XML 84 R71.htm IDEA: XBRL DOCUMENT v3.5.0.2
Fair Value of Financial Instruments Table of Level 3 Rollforward, Assets Measured on Recurring Basis Utilizing Level 3 Inputs (Details) - USD ($)
$ in Thousands
9 Months Ended
Sep. 30, 2016
Sep. 30, 2015
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair value,measurement with unobservable inputs reconciliation,changes in unrealized gains included in earnings related to assets still held at period end $ 2,123 $ 162
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Balance at beginning of period 239,944 11,577
Net realized gains/(losses) 17,185 11,469
Net unrealized gains/(losses) 7,623 677
Purchases 38,053 37,234
Sales (55,786) (1,437)
Issuances 1,400 2
Transfers into Level 3 [1] 86,170 71,547
Transfer adjustments (out of) Level 3 [1] (28,572) (12,354)
Balance at end of period 191,623 117,898
PFG    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair value,measurement with unobservable inputs reconciliation,changes in unrealized gains included in earnings related to assets still held at period end   0
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Balance at beginning of period   3,771,458
Purchases   141,292
Sales   (3,967,798)
Attributable to policyowner   55,048
Balance at end of period   0
Primary beneficiary    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]    
Fair value,measurement with unobservable inputs reconciliation,changes in unrealized gains included in earnings related to assets still held at period end 10,372 (1,020)
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Balance at beginning of period 520,892 576,811
Net realized gains/(losses) 534 698
Net unrealized gains/(losses) 15,067 (4,306)
Purchases 77,373 13,625
Sales (78,206) (63,214)
Issuances 1,436 550
Transfers into Level 3 [1] 118,718 136,806
Transfer adjustments (out of) Level 3 [1] (66,215) (152,636)
Balance at end of period 693,697 179,923
Other real estate    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Transfer adjustments (out of) Level 3 (10,296) (817)
CLOs    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Transfer adjustments (out of) Level 3 (104,098)  
CLOs | Primary beneficiary    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Transfers into Level 3 $ 104,098  
Assets of Consolidated CLOs | Primary beneficiary    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Adoption of ASU 2015-02   $ (328,411)
[1] All transfers are deemed to occur at end of period. Transfers between Level 2 and 3 were a result of subjecting third-party pricing on both CLO and Non-CLO assets to various liquidity, depth, bid-ask spread and benchmarking criteria as well as assessing the availability of observable inputs affecting their fair valuation.