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Fair Value Level 3 Financial Instruments changes in Fair Value recurring basis (Details) - Fair Value, Measurements, Recurring - Significant unobservable inputs (Level 3) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Asset Balance at beginning of period $ 100,414 $ 189,312
Asset Purchases 60,628 92,681
Asset Sales (4,697) (13,568)
Asset, Gain (Loss) Included in Earnings 0 (545)
Gain/Loss in Other Comprehensive Income (Loss) 217 (4,585)
Asset Transfers Into Level 3 [1] 3,643 7,082
Asset, Transfers out of Level 3 [1] (124,127) (170,182)
Asset, Amortization (28) 219
Asset Balance at end of period 36,050 100,414
Corporate    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Asset Balance at beginning of period 22,011 33,600
Asset Purchases 6,000 0
Asset Sales (3,344) (9,432)
Asset, Gain (Loss) Included in Earnings 0 0
Gain/Loss in Other Comprehensive Income (Loss) 443 974
Asset Transfers Into Level 3 [1] 3,643 7,082
Asset, Transfers out of Level 3 [1] (22,137) (8,530)
Asset, Amortization (28) 265
Asset Balance at end of period 6,588 22,011
Residential mortgage-backed    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Asset Balance at beginning of period 0 9,124
Asset Purchases 18,378 27,818
Asset Sales 0 0
Asset, Gain (Loss) Included in Earnings 0 0
Gain/Loss in Other Comprehensive Income (Loss) 0 0
Asset Transfers Into Level 3 0 [1] 0
Asset, Transfers out of Level 3 [1] (18,378) (36,942)
Asset, Amortization 0 0
Asset Balance at end of period 0 0
Commercial mortgage-backed    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Asset Balance at beginning of period 67,940 85,701
Asset Purchases 7,540 36,008
Asset Sales (376) (1,337)
Asset, Gain (Loss) Included in Earnings 0 0
Gain/Loss in Other Comprehensive Income (Loss) 578 3,599
Asset Transfers Into Level 3 0 0
Asset, Transfers out of Level 3 [1] (62,902) (48,787)
Asset, Amortization 0 (46)
Asset Balance at end of period 12,780 67,940
Other asset-backed    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Asset Balance at beginning of period 3,601 53,480
Asset Purchases 28,710 28,855
Asset Sales (977) (2,799)
Asset, Gain (Loss) Included in Earnings 0 0
Gain/Loss in Other Comprehensive Income (Loss) (869) 12
Asset Transfers Into Level 3 0 0
Asset, Transfers out of Level 3 [1] (20,710) (75,923)
Asset, Amortization 0 0
Asset Balance at end of period 9,755 3,601
Non-redeemable preferred stocks    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Asset Balance at beginning of period 6,862 7,407
Asset Purchases 0 0
Asset Sales 0 0
Asset, Gain (Loss) Included in Earnings 0 (545)
Gain/Loss in Other Comprehensive Income (Loss) 65 0
Asset Transfers Into Level 3 0 0
Asset, Transfers out of Level 3 0 0
Asset, Amortization 0 0
Asset Balance at end of period 6,927 6,862
Index Product Embedded Derivatives    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Liability Value beginning of period 40,028 27,774
Liability, Purchases 15,325 11,514
Liability, Settlements (7,014) (4,447)
Liability, Gain (Loss) Included in Earnings 28,007 (5,187)
Liability, Gain (Loss) Included in Other Comprehensive Income (Loss) 0 0
Liability, Transfers Into Level 3 [1] 0 0
Liability, Transfers out of Level 3 [1] 0 0
Liability Value end of period $ 76,346 $ 40,028
[1]
Transfers into Level 3 represent assets previously priced using an external pricing service with access to observable inputs no longer available and therefore, were priced using non-binding broker quotes. Transfers out of Level 3 include those assets that we are now able to obtain pricing from a third-party pricing vendor that uses observable inputs. The fair values of newly issued securities often require additional estimation until a market is created, which is generally within a few months after issuance. Once a market is created, as was the case for the majority of the security transfers out of the Level 3 category above, Level 2 valuation sources become available.