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Derivative Financial Instruments - Notional and Fair Value (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Dec. 31, 2017
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income      
Derivative, Notional Amount $ 3,131,412   $ 2,567,989
Derivative, Fair Value, Net (103,717)   (43,184)
Asset derivatives, Fair value 34,971   51,359
Liability derivatives, Fair value 138,688   94,543
Derivatives not designated as hedging instruments      
Gain (loss) on derivatives recognized in net income (60,035) $ (16,608)  
Interest rate swaps | Net investment income      
Derivatives not designated as hedging instruments      
Gain (loss) on derivatives recognized in net income 0 (1,549)  
Interest rate swaps | Realized investment gains (losses)      
Derivatives not designated as hedging instruments      
Gain (loss) on derivatives recognized in net income (10,966) 0  
Cross-currency swaps | Net investment income      
Derivatives not designated as hedging instruments      
Gain (loss) on derivatives recognized in net income 0 (14,168)  
Cross-currency swaps | Realized investment gains (losses)      
Derivatives not designated as hedging instruments      
Gain (loss) on derivatives recognized in net income (28,144) 0  
Futures on equity indices | Net investment income      
Derivatives not designated as hedging instruments      
Gain (loss) on derivatives recognized in net income 0 (684)  
Futures on equity indices | Realized investment gains (losses)      
Derivatives not designated as hedging instruments      
Gain (loss) on derivatives recognized in net income (641) (1,284)  
Interest rate futures | Net investment income      
Derivatives not designated as hedging instruments      
Gain (loss) on derivatives recognized in net income 0 (14)  
Interest rate futures | Realized investment gains (losses)      
Derivatives not designated as hedging instruments      
Gain (loss) on derivatives recognized in net income 48 5  
Interest rate swaptions | Net investment income      
Derivatives not designated as hedging instruments      
Gain (loss) on derivatives recognized in net income 0 (27)  
Interest rate swaptions | Realized investment gains (losses)      
Derivatives not designated as hedging instruments      
Gain (loss) on derivatives recognized in net income 36 (74)  
Other forward contracts | Net investment income      
Derivatives not designated as hedging instruments      
Gain (loss) on derivatives recognized in net income 0 6,784  
Other forward contracts | Realized investment gains (losses)      
Derivatives not designated as hedging instruments      
Gain (loss) on derivatives recognized in net income (20,368) (5,597)  
Cash flow hedges:      
Derivatives not designated as hedging instruments      
Gain (loss) recognized in OCI on derivatives (Effective portion) (6,496) (6,955)  
Gain (loss) reclassified from OCI into net income (Effective portion) 147 1,442  
Cash flow hedges: | Interest rate swaps | Net investment income      
Derivatives not designated as hedging instruments      
Gain (loss) recognized in OCI on derivatives (Effective portion) (1,012) (148)  
Gain (loss) reclassified from OCI into net income (Effective portion) 928 1,220  
Cash flow hedges: | Interest rate swaps | Interest Expense      
Derivatives not designated as hedging instruments      
Gain (loss) recognized in OCI on derivatives (Effective portion) 29,029 3,843  
Gain (loss) reclassified from OCI into net income (Effective portion) (255) (880)  
Cash flow hedges: | Cross-currency swaps | Net investment income      
Derivatives not designated as hedging instruments      
Gain (loss) recognized in OCI on derivatives (Effective portion) (34,513) (10,650)  
Gain (loss) reclassified from OCI into net income (Effective portion) (526) $ 1,102  
Derivatives designated as hedges:      
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income      
Derivative, Notional Amount 886,909   1,188,860
Derivative, Fair Value, Net (59,076)   (23,882)
Asset derivatives, Fair value 16,560   27,434
Liability derivatives, Fair value 75,636   51,316
Derivatives designated as hedges: | Cash flow hedges:      
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income      
Derivative, Notional Amount 886,909   1,188,860
Derivative, Fair Value, Net (59,076)   (23,882)
Asset derivatives, Fair value 16,560   27,434
Liability derivatives, Fair value 75,636   51,316
Derivatives designated as hedges: | Cash flow hedges: | Interest rate swaps      
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income      
Derivative, Notional Amount 22,300   388,800
Derivative, Fair Value, Net 6,156   7,476
Asset derivatives, Fair value 6,156   7,476
Liability derivatives, Fair value 0   0
Derivatives designated as hedges: | Cash flow hedges: | Cross-currency swaps      
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income      
Derivative, Notional Amount 864,609   800,060
Derivative, Fair Value, Net (65,232)   (31,358)
Asset derivatives, Fair value 10,404   19,958
Liability derivatives, Fair value 75,636   51,316
Derivatives not designated as hedges:      
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income      
Derivative, Notional Amount 2,244,503   1,379,129
Derivative, Fair Value, Net (44,641)   (19,302)
Asset derivatives, Fair value 18,411   23,925
Liability derivatives, Fair value 63,052   43,227
Derivatives not designated as hedges: | Interest rate swaps      
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income      
Derivative, Notional Amount 534,100   519,100
Derivative, Fair Value, Net 775   1,902
Asset derivatives, Fair value 1,703   3,530
Liability derivatives, Fair value 928   1,628
Derivatives not designated as hedges: | Cross-currency swaps      
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income      
Derivative, Notional Amount 612,733   612,733
Derivative, Fair Value, Net (49,242)   (21,279)
Asset derivatives, Fair value 12,882   20,320
Liability derivatives, Fair value 62,124   41,599
Derivatives not designated as hedges: | Futures on equity indices      
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income      
Derivative, Notional Amount 57,609   22,074
Derivative, Fair Value, Net 0   0
Asset derivatives, Fair value 0   0
Liability derivatives, Fair value 0   0
Derivatives not designated as hedges: | Interest rate futures      
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income      
Derivative, Notional Amount 47,300   60,700
Derivative, Fair Value, Net 0   0
Asset derivatives, Fair value 0   0
Liability derivatives, Fair value 0   0
Derivatives not designated as hedges: | Interest rate swaptions      
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income      
Derivative, Notional Amount 172,761   164,522
Derivative, Fair Value, Net 135   75
Asset derivatives, Fair value 135   75
Liability derivatives, Fair value 0   $ 0
Derivatives not designated as hedges: | Other forward contracts      
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income      
Derivative, Notional Amount 820,000    
Derivative, Fair Value, Net 3,691    
Asset derivatives, Fair value 3,691    
Liability derivatives, Fair value $ 0