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Derivative Financial Instruments - Notional and Fair Value (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2018
Sep. 30, 2017
Sep. 30, 2018
Sep. 30, 2017
Dec. 31, 2017
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Notional amount $ 4,380,835   $ 4,380,835   $ 2,567,989
Net derivatives, Fair value (13,066)   (13,066)   (43,184)
Asset derivatives, Fair value 60,318   60,318   51,359
Liability derivatives, Fair value 73,384   73,384   94,543
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (8,192) $ (10,615) (34,023) $ (22,335)  
Interest rate swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 0 492 0 3,919  
Interest rate swaps | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (6,651) 0 (20,953) 0  
Cross-currency swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 0 (16,046) 0 (38,297)  
Cross-currency swaps | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 5,570 0 18,165 0  
Futures on equity indices | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 0 (583) 0 (917)  
Futures on equity indices | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (2,511) (1,070) (4,656) (3,890)  
Interest rate futures | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 0 (40) 0 62  
Interest rate futures | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (146) 18 (31) (183)  
Interest rate swaptions | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 0 (6) 0 (37)  
Interest rate swaptions | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 1,003 (73) 852 (224)  
Other forward contracts | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income 0 (571) 0 (3,151)  
Other forward contracts | Realized investment gains (losses)          
Derivatives not designated as hedging instruments          
Gain (loss) on derivatives recognized in net income (5,457) 7,264 (27,400) 20,383  
Cash flow hedges:          
Derivatives not designated as hedging instruments          
Gain (loss) recognized in OCI on derivatives (Effective portion) 4,063 (23,111) 56,506 (48,311)  
Gain (loss) reclassified from OCI into net income (Effective portion) 4,718 377 13,924 1,245  
Cash flow hedges: | Interest rate swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) recognized in OCI on derivatives (Effective portion) (596) 115 (1,927) 611  
Gain (loss) reclassified from OCI into net income (Effective portion) 579 1,175 2,212 3,581  
Cash flow hedges: | Interest rate swaps | Interest Expense          
Derivatives not designated as hedging instruments          
Gain (loss) recognized in OCI on derivatives (Effective portion) 0 (653) 29,030 (5,003)  
Gain (loss) reclassified from OCI into net income (Effective portion) 443 (690) 1,075 (2,357)  
Cash flow hedges: | Cross-currency swaps | Net investment income          
Derivatives not designated as hedging instruments          
Gain (loss) recognized in OCI on derivatives (Effective portion) 4,659 (22,573) 29,403 (43,919)  
Gain (loss) reclassified from OCI into net income (Effective portion) 3,696 $ (108) 10,637 $ 21  
Derivatives designated as hedges:          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Notional amount 908,318   908,318   1,188,860
Net derivatives, Fair value (1,480)   (1,480)   (23,882)
Asset derivatives, Fair value 36,062   36,062   27,434
Liability derivatives, Fair value 37,542   37,542   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 908,318   908,318   1,188,860
Net derivatives, Fair value (1,480)   (1,480)   (23,882)
Asset derivatives, Fair value 36,062   36,062   27,434
Liability derivatives, Fair value 37,542   37,542   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 5,037   5,037   7,476
Asset derivatives, Fair value 5,037   5,037   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 886,018   886,018   800,060
Net derivatives, Fair value (6,517)   (6,517)   (31,358)
Asset derivatives, Fair value 31,025   31,025   19,958
Liability derivatives, Fair value 37,542   37,542   51,316
Derivatives not designated as hedges:          
Effect of derivative instruments in the condensed consolidated statement of income and comprehensive income          
Notional amount 3,472,517   3,472,517   1,379,129
Net derivatives, Fair value (11,586)   (11,586)   (19,302)
Asset derivatives, Fair value 24,256   24,256   23,925
Liability derivatives, Fair value 35,842   35,842   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 560,500   560,500   519,100
Net derivatives, Fair value (262)   (262)   1,902
Asset derivatives, Fair value 681   681   3,530
Liability derivatives, Fair value 943   943   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 (6,404)   (6,404)   (21,279)
Asset derivatives, Fair value 22,435   22,435   20,320
Liability derivatives, Fair value 28,839   28,839   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 58,344   58,344   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 33,300   33,300   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 192,670   192,670   164,522
Net derivatives, Fair value 164   164   75
Asset derivatives, Fair value 164   164   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 2,054,000   2,054,000    
Net derivatives, Fair value (5,084)   (5,084)    
Asset derivatives, Fair value 976   976    
Liability derivatives, Fair value $ 6,060   $ 6,060