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Derivative Instruments (Consolidated Balance Sheets and Fair Value of the Principal Derivative Instruments) (Details) - USD ($) $ in Thousands | Sep. 30, 2020 | Dec. 31, 2019
--- | --- | ---
Derivative Assets |  |
Gross Amounts of Recognized Assets | $ 12,797 | $ 28,154
Gross Amounts Offset in the Balance Sheet | 6,375 | 3,829
Net Amounts of Assets Presented in the Balance Sheet | 6,422 | 24,325
Collateral | 0 | 3,601
Net Amount | 6,422 | 20,724
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 11,623 | 8,160
Gross Amounts Offset in the Balance Sheet | 3,728 | 772
Net Amounts of Liabilities Presented in the Balance Sheet | 7,895 | 7,388
Collateral Pledged | 651 | 1,473
Net Amount | 7,244 | 5,915
Not Designated as Hedging Instrument | Other assets |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 8,053 | 28,090
Gross Amounts Offset in the Balance Sheet | 3,165 | 3,162
Net Amounts of Assets Presented in the Balance Sheet | 4,888 | 24,928
Collateral | 0 | 3,601
Net Amount | 4,888 | 21,327
Not Designated as Hedging Instrument | Other assets | Interest rate futures |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 3,642 | 234
Gross Amounts Offset in the Balance Sheet | 2,057 | 122
Net Amounts of Assets Presented in the Balance Sheet | 1,585 | 112
Collateral | 0 | 0
Net Amount | 1,585 | 112
Not Designated as Hedging Instrument | Other assets | Interest rate swaps |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 54 |
Gross Amounts Offset in the Balance Sheet | 0 |
Net Amounts of Liabilities Presented in the Balance Sheet | 54 |
Collateral Pledged | 54 |
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 | 3,235 | 22,702
Gross Amounts Offset in the Balance Sheet | 695 | 2,418
Net Amounts of Assets Presented in the Balance Sheet | 2,540 | 20,284
Collateral | 0 | 0
Net Amount | 2,540 | 20,284
Not Designated as Hedging Instrument | Other assets | Foreign currency forward contracts, investment operations |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 1,100 | 1,082
Gross Amounts Offset in the Balance Sheet | 413 | 622
Net Amounts of Assets Presented in the Balance Sheet | 687 | 460
Collateral | 0 | 0
Net Amount | 687 | 460
Not Designated as Hedging Instrument | Other assets | Credit default swaps |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 76 | 37
Gross Amounts Offset in the Balance Sheet | 0 | 0
Net Amounts of Assets Presented in the Balance Sheet | 76 | 37
Collateral | 0 | 0
Net Amount | 76 | 37
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 244 |
Gross Amounts Offset in the Balance Sheet | 0 |
Net Amounts of Liabilities Presented in the Balance Sheet | 244 |
Collateral Pledged | 244 |
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 | 85 |
Gross Amounts Offset in the Balance Sheet | 0 |
Net Amounts of Liabilities Presented in the Balance Sheet | 85 |
Collateral Pledged | 0 |
Net Amount | 85 |
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 | 11,042 | 6,342
Gross Amounts Offset in the Balance Sheet | 3,468 | 772
Net Amounts of Liabilities Presented in the Balance Sheet | 7,574 | 5,570
Collateral Pledged | 651 | 1,473
Net Amount | 6,923 | 4,097
Not Designated as Hedging Instrument | Other liabilities | Interest rate futures |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 2,410 | 1,545
Gross Amounts Offset in the Balance Sheet | 2,057 | 122
Net Amounts of Liabilities Presented in the Balance Sheet | 353 | 1,423
Collateral Pledged | 353 | 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 | 6,885 | 3,808
Gross Amounts Offset in the Balance Sheet | 998 | 28
Net Amounts of Liabilities Presented in the Balance Sheet | 5,887 | 3,780
Collateral Pledged | 0 | 0
Net Amount | 5,887 | 3,780
Not Designated as Hedging Instrument | Other liabilities | Foreign currency forward contracts, investment operations |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 1,364 | 939
Gross Amounts Offset in the Balance Sheet | 413 | 622
Net Amounts of Liabilities Presented in the Balance Sheet | 951 | 317
Collateral Pledged | 0 | 0
Net Amount | 951 | 317
Designated as Hedging Instrument | Other assets | Foreign currency forward contracts, investment operations |  |
Derivative Assets |  |
Gross Amounts of Recognized Assets | 4,744 | 64
Gross Amounts Offset in the Balance Sheet | 3,210 | 667
Net Amounts of Assets Presented in the Balance Sheet | 1,534 | (603)
Collateral | 0 | 0
Net Amount | 1,534 | (603)
Designated as Hedging Instrument | Other liabilities | Foreign currency forward contracts, investment operations |  |
Derivative Liabilities |  |
Gross Amounts of Recognized Liabilities | 581 | 1,818
Gross Amounts Offset in the Balance Sheet | 260 | 0
Net Amounts of Liabilities Presented in the Balance Sheet | 321 | 1,818
Collateral Pledged | 0 | 0
Net Amount | $ 321 | $ 1,818

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