XML 30 R43.htm IDEA: XBRL DOCUMENT v2.4.0.8

FAIR VALUE MEASUREMENTS (DETAILS 3) (USD $) In Thousands, unless otherwise specified	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Fixed Maturities [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	$ 34,817	$ 70,931
Transfers into Level 3	128	8,382
Transfers out of Level 3	0	0
Included in earnings	0	1,438
Included in OCI	(115)	423
Purchases	0	212,889
Sales	0	(13,290)
Settlements / distributions	(137)	(124)
Balance at end of period	34,693	280,649
Change in unrealized investment gain/loss relating to assets held at the reporting date	0	0
Other Investments [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	557,055	422,431
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in earnings	14,879	28,481
Included in OCI	0	0
Purchases	20,790	52,436
Sales	0	0
Settlements / distributions	(15,876)	(21,941)
Balance at end of period	576,848	481,407
Change in unrealized investment gain/loss relating to assets held at the reporting date	14,879	28,481
Other Assets [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	984	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in earnings	4,718	0
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Settlements / distributions	(3,995)	0
Balance at end of period	1,707	0
Change in unrealized investment gain/loss relating to assets held at the reporting date	1,540	0
Total Assets [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	592,856	493,362
Transfers into Level 3	128	8,382
Transfers out of Level 3	0	0
Included in earnings	19,597	29,919
Included in OCI	(115)	423
Purchases	20,790	265,325
Sales	0	(13,290)
Settlements / distributions	(20,008)	(22,065)
Balance at end of period	613,248	762,056
Change in unrealized investment gain/loss relating to assets held at the reporting date	16,419	28,481
Total Liabilities [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	815	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in earnings	986	0
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Settlements / distributions	(1,801)	0
Balance at end of period	0	0
Change in unrealized investment gain/loss relating to assets held at the reporting date	0	0
Corporate Debt [Member] | Fixed Maturities [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	0	1,550
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in earnings	0	1,550
Included in OCI	0	0
Purchases	0	0
Sales	0	(3,100)
Settlements / distributions	0	0
Balance at end of period	0	0
Change in unrealized investment gain/loss relating to assets held at the reporting date	0	0
Non-Agency RMBS [Member] | Fixed Maturities [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	0	1,110
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in earnings	0	0
Included in OCI	0	213
Purchases	0	0
Sales	0	0
Settlements / distributions	0	(23)
Balance at end of period	0	1,300
Change in unrealized investment gain/loss relating to assets held at the reporting date	0	0
CMBS [Member] | Fixed Maturities [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	4,018	4,296
Transfers into Level 3	0	8,382
Transfers out of Level 3	0	0
Included in earnings	0	0
Included in OCI	(20)	(78)
Purchases	0	0
Sales	0	0
Settlements / distributions	(29)	0
Balance at end of period	3,969	12,600
Change in unrealized investment gain/loss relating to assets held at the reporting date	0	0
ABS [Member] | Fixed Maturities [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	30,799	63,975
Transfers into Level 3	128	0
Transfers out of Level 3	0	0
Included in earnings	0	(112)
Included in OCI	(95)	288
Purchases	0	212,889
Sales	0	(10,190)
Settlements / distributions	(108)	(101)
Balance at end of period	30,724	266,749
Change in unrealized investment gain/loss relating to assets held at the reporting date	0	0
Hedge Funds [Member] | Other Investments [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	461,055	359,996
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in earnings	8,177	18,528
Included in OCI	0	0
Purchases	4,500	52,436
Sales	0	0
Settlements / distributions	(9,066)	(13,808)
Balance at end of period	464,666	417,152
Change in unrealized investment gain/loss relating to assets held at the reporting date	8,177	18,528
Direct Lending Funds [Member] | Other Investments [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	22,134	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in earnings	552	0
Included in OCI	0	0
Purchases	3,445	0
Sales	0	0
Settlements / distributions	(128)	0
Balance at end of period	26,003	0
Change in unrealized investment gain/loss relating to assets held at the reporting date	552	0
CLO-Equities [Member] | Other Investments [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	73,866	62,435
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in earnings	6,150	9,953
Included in OCI	0	0
Purchases	12,845	0
Sales	0	0
Settlements / distributions	(6,682)	(8,133)
Balance at end of period	86,179	64,255
Change in unrealized investment gain/loss relating to assets held at the reporting date	6,150	9,953
Derivative [Member] | Other Assets [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	984	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in earnings	4,718	0
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Settlements / distributions	(3,995)	0
Balance at end of period	1,707	0
Change in unrealized investment gain/loss relating to assets held at the reporting date	1,540	0
Derivative [Member] | Other Liabilities [Member]
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]
Balance at beginning of period	815	0
Transfers into Level 3	0	0
Transfers out of Level 3	0	0
Included in earnings	986	0
Included in OCI	0	0
Purchases	0	0
Sales	0	0
Settlements / distributions	(1,801)	0
Balance at end of period	0	0
Change in unrealized investment gain/loss relating to assets held at the reporting date	$ 0	$ 0

X

- Definition

Amount of unrealized (holding) gain (loss) which is included in the statement of income (or changes in net assets) related to those assets still held at the reporting date for which fair value is measured on a recurring basis using significant unobservable inputs (Level 3).

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (d)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

Name:	us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

X

- Details

Name:	us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Amount of gain (loss) recognized in the income statement for financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)(1)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

Name:	us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

X

- Definition

Amount of gain (loss) recognized in other comprehensive income (loss) for financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)(1a)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

Name:	us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInOtherComprehensiveIncomeLoss
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

X

- Definition

Amount of purchases of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)(2)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

Name:	us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

X

- Definition

Amount of sale of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)(2)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

Name:	us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSales
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

X

- Definition

Amount of settlement of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)(2)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

Name:	us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

X

- Definition

Amount of transfer of financial instrument classified as an asset into level 3 of the fair value hierarchy.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)(3)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

Name:	us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersIntoLevel3
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

X

- Definition

Amount of transfers of financial instrument classified as an asset out of level 3 of the fair value hierarchy.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)(3)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

Name:	us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersOutOfLevel3
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

X

- Definition

Fair value of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (c)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

Name:	us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant