XML 49 R35.htm IDEA: XBRL DOCUMENT v3.10.0.1
Investments - Schedule of Changes in Assets Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3) (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2018
Sep. 30, 2017
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 668,440 $ 623,103
Total gains or losses:    
Included in realized gains/losses 698 0
Included in other comprehensive income (14,113) 18,996
Acquisitions 27,453 35,666
Sales 0 0
Amortization 3,585 3,719
Other (42,862) (12,850)
Transfers in and/or out of Level 3 4,533 0
Ending balance $ 647,734 $ 668,634
Percent of total fixed maturities 4.00% 4.00%
Asset-Backed Securities [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 14,049 $ 0
Total gains or losses:    
Included in realized gains/losses 0 0
Included in other comprehensive income (950) 595
Acquisitions 0 14,000
Sales 0 0
Amortization 0 0
Other (315) (212)
Transfers in and/or out of Level 3 0 0
Ending balance $ 12,784 $ 14,383
Percent of total fixed maturities 0.10% 0.10%
Collateralized debt obligations [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 71,581 $ 63,503
Total gains or losses:    
Included in realized gains/losses 0 0
Included in other comprehensive income 8,691 7,787
Acquisitions 0 0
Sales 0 0
Amortization 3,572 3,705
Other (4,928) (5,227)
Transfers in and/or out of Level 3 0 0
Ending balance $ 78,916 $ 69,768
Percent of total fixed maturities 0.50% 0.40%
Corporates [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 582,810 $ 559,600
Total gains or losses:    
Included in realized gains/losses 698 0
Included in other comprehensive income (21,854) 10,614
Acquisitions 27,453 21,666
Sales 0 0
Amortization 13 14
Other (37,619) (7,411)
Transfers in and/or out of Level 3 4,533 0
Ending balance $ 556,034 $ 584,483
Percent of total fixed maturities 3.40% 3.50%