XML 75 R63.htm IDEA: XBRL DOCUMENT v3.19.2
Derivative Instruments - Schedule of Information Regarding Company's Exposure to Credit Loss on the Options Holds (Detail) - USD ($)
$ in Thousands
Jun. 30, 2019
Dec. 31, 2018
Credit Derivatives [Line Items]    
Options Fair Value $ 231,044 $ 148,006
Collateral Held 232,159 148,023
Collateral Amounts used to Offset Exposure 230,033 146,864
Excess Collateral 2,126 1,159
Exposure Net of Collateral 1,011 1,142
Barclays | Moody's, Baa3 Rating | S&P BBB Rating    
Credit Derivatives [Line Items]    
Options Fair Value 53,790 38,905
Collateral Held 53,393 39,104
Collateral Amounts used to Offset Exposure 53,393 38,905
Excess Collateral 0 199
Exposure Net of Collateral 397 0
Credit Suisse | Moody's, Baa2 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 1,223  
Collateral Held 1,150  
Collateral Amounts used to Offset Exposure 1,150  
Excess Collateral 0  
Exposure Net of Collateral 73  
Goldman-Sachs | Moody A3 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 909 615
Collateral Held 670 670
Collateral Amounts used to Offset Exposure 670 615
Excess Collateral 0 55
Exposure Net of Collateral 239 0
ING | Moody Baa1 Rating | S&P A Minus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 28,382 24,183
Collateral Held 28,830 23,983
Collateral Amounts used to Offset Exposure 28,382 23,983
Excess Collateral 448 0
Exposure Net of Collateral 0 200
Morgan Stanley | Moody A3 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 26,538 11,649
Collateral Held 26,516 11,059
Collateral Amounts used to Offset Exposure 26,516 11,059
Excess Collateral 0 0
Exposure Net of Collateral 22 590
NATIXIS | Moody's, A1 Rating | S&P A Plus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 38,289 26,786
Collateral Held 38,700 27,610
Collateral Amounts used to Offset Exposure 38,289 26,786
Excess Collateral 411 824
Exposure Net of Collateral 0 0
SunTrust | Moody Baa1 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 48,347 23,488
Collateral Held 49,350 23,545
Collateral Amounts used to Offset Exposure 48,320 23,464
Excess Collateral 1,030 81
Exposure Net of Collateral 27 24
Wells Fargo | Moody A2 Rating | S&P A Minus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 33,566 22,380
Collateral Held 33,550 22,052
Collateral Amounts used to Offset Exposure 33,313 22,052
Excess Collateral 237 0
Exposure Net of Collateral 253 328
Collateral Held in Cash    
Credit Derivatives [Line Items]    
Collateral Held 147,159 62,899
Collateral Held in Cash | Barclays | Moody's, Baa3 Rating | S&P BBB Rating    
Credit Derivatives [Line Items]    
Collateral Held 25,393 11,063
Collateral Held in Cash | Credit Suisse | Moody's, Baa2 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 1,150  
Collateral Held in Cash | Goldman-Sachs | Moody A3 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 670 670
Collateral Held in Cash | ING | Moody Baa1 Rating | S&P A Minus Rating    
Credit Derivatives [Line Items]    
Collateral Held 12,830 7,960
Collateral Held in Cash | Morgan Stanley | Moody A3 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 17,516 2,046
Collateral Held in Cash | NATIXIS | Moody's, A1 Rating | S&P A Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 38,700 27,610
Collateral Held in Cash | SunTrust | Moody Baa1 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 32,350 6,520
Collateral Held in Cash | Wells Fargo | Moody A2 Rating | S&P A Minus Rating    
Credit Derivatives [Line Items]    
Collateral Held 18,550 7,030
Collateral Held in Invested Assets    
Credit Derivatives [Line Items]    
Collateral Held 85,000 85,124
Collateral Held in Invested Assets | Barclays | Moody's, Baa3 Rating | S&P BBB Rating    
Credit Derivatives [Line Items]    
Collateral Held 28,000 28,041
Collateral Held in Invested Assets | Credit Suisse | Moody's, Baa2 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 0  
Collateral Held in Invested Assets | Goldman-Sachs | Moody A3 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 0 0
Collateral Held in Invested Assets | ING | Moody Baa1 Rating | S&P A Minus Rating    
Credit Derivatives [Line Items]    
Collateral Held 16,000 16,023
Collateral Held in Invested Assets | Morgan Stanley | Moody A3 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 9,000 9,013
Collateral Held in Invested Assets | NATIXIS | Moody's, A1 Rating | S&P A Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 0 0
Collateral Held in Invested Assets | SunTrust | Moody Baa1 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 17,000 17,025
Collateral Held in Invested Assets | Wells Fargo | Moody A2 Rating | S&P A Minus Rating    
Credit Derivatives [Line Items]    
Collateral Held $ 15,000 $ 15,022