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Financial Derivatives (Schedule Of Gains And Losses On Derivative Contracts) (Details) (USD $)
In Thousands, unless otherwise specified |
3 Months Ended | 9 Months Ended | ||
|---|---|---|---|---|
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Sep. 30, 2012
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Sep. 30, 2011
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Sep. 30, 2012
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Sep. 30, 2011
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| Derivative [Line Items] | ||||
| Net Realized Gain/(Loss) | $ (3,187) | $ 6,404 | $ (31,669) | $ 16,877 |
| Change in Net Unrealized Gain/(Loss) | (2,664) | (11,108) | 15,015 | (18,130) |
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Financial Derivatives - Assets [Member]
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| Derivative [Line Items] | ||||
| Net Realized Gain/(Loss) | 2,306 | 9,904 | (11,765) | 13,335 |
| Change in Net Unrealized Gain/(Loss) | (7,847) | 3,495 | (925) | (106) |
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Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Securities [Member]
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| Derivative [Line Items] | ||||
| Primary risk exposure | Credit | Credit | Credit | Credit |
| Net Realized Gain/(Loss) | 3,963 | 3,088 | (1,514) | 8,396 |
| Change in Net Unrealized Gain/(Loss) | (3,823) | (248) | 4,285 | (4,987) |
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Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Indices [Member]
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| Derivative [Line Items] | ||||
| Primary risk exposure | Credit | Credit | Credit | Credit |
| Net Realized Gain/(Loss) | (134) | 6,539 | (7,200) | 5,313 |
| Change in Net Unrealized Gain/(Loss) | (4,174) | 3,746 | (6,442) | 5,719 |
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Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member]
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| Derivative [Line Items] | ||||
| Primary risk exposure | Credit | Credit | Credit | Credit |
| Net Realized Gain/(Loss) | 12 | (150) | (1,548) | (150) |
| Change in Net Unrealized Gain/(Loss) | (602) | 109 | 570 | 109 |
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Financial Derivatives - Assets [Member] | Total Return Swaps [Member]
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| Derivative [Line Items] | ||||
| Primary risk exposure | Equity Market | Equity Market | Equity Market | Equity Market |
| Net Realized Gain/(Loss) | (1,520) | (29) | (1,520) | (29) |
| Change in Net Unrealized Gain/(Loss) | 257 | 826 | 257 | 826 |
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Financial Derivatives - Assets [Member] | Interest Rate Swaps [Member]
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| Derivative [Line Items] | ||||
| Primary risk exposure | Interest Rates | Interest Rates | Interest Rates | Interest Rates |
| Net Realized Gain/(Loss) | 0 | 456 | 49 | (195) |
| Change in Net Unrealized Gain/(Loss) | 495 | (938) | 417 | (1,773) |
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Financial Derivatives - Assets [Member] | Eurodollar Futures [Member]
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| Derivative [Line Items] | ||||
| Primary risk exposure | Interest Rates | Interest Rates | ||
| Net Realized Gain/(Loss) | (15) | (32) | ||
| Change in Net Unrealized Gain/(Loss) | 0 | (12) | ||
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Financial Derivatives - Liabilities [Member]
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| Derivative [Line Items] | ||||
| Net Realized Gain/(Loss) | (5,493) | (3,500) | (19,904) | 3,542 |
| Change in Net Unrealized Gain/(Loss) | 5,183 | (14,603) | 15,940 | (18,024) |
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Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Asset Backed Indices [Member]
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| Derivative [Line Items] | ||||
| Primary risk exposure | Credit | Credit | Credit | Credit |
| Net Realized Gain/(Loss) | (190) | 24 | 4,372 | 8,886 |
| Change in Net Unrealized Gain/(Loss) | 1,543 | (1,038) | 650 | (1,256) |
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Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bond Indices [Member]
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| Derivative [Line Items] | ||||
| Primary risk exposure | Credit | Credit | Credit | Credit |
| Net Realized Gain/(Loss) | (160) | 100 | 143 | 0 |
| Change in Net Unrealized Gain/(Loss) | 11 | 220 | 11 | 186 |
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Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member]
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| Derivative [Line Items] | ||||
| Primary risk exposure | Equity Market | Equity Market | ||
| Net Realized Gain/(Loss) | 1,066 | (2,262) | ||
| Change in Net Unrealized Gain/(Loss) | 252 | 273 | ||
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Financial Derivatives - Liabilities [Member] | Interest Rate Swaps [Member]
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| Derivative [Line Items] | ||||
| Primary risk exposure | Interest Rates | Interest Rates | Interest Rates | Interest Rates |
| Net Realized Gain/(Loss) | (6,209) | (3,249) | (22,157) | (4,250) |
| Change in Net Unrealized Gain/(Loss) | 3,410 | (14,154) | 15,093 | (17,844) |
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Financial Derivatives - Liabilities [Member] | Eurodollar Futures [Member]
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| Derivative [Line Items] | ||||
| Primary risk exposure | Interest Rates | Interest Rates | Interest Rates | Interest Rates |
| Net Realized Gain/(Loss) | 0 | (375) | 0 | (1,094) |
| Change in Net Unrealized Gain/(Loss) | $ (33) | $ 369 | $ (87) | $ 890 |