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Derivative Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2019
Sep. 30, 2018
Sep. 30, 2019
Sep. 30, 2018
Dec. 31, 2018
Derivative offsetting [Abstract]          
Derivative assets subject to master netting agreements $ 105,500   $ 105,500   $ 80,400
Derivative liabilities subject to master netting agreements 52,700   52,700   18,900
Net realized gains (losses) on derivative instruments          
Net realized gains (losses) on derivative instruments [1] 42,893 $ (17,556) 142,730 $ (23,665)  
Not Designated as Hedging Instrument [Member]          
Derivative [Line Items]          
Asset derivatives - fair value 106,608   106,608   82,185
Liability derivatives - fair value (53,740)   (53,740)   (20,664)
Net realized gains (losses) on derivative instruments          
Net realized gains (losses) on derivative instruments 42,893 (17,556) 142,730 (23,665)  
Not Designated as Hedging Instrument [Member] | Futures contracts          
Derivative [Line Items]          
Net derivatives - notional value [2],[3] 3,987,260   3,987,260   3,153,518
Net realized gains (losses) on derivative instruments          
Net realized gains (losses) on derivative instruments 46,194 (15,399) 140,503 (10,609)  
Not Designated as Hedging Instrument [Member] | Futures contracts | Other assets          
Derivative [Line Items]          
Asset derivatives - fair value [3] 15,148   15,148   51,800
Not Designated as Hedging Instrument [Member] | Futures contracts | Other liabilities          
Derivative [Line Items]          
Liability derivatives - fair value [3] (20,515)   (20,515)   (2,115)
Not Designated as Hedging Instrument [Member] | Foreign currency forward contracts          
Derivative [Line Items]          
Net derivatives - notional value [2],[3] 965,348   965,348   1,008,907
Net realized gains (losses) on derivative instruments          
Net realized gains (losses) on derivative instruments 2,044 (5,458) (17,030) (13,074)  
Not Designated as Hedging Instrument [Member] | Foreign currency forward contracts | Other assets          
Derivative [Line Items]          
Asset derivatives - fair value [3] 5,316   5,316   8,147
Not Designated as Hedging Instrument [Member] | Foreign currency forward contracts | Other liabilities          
Derivative [Line Items]          
Liability derivatives - fair value [3] (8,616)   (8,616)   (7,796)
Not Designated as Hedging Instrument [Member] | TBAs          
Derivative [Line Items]          
Net derivatives - notional value [2],[4] 53,229   53,229   8,132
Net realized gains (losses) on derivative instruments          
Net realized gains (losses) on derivative instruments 269 (3) 507 (100)  
Not Designated as Hedging Instrument [Member] | TBAs | Fixed maturities available for sale          
Derivative [Line Items]          
Asset derivatives - fair value [4] 54,961   54,961   8,292
Liability derivatives - fair value [4] 0   0   0
Not Designated as Hedging Instrument [Member] | Other          
Derivative [Line Items]          
Net derivatives - notional value [2],[3] 3,983,466   3,983,466   2,213,981
Net realized gains (losses) on derivative instruments          
Net realized gains (losses) on derivative instruments (5,614) $ 3,304 18,750 $ 118  
Not Designated as Hedging Instrument [Member] | Other | Other assets          
Derivative [Line Items]          
Asset derivatives - fair value [3] 31,183   31,183   13,946
Not Designated as Hedging Instrument [Member] | Other | Other liabilities          
Derivative [Line Items]          
Liability derivatives - fair value [3] $ (24,609)   $ (24,609)   $ (10,753)
[1]
See note 8 for information on the Company’s derivative instruments.
[2]
Represents the absolute notional value of all outstanding contracts, consisting of long and short positions.
[3]
The fair value of asset derivatives are included in ‘other assets’ and the fair value of liability derivatives are included in ‘other liabilities.’
[4]
The fair value of TBAs are included in ‘fixed maturities available for sale, at fair value.’