged				Net Amount
	Interest rate futures	$	1,037			468				$	569			Other liabilities		$	569			$	—
	Foreign currency forward contracts (1)	1,319				967				352				Other liabilities		—				352
	Foreign currency forward contracts (2)	724				649				75				Other liabilities		—				75
	Credit default swaps	251				88				163				Other liabilities		—				163
	Weather contract	190				—				190				Other liabilities		190				—
	Total	$	3,521			$	2,172			$	1,349					$	759			$	590

(1) Contracts used to manage foreign currency risks in underwriting and non-investment operations.

(2) Contracts used to manage foreign currency risks in investment operations.

Schedule of Gain (Loss) Recognized In Consolidated Statements Of Operations Related To Principal Derivative Instruments

The location and amount of the gain (loss) recognized in the Company’s consolidated statements of operations related to its principal derivative instruments are shown in the following table:

		Location of gain (loss) recognized on derivatives		Amount of gain (loss) recognized on derivatives
	Three months ended September 30,			2015				2014
	Interest rate futures	Net realized and unrealized (losses) gains on investments		$	(16,817	)		$	(1,805	)
	Foreign currency forward contracts (1)	Net foreign exchange gains (losses)		817				(1,340		)
	Foreign currency forward contracts (2)	Net foreign exchange gains (losses)		2,185				8,827
	Credit default swaps	Net realized and unrealized (losses) gains on investments		195				(72		)
	Weather contract	Net realized and unrealized (losses) gains on investments		10				9
	Call rights	Other income (loss)		—				(1,956		)
	Total			$	(13,610	)		$	3,663

		Location of gain (loss) recognized on derivatives		Amount of gain (loss) recognized on derivatives
	Nine months ended September 30,			2015				2014
	Interest rate futures	Net realized and unrealized (losses) gains on investments		$	(1,441	)		$	(21,441	)
	Foreign currency forward contracts (1)	Net foreign exchange gains (losses)		(5,782		)		769
	Foreign currency forward contracts (2)	Net foreign exchange gains (losses)		7,978				7,486
	Credit default swaps	Net realized and unrealized (losses) gains on investments		257				386
	Weather contract	Net realized and unrealized (losses) gains on investments		180				1,404
	Call rights	Other income (loss)		—				264
	Total			$	1,192			$	(11,132	)

(1) Contracts used to manage foreign currency risks in underwriting and non-investment operations.

(2) Contracts used to manage foreign currency risks in investment operations.

X

- Definition

Tabular disclosure of the location and amount of derivative instruments and nonderivative instruments designated as hedging instruments reported before netting adjustments, and the amount of gain (loss) on derivative instruments and nonderivative instruments designated and qualified as hedging instruments.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef



-Publisher FASB



-Name Accounting Standards Codification



-Topic 815



-SubTopic 10



-Section 50



-Paragraph 4C



-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624171-113959



Reference 2: http://www.xbrl.org/2003/role/presentationRef



-Publisher FASB



-Name Accounting Standards Codification



-Topic 815



-SubTopic 10



-Section 50



-Paragraph 4A



-Subparagraph (b)



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- Definition

Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef



-Publisher FASB



-Name Accounting Standards Codification



-Topic 815



-SubTopic 10



-Section 50



-Paragraph 4B



-URI http://asc.fasb.org/extlink&oid=56946850&loc=SL5624163-113959

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