XML 56 R62.htm IDEA: XBRL DOCUMENT v3.19.3
Derivative Instruments - Schedule of Information Regarding Company's Exposure to Credit Loss on the Options Holds (Detail) - USD ($)
$ in Thousands
Sep. 30, 2019
Dec. 31, 2018
Credit Derivatives [Line Items]    
Options Fair Value $ 224,184 $ 148,006
Collateral Held 223,449 148,023
Collateral Amounts used to Offset Exposure 222,691 146,864
Excess Collateral 758 1,159
Exposure Net of Collateral 1,493 1,142
Barclays | Moody's, Baa3 Rating | S&P BBB Rating    
Credit Derivatives [Line Items]    
Options Fair Value 52,648 38,905
Collateral Held 52,363 39,104
Collateral Amounts used to Offset Exposure 52,363 38,905
Excess Collateral 0 199
Exposure Net of Collateral 285 0
Credit Suisse | Moody's, Baa2 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 2,345  
Collateral Held 2,110  
Collateral Amounts used to Offset Exposure 2,110  
Excess Collateral 0  
Exposure Net of Collateral 235  
Goldman-Sachs | Moody A3 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 934 615
Collateral Held 930 670
Collateral Amounts used to Offset Exposure 930 615
Excess Collateral 0 55
Exposure Net of Collateral 4 0
ING | Moody Baa1 Rating | S&P A Minus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 28,587 24,183
Collateral Held 29,110 23,983
Collateral Amounts used to Offset Exposure 28,587 23,983
Excess Collateral 523 0
Exposure Net of Collateral 0 200
Morgan Stanley | Moody A3 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 27,802 11,649
Collateral Held 27,716 11,059
Collateral Amounts used to Offset Exposure 27,716 11,059
Excess Collateral 0 0
Exposure Net of Collateral 86 590
NATIXIS | Moody's, A1 Rating | S&P A Plus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 27,069 26,786
Collateral Held 27,160 27,610
Collateral Amounts used to Offset Exposure 27,069 26,786
Excess Collateral 91 824
Exposure Net of Collateral 0 0
SunTrust | Moody Baa1 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 54,475 23,488
Collateral Held 53,690 23,545
Collateral Amounts used to Offset Exposure 53,669 23,464
Excess Collateral 21 81
Exposure Net of Collateral 806 24
Wells Fargo | Moody A2 Rating | S&P A Minus Rating    
Credit Derivatives [Line Items]    
Options Fair Value 30,324 22,380
Collateral Held 30,370 22,052
Collateral Amounts used to Offset Exposure 30,247 22,052
Excess Collateral 123 0
Exposure Net of Collateral 77 328
Collateral Held in Cash    
Credit Derivatives [Line Items]    
Collateral Held 138,449 62,899
Collateral Held in Cash | Barclays | Moody's, Baa3 Rating | S&P BBB Rating    
Credit Derivatives [Line Items]    
Collateral Held 24,363 11,063
Collateral Held in Cash | Credit Suisse | Moody's, Baa2 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 2,110  
Collateral Held in Cash | Goldman-Sachs | Moody A3 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 930 670
Collateral Held in Cash | ING | Moody Baa1 Rating | S&P A Minus Rating    
Credit Derivatives [Line Items]    
Collateral Held 13,110 7,960
Collateral Held in Cash | Morgan Stanley | Moody A3 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 18,716 2,046
Collateral Held in Cash | NATIXIS | Moody's, A1 Rating | S&P A Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 27,160 27,610
Collateral Held in Cash | SunTrust | Moody Baa1 Rating | S&P BBB Plus Rating    
Credit Derivatives [Line Items]    
Collateral Held 36,690 6,520
Collateral Held in Cash | Wells Fargo | Moody A2 Rating | S&P A Minus Rating    
Credit Derivatives [Line Items]    
Collateral Held 15,370 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