XML 110 R103.htm IDEA: XBRL DOCUMENT v3.5.0.2
Investments - Contractual maturities of income securities (Details) - USD ($)
$ in Thousands
Mar. 31, 2016
Dec. 31, 2015
Dec. 31, 2014
AFS securities      
Amortized cost of fixed maturities, available for sale $ 31,444,747 $ 31,517,654 $ 27,728,771
Fixed maturities, at fair value 32,647,573 32,257,589 29,359,034
Trading Securities [Abstract]      
Amortized cost of fixed maturities, trading 1,367,908 1,263,609 1,180
Fixed maturities, trading at fair value 1,409,583 1,235,699 1,171
Excluding Life Funds Withheld Assets      
AFS securities      
Due less than one year, amortized cost 2,156,182 2,106,851 1,972,224
Due less than one year, fair value 2,151,862 2,104,106 1,980,429
Due after 1 through 5 years, amortized cost 13,787,996 14,051,494 8,919,037
Due after 1 through 5 years, fair value 14,020,514 14,143,461 9,113,651
Due after 5 through 10 years, amortized cost 5,622,857 5,680,830 4,232,396
Due after 5 through 10 years, fair value 5,828,464 5,740,954 4,412,569
Due after 10 years, amortized cost 1,387,736 1,374,997 1,494,315
Due after 10 years, fair value 1,503,414 1,423,156 1,705,022
Subtotal - amortized cost 22,954,771 23,214,172 16,617,972
Subtotal - fair value 23,504,254 23,411,677 17,211,671
Mortgage and asset-backed securities - amortized cost 6,061,625 5,625,450 6,809,460
Mortgage and asset-backed securities - fair value 6,179,962 5,692,809 6,965,798
Amortized cost of fixed maturities, available for sale 29,016,396 28,839,622 23,427,432
Fixed maturities, at fair value 29,684,216 29,104,486 24,177,469
Life Funds Withheld Assets      
AFS securities      
Due less than one year, amortized cost 78,629 81,700 117,048
Due less than one year, fair value 88,560 92,921 125,326
Due after 1 through 5 years, amortized cost 361,106 386,810 638,526
Due after 1 through 5 years, fair value 391,528 416,743 685,787
Due after 5 through 10 years, amortized cost 470,386 491,621 1,004,698
Due after 5 through 10 years, fair value 547,171 558,805 1,165,348
Due after 10 years, amortized cost 1,296,240 1,452,267 2,059,637
Due after 10 years, fair value 1,678,901 1,784,653 2,649,279
Subtotal - amortized cost 2,206,361 2,412,398 3,819,909
Subtotal - fair value 2,706,160 2,853,122 4,625,740
Mortgage and asset-backed securities - amortized cost 221,990 265,634 481,430
Mortgage and asset-backed securities - fair value 257,197 299,981 555,825
Amortized cost of fixed maturities, available for sale 2,428,351 2,678,032 4,301,339
Fixed maturities, at fair value 2,963,357 3,153,103 5,181,565
Trading Securities [Abstract]      
Amortized cost of fixed maturities, trading 1,367,908 1,263,609  
Fixed maturities, trading at fair value 1,409,583 1,235,699  
Life Funds Withheld Assets | Cost      
Trading Securities [Abstract]      
Trading securities due less than one year 8,177 4,573 0
Trading securities due after 1 through 5 years 290,320 278,163 0
Trading securities due after 5 through 10 years 314,590 280,487 1,180
Trading securities due after 10 years 722,772 668,737 0
Trading Securities Debt Maturities And Short Term Investments Fixed Maturities 1,335,859 1,231,960 1,180
Mortgage and asset-backed securities 32,049 31,649 0
Amortized cost of fixed maturities, trading 1,367,908 1,263,609 1,180
Life Funds Withheld Assets | Fair value      
Trading Securities [Abstract]      
Trading securities due less than one year 8,831 5,096 0
Trading securities due after 1 through 5 years 291,356 272,220 0
Trading securities due after 5 through 10 years 320,720 277,920 1,171
Trading securities due after 10 years 756,432 649,592 0
Trading Securities Debt Maturities And Short Term Investments Fixed Maturities 1,377,339 1,204,828 1,171
Mortgage and asset-backed securities 32,244 30,871 0
Fixed maturities, trading at fair value 1,409,583 1,235,699 1,171
RMBS - Agency | Excluding Life Funds Withheld Assets      
AFS securities      
Mortgage and asset-backed securities - amortized cost 4,259,838 3,697,756 3,625,171
Mortgage and asset-backed securities - fair value 4,367,007 3,757,971 3,728,576
Amortized cost of fixed maturities, available for sale 4,259,838 3,697,756 3,625,171
Fixed maturities, at fair value 4,367,007 3,757,971 3,728,576
RMBS - Agency | Life Funds Withheld Assets      
AFS securities      
Mortgage and asset-backed securities - amortized cost 597 591 3,301
Mortgage and asset-backed securities - fair value 733 752 3,782
Amortized cost of fixed maturities, available for sale 597 591 3,301
Fixed maturities, at fair value 733 752 3,782
Trading Securities [Abstract]      
Amortized cost of fixed maturities, trading 1,917 370  
Fixed maturities, trading at fair value 1,869 368  
RMBS - Agency | Life Funds Withheld Assets | Cost      
Trading Securities [Abstract]      
Mortgage and asset-backed securities 1,917 370 0
RMBS - Agency | Life Funds Withheld Assets | Fair value      
Trading Securities [Abstract]      
Mortgage and asset-backed securities 1,869 368 0
RMBS - Non-Agency | Excluding Life Funds Withheld Assets      
AFS securities      
Mortgage and asset-backed securities - amortized cost 303,377 319,876 404,398
Mortgage and asset-backed securities - fair value 302,843 328,540 427,351
Amortized cost of fixed maturities, available for sale 303,377 319,876 404,398
Fixed maturities, at fair value 302,843 328,540 427,351
RMBS - Non-Agency | Life Funds Withheld Assets      
AFS securities      
Mortgage and asset-backed securities - amortized cost 23,172 24,401 71,075
Mortgage and asset-backed securities - fair value 25,829 26,953 85,335
Amortized cost of fixed maturities, available for sale 23,172 24,401 71,075
Fixed maturities, at fair value 25,829 26,953 85,335
Commercial mortgage-backed securities | Excluding Life Funds Withheld Assets      
AFS securities      
Mortgage and asset-backed securities - amortized cost 317,886 401,713 1,033,819
Mortgage and asset-backed securities - fair value 325,485 405,316 1,052,544
Amortized cost of fixed maturities, available for sale 317,886 401,713 1,033,819
Fixed maturities, at fair value 325,485 405,316 1,052,544
Commercial mortgage-backed securities | Life Funds Withheld Assets      
AFS securities      
Mortgage and asset-backed securities - amortized cost 92,586 107,968 168,886
Mortgage and asset-backed securities - fair value 108,914 122,481 193,167
Amortized cost of fixed maturities, available for sale 92,586 107,968 168,886
Fixed maturities, at fair value 108,914 122,481 193,167
Trading Securities [Abstract]      
Amortized cost of fixed maturities, trading 4,675 4,874  
Fixed maturities, trading at fair value 4,760 4,803  
Commercial mortgage-backed securities | Life Funds Withheld Assets | Cost      
Trading Securities [Abstract]      
Mortgage and asset-backed securities 4,675 4,874 0
Commercial mortgage-backed securities | Life Funds Withheld Assets | Fair value      
Trading Securities [Abstract]      
Mortgage and asset-backed securities 4,760 4,803 0
Collateralized debt obligations | Excluding Life Funds Withheld Assets      
AFS securities      
Mortgage and asset-backed securities - amortized cost 25,845 41,679 717,544
Mortgage and asset-backed securities - fair value 21,729 32,410 692,034
Amortized cost of fixed maturities, available for sale 25,845 41,679 717,544
Fixed maturities, at fair value 21,729 32,410 692,034
Other asset-backed securities | Excluding Life Funds Withheld Assets      
AFS securities      
Mortgage and asset-backed securities - amortized cost 1,154,679 1,164,426 1,028,528
Mortgage and asset-backed securities - fair value 1,162,898 1,168,572 1,065,293
Amortized cost of fixed maturities, available for sale 1,154,679 1,164,426 1,028,528
Fixed maturities, at fair value 1,162,898 1,168,572 1,065,293
Other asset-backed securities | Life Funds Withheld Assets      
AFS securities      
Mortgage and asset-backed securities - amortized cost 105,635 132,674 238,168
Mortgage and asset-backed securities - fair value 121,721 149,795 273,541
Amortized cost of fixed maturities, available for sale 105,635 132,674 238,168
Fixed maturities, at fair value 121,721 149,795 273,541
Trading Securities [Abstract]      
Amortized cost of fixed maturities, trading 25,457 26,405  
Fixed maturities, trading at fair value 25,615 25,700  
Other asset-backed securities | Life Funds Withheld Assets | Cost      
Trading Securities [Abstract]      
Mortgage and asset-backed securities 25,457 26,405 0
Other asset-backed securities | Life Funds Withheld Assets | Fair value      
Trading Securities [Abstract]      
Mortgage and asset-backed securities $ 25,615 $ 25,700 $ 0