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INVESTMENTS (Fixed Maturities) (Details) - USD ($)
$ in Thousands
Mar. 31, 2019
Dec. 31, 2018
Fixed maturities    
Amortized cost $ 11,834,207 $ 11,616,312
Gross unrealized gains 115,142 33,874
Gross unrealized losses (74,831) (214,839)
Fair value 11,874,518 11,435,347
Non-credit OTTI in AOCI (819) (857)
U.S. government and agency    
Fixed maturities    
Amortized cost 1,965,801 1,520,142
Gross unrealized gains 12,365 4,232
Gross unrealized losses (4,512) (8,677)
Fair value 1,973,654 1,515,697
Non-credit OTTI in AOCI 0 0
Non-U.S. government    
Fixed maturities    
Amortized cost 488,056 507,550
Gross unrealized gains 6,448 1,586
Gross unrealized losses (6,841) (16,120)
Fair value 487,663 493,016
Non-credit OTTI in AOCI 0 0
Corporate debt    
Fixed maturities    
Amortized cost 4,809,079 4,990,279
Gross unrealized gains 62,910 15,086
Gross unrealized losses (33,724) (128,444)
Fair value 4,838,265 4,876,921
Non-credit OTTI in AOCI 0 0
Agency RMBS    
Fixed maturities    
Amortized cost 1,708,610 1,666,684
Gross unrealized gains 14,430 6,508
Gross unrealized losses (17,078) (29,884)
Fair value 1,705,962 1,643,308
Non-credit OTTI in AOCI 0 0
CMBS    
Fixed maturities    
Amortized cost 1,040,474 1,103,507
Gross unrealized gains 13,491 2,818
Gross unrealized losses (1,825) (13,795)
Fair value 1,052,140 1,092,530
Non-credit OTTI in AOCI 0 0
Non-Agency RMBS    
Fixed maturities    
Amortized cost 47,125 40,732
Gross unrealized gains 1,307 1,237
Gross unrealized losses (1,021) (1,282)
Fair value 47,411 40,687
Non-credit OTTI in AOCI (819) (857)
ABS    
Fixed maturities    
Amortized cost 1,619,648 1,651,350
Gross unrealized gains 2,710 1,493
Gross unrealized losses (9,348) (15,240)
Fair value 1,613,010 1,637,603
Non-credit OTTI in AOCI 0 0
Municipals    
Fixed maturities    
Amortized cost 155,414 136,068
Gross unrealized gains 1,481 914
Gross unrealized losses (482) (1,397)
Fair value 156,413 135,585
Non-credit OTTI in AOCI $ 0 $ 0