XML 82 R39.htm IDEA: XBRL DOCUMENT v3.19.3
INVESTMENTS (Contractual Maturities) (Details) - USD ($)
$ in Thousands
Sep. 30, 2019
Dec. 31, 2018
Amortized cost    
Due in one year or less $ 331,379 $ 430,390
Due after one year through five years 4,980,949 4,751,064
Due after five years through ten years 2,107,695 1,762,452
Due after ten years 397,393 210,133
Total fixed maturities with a single maturity date 7,817,416 7,154,039
Amortized cost 12,407,704 11,616,312
Fair value    
Due in one year or less 330,584 426,142
Due after one year through five years 5,037,089 4,691,263
Due after five years through ten years 2,173,611 1,697,737
Due after ten years 413,812 206,077
Total fixed maturities with a single maturity date 7,955,096 7,021,219
Fair value $ 12,616,241 $ 11,435,347
% of Total fair value    
Due in one year or less 2.60% 3.70%
Due after one year through five years 39.90% 41.00%
Due after five years through ten years 17.20% 14.80%
Due after ten years 3.30% 1.80%
Fixed maturities with a single maturity date 63.00% 61.30%
Total 100.00% 100.00%
Agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,609,193 $ 1,666,684
Amortized cost 1,609,193 1,666,684
Fair value    
Fixed maturities without a single maturity date 1,632,768 1,643,308
Fair value $ 1,632,768 $ 1,643,308
% of Total fair value    
Fixed maturities without a single maturity date 12.90% 14.40%
CMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,321,029 $ 1,103,507
Amortized cost 1,321,029 1,103,507
Fair value    
Fixed maturities without a single maturity date 1,368,890 1,092,530
Fair value $ 1,368,890 $ 1,092,530
% of Total fair value    
Fixed maturities without a single maturity date 10.90% 9.60%
Non-Agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 59,308 $ 40,732
Amortized cost 59,308 40,732
Fair value    
Fixed maturities without a single maturity date 58,952 40,687
Fair value $ 58,952 $ 40,687
% of Total fair value    
Fixed maturities without a single maturity date 0.50% 0.40%
ABS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,600,758 $ 1,651,350
Amortized cost 1,600,758 1,651,350
Fair value    
Fixed maturities without a single maturity date 1,600,535 1,637,603
Fair value $ 1,600,535 $ 1,637,603
% of Total fair value    
Fixed maturities without a single maturity date 12.70% 14.30%