XML 103 R49.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Fair Values of Financial Instruments (Assets and Liabilities Measured on a Recurring Basis by Fair Value Hierarchy) (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Assets    
Derivative instruments $ 1,355,989 $ 205,149
Fair Value, Measurements, Recurring    
Assets    
Derivative instruments 1,355,989 205,149
Cash and cash equivalents 2,293,392 344,396
Counterparty collateral   33,101
Assets 55,229,877 46,507,324
Liabilities    
Fixed index annuities - embedded derivatives 9,624,395 8,165,405
Fair Value, Measurements, Recurring | Interest Rate Caps    
Assets    
Interest rate derivative assets 6 597
Fair Value, Measurements, Recurring | Interest Rate Swap    
Assets    
Interest rate derivative assets   354
Fair Value, Measurements, Recurring | United States Government Full Faith and Credit    
Assets    
Available for sale securities 161,765 11,652
Fair Value, Measurements, Recurring | United States Government Sponsored Agencies    
Assets    
Available for sale securities 625,020 1,138,529
Fair Value, Measurements, Recurring | United States Municipalities, States and Territories    
Assets    
Available for sale securities 4,527,671 4,126,267
Fair Value, Measurements, Recurring | Foreign Government Obligations    
Assets    
Available for sale securities 205,096 230,274
Fair Value, Measurements, Recurring | Corporate Securities    
Assets    
Available for sale securities 32,536,839 28,371,514
Fair Value, Measurements, Recurring | Residential Mortgage Backed Securities    
Assets    
Available for sale securities 1,575,664 1,202,159
Fair Value, Measurements, Recurring | Commercial Mortgage Backed Securities    
Assets    
Available for sale securities 5,786,279 5,379,003
Fair Value, Measurements, Recurring | Other Asset Backed Securities    
Assets    
Available for sale securities 6,162,156 5,464,329
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets (Level 1)    
Assets    
Derivative instruments 0 0
Cash and cash equivalents 2,293,392 344,396
Counterparty collateral   0
Assets 2,449,341 350,303
Liabilities    
Fixed index annuities - embedded derivatives 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets (Level 1) | Interest Rate Caps    
Assets    
Interest rate derivative assets 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets (Level 1) | Interest Rate Swap    
Assets    
Interest rate derivative assets   0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets (Level 1) | United States Government Full Faith and Credit    
Assets    
Available for sale securities 155,945 5,900
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets (Level 1) | United States Government Sponsored Agencies    
Assets    
Available for sale securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets (Level 1) | United States Municipalities, States and Territories    
Assets    
Available for sale securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets (Level 1) | Foreign Government Obligations    
Assets    
Available for sale securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets (Level 1) | Corporate Securities    
Assets    
Available for sale securities 4 7
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets (Level 1) | Residential Mortgage Backed Securities    
Assets    
Available for sale securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets (Level 1) | Commercial Mortgage Backed Securities    
Assets    
Available for sale securities 0 0
Fair Value, Measurements, Recurring | Quoted Prices in Active Markets (Level 1) | Other Asset Backed Securities    
Assets    
Available for sale securities 0 0
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2)    
Assets    
Derivative instruments 1,355,989 205,149
Cash and cash equivalents 0 0
Counterparty collateral   33,101
Assets 52,780,536 46,157,021
Liabilities    
Fixed index annuities - embedded derivatives 0 0
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Interest Rate Caps    
Assets    
Interest rate derivative assets 6 597
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Interest Rate Swap    
Assets    
Interest rate derivative assets   354
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | United States Government Full Faith and Credit    
Assets    
Available for sale securities 5,820 5,752
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | United States Government Sponsored Agencies    
Assets    
Available for sale securities 625,020 1,138,529
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | United States Municipalities, States and Territories    
Assets    
Available for sale securities 4,527,671 4,126,267
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Foreign Government Obligations    
Assets    
Available for sale securities 205,096 230,274
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Corporate Securities    
Assets    
Available for sale securities 32,536,835 28,371,507
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Residential Mortgage Backed Securities    
Assets    
Available for sale securities 1,575,664 1,202,159
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Commercial Mortgage Backed Securities    
Assets    
Available for sale securities 5,786,279 5,379,003
Fair Value, Measurements, Recurring | Significant Other Observable Inputs (Level 2) | Other Asset Backed Securities    
Assets    
Available for sale securities 6,162,156 5,464,329
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3)    
Assets    
Derivative instruments 0 0
Cash and cash equivalents 0 0
Counterparty collateral   0
Assets 0 0
Liabilities    
Fixed index annuities - embedded derivatives 9,624,395 8,165,405
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Interest Rate Caps    
Assets    
Interest rate derivative assets 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Interest Rate Swap    
Assets    
Interest rate derivative assets   0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | United States Government Full Faith and Credit    
Assets    
Available for sale securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | United States Government Sponsored Agencies    
Assets    
Available for sale securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | United States Municipalities, States and Territories    
Assets    
Available for sale securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Foreign Government Obligations    
Assets    
Available for sale securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Corporate Securities    
Assets    
Available for sale securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Residential Mortgage Backed Securities    
Assets    
Available for sale securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Commercial Mortgage Backed Securities    
Assets    
Available for sale securities 0 0
Fair Value, Measurements, Recurring | Significant Unobservable Inputs (Level 3) | Other Asset Backed Securities    
Assets    
Available for sale securities $ 0 $ 0