XML 38 R27.htm IDEA: XBRL DOCUMENT v3.10.0.1
Fair Values of Financial Instruments (Assets and Liabilities Measured on a Recurring Basis by Fair Value Hierarchy) (Details) - USD ($)
$ in Thousands
Sep. 30, 2018
Dec. 31, 2017
Interest Rate Caps    
Assets    
Derivative assets $ 1,244 $ 415
Fixed Maturity Securities    
Assets    
Available for sale securities 45,822,017 45,372,989
Fixed Maturity Securities | United States Government Full Faith and Credit    
Assets    
Available for sale securities 10,962 11,876
Fixed Maturity Securities | United States Government Sponsored Agencies    
Assets    
Available for sale securities 1,224,587 1,305,017
Fixed Maturity Securities | United States Municipalities, States and Territories    
Assets    
Available for sale securities 4,142,257 4,166,812
Fixed Maturity Securities | Foreign Government Obligations    
Assets    
Available for sale securities 226,500 239,360
Fixed Maturity Securities | Corporate Securities    
Assets    
Available for sale securities 28,479,603 29,878,971
Fixed Maturity Securities | Residential Mortgage Backed Securities    
Assets    
Available for sale securities 1,181,682 1,105,567
Fixed Maturity Securities | Commercial Mortgage Backed Securities    
Assets    
Available for sale securities 5,337,368 5,544,850
Fixed Maturity Securities | Other Asset Backed Securities    
Assets    
Available for sale securities 5,219,058 3,120,536
Equity Securities    
Assets    
Available for sale securities   292,429
Fair Value, Measurements, Recurring    
Assets    
Derivative assets 1,290,387 1,568,380
Cash and cash equivalents 1,129,242 1,434,045
Counterparty collateral 179,512 186,108
Assets 48,630,961 48,854,366
Liabilities    
Fixed index annuities - embedded derivatives 8,947,193 8,790,427
Liabilities   8,791,216
Fair Value, Measurements, Recurring | Interest Rate Caps    
Assets    
Interest rate derivative assets 1,244 415
Fair Value, Measurements, Recurring | Interest Rate Swap    
Assets    
Interest rate derivative assets 1,125  
Liabilities    
Interest rate derivative liabilities   789
Fair Value, Measurements, Recurring | Fixed Maturity Securities | United States Government Full Faith and Credit    
Assets    
Available for sale securities 10,962 11,876
Fair Value, Measurements, Recurring | Fixed Maturity Securities | United States Government Sponsored Agencies    
Assets    
Available for sale securities 1,224,587 1,305,017
Fair Value, Measurements, Recurring | Fixed Maturity Securities | United States Municipalities, States and Territories    
Assets    
Available for sale securities 4,142,257 4,166,812
Fair Value, Measurements, Recurring | Fixed Maturity Securities | Foreign Government Obligations    
Assets    
Available for sale securities 226,500 239,360
Fair Value, Measurements, Recurring | Fixed Maturity Securities | Corporate Securities    
Assets    
Available for sale securities 28,479,603 29,878,971
Fair Value, Measurements, Recurring | Fixed Maturity Securities | Residential Mortgage Backed Securities    
Assets    
Available for sale securities 1,181,682 1,105,567
Fair Value, Measurements, Recurring | Fixed Maturity Securities | Commercial Mortgage Backed Securities    
Assets    
Available for sale securities 5,337,368 5,544,850
Fair Value, Measurements, Recurring | Fixed Maturity Securities | Other Asset Backed Securities    
Assets    
Available for sale securities 5,219,058 3,120,536
Fair Value, Measurements, Recurring | Equity Securities    
Assets    
Available for sale securities 207,434 292,429
Quoted Prices in Active Markets (Level 1) | Fair Value, Measurements, Recurring    
Assets    
Derivative assets 0 0
Cash and cash equivalents 1,129,242 1,434,045
Counterparty collateral 0 0
Assets 1,334,703 1,724,690
Liabilities    
Fixed index annuities - embedded derivatives 0 0
Liabilities   0
Quoted Prices in Active Markets (Level 1) | Fair Value, Measurements, Recurring | Interest Rate Caps    
Assets    
Interest rate derivative assets 0 0
Quoted Prices in Active Markets (Level 1) | Fair Value, Measurements, Recurring | Interest Rate Swap    
Assets    
Interest rate derivative assets 0  
Liabilities    
Interest rate derivative liabilities   0
Quoted Prices in Active Markets (Level 1) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | United States Government Full Faith and Credit    
Assets    
Available for sale securities 5,454 5,640
Quoted Prices in Active Markets (Level 1) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | United States Government Sponsored Agencies    
Assets    
Available for sale securities 0 0
Quoted Prices in Active Markets (Level 1) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | United States Municipalities, States and Territories    
Assets    
Available for sale securities 0 0
Quoted Prices in Active Markets (Level 1) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Foreign Government Obligations    
Assets    
Available for sale securities 0 0
Quoted Prices in Active Markets (Level 1) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Corporate Securities    
Assets    
Available for sale securities 7 5
Quoted Prices in Active Markets (Level 1) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Residential Mortgage Backed Securities    
Assets    
Available for sale securities 0 0
Quoted Prices in Active Markets (Level 1) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Commercial Mortgage Backed Securities    
Assets    
Available for sale securities 0 0
Quoted Prices in Active Markets (Level 1) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Other Asset Backed Securities    
Assets    
Available for sale securities 0 0
Quoted Prices in Active Markets (Level 1) | Fair Value, Measurements, Recurring | Equity Securities    
Assets    
Available for sale securities 200,000 285,000
Significant Other Observable Inputs (Level 2) | Fair Value, Measurements, Recurring    
Assets    
Derivative assets 1,290,387 1,568,380
Cash and cash equivalents 0 0
Counterparty collateral 179,512 186,108
Assets 47,296,258 47,129,676
Liabilities    
Fixed index annuities - embedded derivatives 0 0
Liabilities   789
Significant Other Observable Inputs (Level 2) | Fair Value, Measurements, Recurring | Interest Rate Caps    
Assets    
Interest rate derivative assets 1,244 415
Significant Other Observable Inputs (Level 2) | Fair Value, Measurements, Recurring | Interest Rate Swap    
Assets    
Interest rate derivative assets 1,125  
Liabilities    
Interest rate derivative liabilities   789
Significant Other Observable Inputs (Level 2) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | United States Government Full Faith and Credit    
Assets    
Available for sale securities 5,508 6,236
Significant Other Observable Inputs (Level 2) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | United States Government Sponsored Agencies    
Assets    
Available for sale securities 1,224,587 1,305,017
Significant Other Observable Inputs (Level 2) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | United States Municipalities, States and Territories    
Assets    
Available for sale securities 4,142,257 4,166,812
Significant Other Observable Inputs (Level 2) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Foreign Government Obligations    
Assets    
Available for sale securities 226,500 239,360
Significant Other Observable Inputs (Level 2) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Corporate Securities    
Assets    
Available for sale securities 28,479,596 29,878,966
Significant Other Observable Inputs (Level 2) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Residential Mortgage Backed Securities    
Assets    
Available for sale securities 1,181,682 1,105,567
Significant Other Observable Inputs (Level 2) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Commercial Mortgage Backed Securities    
Assets    
Available for sale securities 5,337,368 5,544,850
Significant Other Observable Inputs (Level 2) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Other Asset Backed Securities    
Assets    
Available for sale securities 5,219,058 3,120,536
Significant Other Observable Inputs (Level 2) | Fair Value, Measurements, Recurring | Equity Securities    
Assets    
Available for sale securities 7,434 7,429
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring    
Assets    
Derivative assets 0 0
Cash and cash equivalents 0 0
Counterparty collateral 0 0
Assets 0 0
Liabilities    
Fixed index annuities - embedded derivatives 8,947,193 8,790,427
Liabilities   8,790,427
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Interest Rate Caps    
Assets    
Interest rate derivative assets 0 0
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Interest Rate Swap    
Assets    
Interest rate derivative assets 0  
Liabilities    
Interest rate derivative liabilities   0
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | United States Government Full Faith and Credit    
Assets    
Available for sale securities 0 0
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | United States Government Sponsored Agencies    
Assets    
Available for sale securities 0 0
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | United States Municipalities, States and Territories    
Assets    
Available for sale securities 0 0
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Foreign Government Obligations    
Assets    
Available for sale securities 0 0
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Corporate Securities    
Assets    
Available for sale securities 0 0
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Residential Mortgage Backed Securities    
Assets    
Available for sale securities 0 0
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Commercial Mortgage Backed Securities    
Assets    
Available for sale securities 0 0
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Fixed Maturity Securities | Other Asset Backed Securities    
Assets    
Available for sale securities 0 0
Significant Unobservable Inputs (Level 3) | Fair Value, Measurements, Recurring | Equity Securities    
Assets    
Available for sale securities $ 0 $ 0