XML 90 R66.htm IDEA: XBRL DOCUMENT v3.10.0.1
INVESTMENTS - Amortized cost or cost and fair values (Details) - USD ($)
$ in Thousands
Dec. 31, 2018
Dec. 31, 2017
Fixed maturities    
Amortized cost $ 11,616,312 $ 12,611,219
Gross unrealized gains 33,874 101,660
Gross unrealized losses (214,839) (90,873)
Fair value 11,435,347 12,622,006
Non-credit OTTI in AOCI (857) (853)
U.S. government and agency    
Fixed maturities    
Amortized cost 1,520,142 1,727,643
Gross unrealized gains 4,232 1,735
Gross unrealized losses (8,677) (16,909)
Fair value 1,515,697 1,712,469
Non-credit OTTI in AOCI 0 0
Non-U.S. government    
Fixed maturities    
Amortized cost 507,550 798,582
Gross unrealized gains 1,586 17,240
Gross unrealized losses (16,120) (9,523)
Fair value 493,016 806,299
Non-credit OTTI in AOCI 0 0
Corporate debt    
Fixed maturities    
Amortized cost 4,990,279 5,265,795
Gross unrealized gains 15,086 61,922
Gross unrealized losses (128,444) (29,851)
Fair value 4,876,921 5,297,866
Non-credit OTTI in AOCI 0 0
Agency RMBS    
Fixed maturities    
Amortized cost 1,666,684 2,414,720
Gross unrealized gains 6,508 8,132
Gross unrealized losses (29,884) (27,700)
Fair value 1,643,308 2,395,152
Non-credit OTTI in AOCI 0 0
CMBS    
Fixed maturities    
Amortized cost 1,103,507 776,715
Gross unrealized gains 2,818 4,138
Gross unrealized losses (13,795) (3,125)
Fair value 1,092,530 777,728
Non-credit OTTI in AOCI 0 0
Non-Agency RMBS    
Fixed maturities    
Amortized cost 40,732 45,713
Gross unrealized gains 1,237 1,917
Gross unrealized losses (1,282) (799)
Fair value 40,687 46,831
Non-credit OTTI in AOCI (857) (853)
ABS    
Fixed maturities    
Amortized cost 1,651,350 1,432,884
Gross unrealized gains 1,493 5,391
Gross unrealized losses (15,240) (1,994)
Fair value 1,637,603 1,436,281
Non-credit OTTI in AOCI 0 0
Municipals    
Fixed maturities    
Amortized cost 136,068 149,167
Gross unrealized gains 914 1,185
Gross unrealized losses (1,397) (972)
Fair value 135,585 149,380
Non-credit OTTI in AOCI $ 0 $ 0