XML 163 R95.htm IDEA: XBRL DOCUMENT v2.4.0.6
Fair Value of Financial Instruments - Changes in Fair Value of Financial Instruments (Detail) (USD $)
In Thousands, unless otherwise specified
12 Months Ended
Sep. 30, 2012
Sep. 30, 2011
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Balance at Beginning of Period $ 546,478 $ 627,635
Total Gains (Losses) Included in Earnings 40,900 4,357
Total Gains (Losses) Included in AOCI 3,767 6,630
Net Purchases, Sales & Settlements 346,609 (74,441)
Net Transfer in (Out) of Level 3 (731,707) [1] (17,703) [1]
Balance at End of Period 206,047 546,478
Balance at Beginning of Period (1,472,090) (1,466,727)
Total Gains (Losses) Included in Earnings (310,665) 97,897
Total Gains (Losses) Included in AOCI     
Net Purchases, Sales & Settlements   (103,260)
Net Transfer In (Out) of Level 3      [1]
Balance at End of Period (1,782,755) (1,472,090)
Asset-backed securities [Member]
   
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Balance at Beginning of Period 374,518 399,967
Total Gains (Losses) Included in AOCI 7,355 863
Net Purchases, Sales & Settlements 371,896 (11,709)
Net Transfer in (Out) of Level 3 (737,914) [1] (14,603) [1]
Balance at End of Period 15,855 374,518
Commercial mortgage-backed securities [Member]
   
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Total Gains (Losses) Included in AOCI 24  
Net Purchases, Sales & Settlements 4,999  
Balance at End of Period 5,023  
Corporates [Member]
   
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Balance at Beginning of Period 159,684 197,573
Total Gains (Losses) Included in Earnings 28 1,993
Total Gains (Losses) Included in AOCI (3,662) 5,408
Net Purchases, Sales & Settlements (39,686) (45,229)
Net Transfer in (Out) of Level 3 18,932 [1] (61) [1]
Balance at End of Period 135,296 159,684
Hybrids [Member]
   
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Balance at Beginning of Period 5,205 8,305
Total Gains (Losses) Included in AOCI (44) (61)
Net Transfer in (Out) of Level 3 3,712 [1] (3,039) [1]
Balance at End of Period 8,873 5,205
Municipals [Member]
   
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Total Gains (Losses) Included in Earnings (2)  
Total Gains (Losses) Included in AOCI 72  
Net Purchases, Sales & Settlements 10,177  
Net Transfer in (Out) of Level 3 (10,247) [1]  
Non-agency residential mortgage-backed securities [Member]
   
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Balance at Beginning of Period 3,759 18,519
Total Gains (Losses) Included in Earnings (126) 2,364
Total Gains (Losses) Included in AOCI 4 379
Net Purchases, Sales & Settlements (777) (17,503)
Net Transfer in (Out) of Level 3 (2,860) [1]  
Balance at End of Period   3,759
Contingent purchase price reduction receivable [Member]
   
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Total Gains (Losses) Included in Earnings 41,000  
Balance at End of Period 41,000  
Agency residential mortgage-backed securities [Member]
   
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Balance at Beginning of Period 3,312 3,271
Total Gains (Losses) Included in AOCI 18 41
Net Transfer in (Out) of Level 3 (3,330) [1]  
Balance at End of Period   3,312
FIA embedded derivatives, included in contractholder funds [Member]
   
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Balance at Beginning of Period (1,396,340) (1,466,308)
Total Gains (Losses) Included in Earnings (154,465) 69,968
Total Gains (Losses) Included in AOCI     
Net Purchases, Sales & Settlements     
Net Transfer In (Out) of Level 3      [1]
Balance at End of Period (1,550,805) (1,396,340)
Available-for-sale embedded derivatives [Member]
   
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Balance at Beginning of Period (400) (419)
Total Gains (Losses) Included in Earnings 400 19
Total Gains (Losses) Included in AOCI     
Net Purchases, Sales & Settlements     
Net Transfer In (Out) of Level 3      [1]
Balance at End of Period   (400)
Equity conversion feature of preferred stock [Member]
   
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Balance at Beginning of Period (75,350)   
Total Gains (Losses) Included in Earnings (156,600) 27,910
Total Gains (Losses) Included in AOCI     
Net Purchases, Sales & Settlements   (103,260)
Net Transfer In (Out) of Level 3      [1]
Balance at End of Period $ (231,950) $ (75,350)
[1] The net transfers in and out of Level 3 during the year ended September 30, 2012 were exclusively to or from Level 2.