XML 55 R33.htm IDEA: XBRL DOCUMENT v3.19.1
Investments - Schedule of Changes in Assets Measured at Fair Value on a Recurring Basis Using Significant Unobservable Inputs (Level 3) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2019
Mar. 31, 2018
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 639,822 $ 668,440
Total gains or losses:    
Included in realized gains/losses 0 0
Included in other comprehensive income 15,137 (8,361)
Acquisitions 0 0
Sales 0 0
Amortization 1,165 1,205
Other (3,401) (3,773)
Transfers in and/or out of Level 3 0 0
Ending balance $ 652,723 $ 657,511
Percent of total fixed maturities 3.80% 4.00%
Asset-Backed Securities [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 12,982 $ 14,049
Total gains or losses:    
Included in realized gains/losses 0 0
Included in other comprehensive income 298 (749)
Acquisitions 0 0
Sales 0 0
Amortization 0 0
Other (126) (113)
Transfers in and/or out of Level 3 0 0
Ending balance $ 13,154 $ 13,187
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 $ 73,369 $ 71,581
Total gains or losses:    
Included in realized gains/losses 0 0
Included in other comprehensive income 4,176 4,621
Acquisitions 0 0
Sales 0 0
Amortization 1,162 1,201
Other (1,458) (1,879)
Transfers in and/or out of Level 3 0 0
Ending balance $ 77,249 $ 75,524
Percent of total fixed maturities 0.40% 0.50%
Corporates [Member]    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Beginning balance $ 553,471 $ 582,810
Total gains or losses:    
Included in realized gains/losses 0 0
Included in other comprehensive income 10,663 (12,233)
Acquisitions 0 0
Sales 0 0
Amortization 3 4
Other (1,817) (1,781)
Transfers in and/or out of Level 3 0 0
Ending balance $ 562,320 $ 568,800
Percent of total fixed maturities 3.30% 3.40%