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Derivative Instruments (Consolidated Balance Sheets and Fair Value of the Principal Derivative Instruments) (Details) - USD ($) $ in Thousands | Jun. 30, 2020 | Dec. 31, 2019
--- | --- | ---
Derivative Assets |  |
Gross Amounts of Recognized Assets | $ 17,066 | $ 28,154
Gross Amounts Offset in the Balance Sheet | 6,463 | 3,829
Net Amounts of Assets Presented in the Balance Sheet | 10,603 | 24,325
Collateral | 0 | 3,601
Net Amount | 10,603 | 20,724
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 6,639 | 8,160
Gross Amounts Offset in the Balance Sheet | 111 | 772
Net Amounts of Liabilities Presented in the Balance Sheet | 6,528 | 7,388
Collateral Pledged | 2,550 | 1,473
Net Amount | 3,978 | 5,915
Not Designated as Hedging Instrument | Other assets |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 17,066 | 28,090
Gross Amounts Offset in the Balance Sheet | 2,510 | 3,162
Net Amounts of Assets Presented in the Balance Sheet | 14,556 | 24,928
Collateral | 0 | 3,601
Net Amount | 14,556 | 21,327
Not Designated as Hedging Instrument | Other assets | Interest rate futures |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 492 | 234
Gross Amounts Offset in the Balance Sheet | (932) | 122
Net Amounts of Assets Presented in the Balance Sheet | 1,424 | 112
Collateral | 0 | 0
Net Amount | 1,424 | 112
Not Designated as Hedging Instrument | Other assets | Interest rate swaps |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 37 |
Gross Amounts Offset in the Balance Sheet | 0 |
Net Amounts of Liabilities Presented in the Balance Sheet | 37 |
Collateral Pledged | 37 |
Net Amount | 0 |
Not Designated as Hedging Instrument | Other assets | Foreign currency forward contracts, underwriting and non-investment operations |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 16,104 | 22,702
Gross Amounts Offset in the Balance Sheet | 3,366 | 2,418
Net Amounts of Assets Presented in the Balance Sheet | 12,738 | 20,284
Collateral | 0 | 0
Net Amount | 12,738 | 20,284
Not Designated as Hedging Instrument | Other assets | Foreign currency forward contracts, investment operations |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 209 | 1,082
Gross Amounts Offset in the Balance Sheet | 76 | 622
Net Amounts of Assets Presented in the Balance Sheet | 133 | 460
Collateral | 0 | 0
Net Amount | 133 | 460
Not Designated as Hedging Instrument | Other assets | Credit default swaps |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 261 | 37
Gross Amounts Offset in the Balance Sheet | 0 | 0
Net Amounts of Assets Presented in the Balance Sheet | 261 | 37
Collateral | 0 | 0
Net Amount | 261 | 37
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 0 |
Gross Amounts Offset in the Balance Sheet | 0 |
Net Amounts of Liabilities Presented in the Balance Sheet | 0 |
Collateral Pledged | 0 |
Net Amount | 0 |
Not Designated as Hedging Instrument | Other assets | Total return swaps |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets |  | 3,744
Gross Amounts Offset in the Balance Sheet |  | 0
Net Amounts of Assets Presented in the Balance Sheet |  | 3,744
Collateral |  | 3,601
Net Amount |  | 143
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 779 |
Gross Amounts Offset in the Balance Sheet | 0 |
Net Amounts of Liabilities Presented in the Balance Sheet | 779 |
Collateral Pledged | 779 |
Net Amount | 0 |
Not Designated as Hedging Instrument | Other assets | Equity futures |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets |  | 291
Gross Amounts Offset in the Balance Sheet |  | 0
Net Amounts of Assets Presented in the Balance Sheet |  | 291
Collateral |  | 0
Net Amount |  | 291
Not Designated as Hedging Instrument | Other liabilities |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities |  | 6,342
Gross Amounts Offset in the Balance Sheet |  | 772
Net Amounts of Liabilities Presented in the Balance Sheet |  | 5,570
Collateral Pledged |  | 1,473
Net Amount |  | 4,097
Not Designated as Hedging Instrument | Other liabilities | Interest rate futures |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 196 | 1,545
Gross Amounts Offset in the Balance Sheet | (932) | 122
Net Amounts of Liabilities Presented in the Balance Sheet | 1,128 | 1,423
Collateral Pledged | 1,128 | 1,423
Net Amount | 0 | 0
Not Designated as Hedging Instrument | Other liabilities | Interest rate swaps |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities |  | 50
Gross Amounts Offset in the Balance Sheet |  | 0
Net Amounts of Liabilities Presented in the Balance Sheet |  | 50
Collateral Pledged |  | 50
Net Amount |  | 0
Not Designated as Hedging Instrument | Other liabilities | Foreign currency forward contracts, underwriting and non-investment operations |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 2,102 | 3,808
Gross Amounts Offset in the Balance Sheet | 967 | 28
Net Amounts of Liabilities Presented in the Balance Sheet | 1,135 | 3,780
Collateral Pledged | 0 | 0
Net Amount | 1,135 | 3,780
Not Designated as Hedging Instrument | Other liabilities | Foreign currency forward contracts, investment operations |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 2,919 | 939
Gross Amounts Offset in the Balance Sheet | 76 | 622
Net Amounts of Liabilities Presented in the Balance Sheet | 2,843 | 317
Collateral Pledged | 0 | 0
Net Amount | 2,843 | 317
Not Designated as Hedging Instrument | Other liabilities | Equity futures |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 606 |
Gross Amounts Offset in the Balance Sheet | 0 |
Net Amounts of Liabilities Presented in the Balance Sheet | 606 |
Collateral Pledged | 606 |
Net Amount | 0 |
Designated as Hedging Instrument | Other assets | Foreign currency forward contracts, investment operations |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 0 | 64
Gross Amounts Offset in the Balance Sheet | 3,953 | 667
Net Amounts of Assets Presented in the Balance Sheet | (3,953) | (603)
Collateral | 0 | 0
Net Amount | $ (3,953) | (603)
Designated as Hedging Instrument | Other liabilities | Foreign currency forward contracts, investment operations |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities |  | 1,818
Gross Amounts Offset in the Balance Sheet |  | 0
Net Amounts of Liabilities Presented in the Balance Sheet |  | 1,818
Collateral Pledged |  | 0
Net Amount |  | $ 1,818

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