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Derivative Financial Instruments - Notional and Fair Value (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2018
Jun. 30, 2017
Jun. 30, 2018
Jun. 30, 2017
Dec. 31, 2017
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Notional amount $ 4,749,878   $ 4,749,878   $ 2,567,989
Net derivatives, Fair value (10,681)   (10,681)   (43,184)
Asset derivatives, Fair value 62,869   62,869   51,359
Liability derivatives, Fair value 73,550   73,550   94,543
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 34,204 $ 4,889 (25,831) $ (11,720)  
Interest rate swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 0 4,976 0 3,427  
Interest rate swaps | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (3,336) 0 (14,302) 0  
Cross-currency swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 0 (8,083) 0 (22,251)  
Cross-currency swaps | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 40,739 0 12,595 0  
Futures on equity indices | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 0 350 0 (334)  
Futures on equity indices | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (1,504) (1,536) (2,145) (2,820)  
Interest rate futures | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 0 116 0 102  
Interest rate futures | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 67 (206) 115 (201)  
Interest rate swaptions | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 0 (4) 0 (31)  
Interest rate swaptions | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (187) (77) (151) (151)  
Other forward contracts | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 0 (9,363) 0 (2,580)  
Other forward contracts | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (1,575) 18,716 (21,943) 13,119  
Cash flow hedges:          
Derivatives not designated as hedging instruments          
Gain (loss) recognized in OCI on derivatives (Effective portion) 58,939 (18,245) 52,443 (25,200)  
Gain (loss) reclassified from OCI into net income (Effective portion) 9,059 (574) 9,206 868  
Cash flow hedges: | Interest rate swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) recognized in OCI on derivatives (Effective portion) (319) 644 (1,331) 496  
Gain (loss) reclassified from OCI into net income (Effective portion) 705 1,186 1,633 2,406  
Cash flow hedges: | Interest rate swaps | Interest Expense          
Derivatives not designated as hedging instruments          
Gain (loss) recognized in OCI on derivatives (Effective portion) 1 (8,193) 29,030 (4,350)  
Gain (loss) reclassified from OCI into net income (Effective portion) 887 (787) 632 (1,667)  
Cash flow hedges: | Cross-currency swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) recognized in OCI on derivatives (Effective portion) 59,257 (10,696) 24,744 (21,346)  
Gain (loss) reclassified from OCI into net income (Effective portion) 7,467 $ (973) 6,941 $ 129  
Derivatives designated as hedges:          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Notional amount 886,454   886,454   1,188,860
Net derivatives, Fair value (2,937)   (2,937)   (23,882)
Asset derivatives, Fair value 36,388   36,388   27,434
Liability derivatives, Fair value 39,325   39,325   51,316
Derivatives designated as hedges: | Cash flow hedges:          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Notional amount 886,454   886,454   1,188,860
Net derivatives, Fair value (2,937)   (2,937)   (23,882)
Asset derivatives, Fair value 36,388   36,388   27,434
Liability derivatives, Fair value 39,325   39,325   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          
Notional amount 22,300   22,300   388,800
Net derivatives, Fair value 5,917   5,917   7,476
Asset derivatives, Fair value 5,917   5,917   7,476
Liability derivatives, Fair value 0   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          
Notional amount 864,154   864,154   800,060
Net derivatives, Fair value (8,854)   (8,854)   (31,358)
Asset derivatives, Fair value 30,471   30,471   19,958
Liability derivatives, Fair value 39,325   39,325   51,316
Derivatives not designated as hedges:          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Notional amount 3,863,424   3,863,424   1,379,129
Net derivatives, Fair value (7,744)   (7,744)   (19,302)
Asset derivatives, Fair value 26,481   26,481   23,925
Liability derivatives, Fair value 34,225   34,225   43,227
Derivatives not designated as hedges: | Interest rate swaps          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Notional amount 548,500   548,500   519,100
Net derivatives, Fair value 577   577   1,902
Asset derivatives, Fair value 1,461   1,461   3,530
Liability derivatives, Fair value 884   884   1,628
Derivatives not designated as hedges: | Cross-currency swaps          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Notional amount 573,703   573,703   612,733
Net derivatives, Fair value (11,778)   (11,778)   (21,279)
Asset derivatives, Fair value 20,292   20,292   20,320
Liability derivatives, Fair value 32,070   32,070   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          
Notional amount 56,521   56,521   22,074
Net derivatives, Fair value 0   0   0
Asset derivatives, Fair value 0   0   0
Liability derivatives, Fair value 0   0   0
Derivatives not designated as hedges: | Interest rate futures          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Notional amount 34,300   34,300   60,700
Net derivatives, Fair value 0   0   0
Asset derivatives, Fair value 0   0   0
Liability derivatives, Fair value 0   0   0
Derivatives not designated as hedges: | Interest rate swaptions          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Notional amount 190,400   190,400   164,522
Net derivatives, Fair value 163   163   75
Asset derivatives, Fair value 163   163   75
Liability derivatives, Fair value 0   0   $ 0
Derivatives not designated as hedges: | Other forward contracts          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Notional amount 2,460,000   2,460,000    
Net derivatives, Fair value 3,294   3,294    
Asset derivatives, Fair value 4,565   4,565    
Liability derivatives, Fair value $ 1,271   $ 1,271