XML 28 R53.htm IDEA: XBRL DOCUMENT v3.20.1
Fair Value of Financial Instruments (Fair Value Measurements for Level 3 Instruments) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2020
Mar. 31, 2019
Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]    
Balance at beginning of period $ 157,588 $ 14,684
Total realized and unrealized gains (losses):    
Included in net income (106,629) 42,003
Purchases 22,403 17,592
Sales 0 0
Issuances 0 0
Settlements (49,027) (3,278)
Transfers into (out of) Level 3 0 0
Balance at end of period 24,335 71,001
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: (105,997) 40,464
Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]    
Balance at beginning of period 171,203 56,704
Total realized and unrealized gains (losses):    
Included in net income (73,848) 25,529
Purchases 22,403 17,592
Sales 0 0
Issuances 0 3,700
Settlements (50,878) (5,800)
Transfers into (out of) Level 3 0 0
Balance at end of period 68,880 97,725
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: (112,192) 38,961
Debt Securities, Available for Sale    
Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]    
Balance at beginning of period 0 0
Total realized and unrealized gains (losses):    
Included in net income 0 0
Purchases 0 0
Sales 0 0
Issuances 0 0
Settlements 0 0
Transfers into (out of) Level 3 0 0
Balance at end of period 0 0
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: 0 0
Equity Securities    
Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]    
Balance at beginning of period 0 0
Total realized and unrealized gains (losses):    
Included in net income 0 0
Purchases 0 0
Sales 0 0
Issuances 0 0
Settlements 0 0
Transfers into (out of) Level 3 0 0
Balance at end of period 0 0
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: 0 0
Derivatives, Index Options    
Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Roll Forward]    
Balance at beginning of period 157,588 14,684
Total realized and unrealized gains (losses):    
Included in net income (106,629) 42,003
Purchases 22,403 17,592
Sales 0 0
Issuances 0 0
Settlements (49,027) (3,278)
Transfers into (out of) Level 3 0 0
Balance at end of period 24,335 71,001
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: (105,997) 40,464
Net investment income (loss)    
Total realized and unrealized gains (losses):    
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: (105,997) 40,464
Total realized and unrealized gains (losses):    
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: 0 0
Net investment income (loss) | Debt Securities, Available for Sale    
Total realized and unrealized gains (losses):    
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: 0 0
Net investment income (loss) | Equity Securities    
Total realized and unrealized gains (losses):    
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: 0 0
Net investment income (loss) | Derivatives, Index Options    
Total realized and unrealized gains (losses):    
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: (105,997) 40,464
Benefits and expenses    
Total realized and unrealized gains (losses):    
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: 0 0
Total realized and unrealized gains (losses):    
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: (112,192) 38,961
Benefits and expenses | Debt Securities, Available for Sale    
Total realized and unrealized gains (losses):    
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: 0 0
Benefits and expenses | Equity Securities    
Total realized and unrealized gains (losses):    
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: 0 0
Benefits and expenses | Derivatives, Index Options    
Total realized and unrealized gains (losses):    
Change in unrealized gains or losses for the period included in earnings (or changes in net assets) for assets held at the end of the reporting period: $ 0 $ 0