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FAIR VALUE MEASUREMENTS (DETAILS 3) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2015
Jun. 30, 2014
Jun. 30, 2015
Jun. 30, 2014
Fixed Maturities [Member]        
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]        
Balance at beginning of period $ 83,839 $ 34,693 $ 73,631 $ 34,817
Transfers into Level 3 5,072 0 5,072 128
Transfers out of Level 3 (39,851) 0 (39,851) 0
Included in earnings 0 0 0 0
Included in OCI 167 250 205 135
Purchases 20,714 0 31,624 0
Sales 0 0 0 0
Settlements/ Distributions (4,923) (127) (5,663) (264)
Balance at end of period 65,018 34,816 65,018 34,816
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 0 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 657,589 576,848 617,844 557,055
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in earnings 14,313 18,294 39,998 33,173
Included in OCI 0 0 0 0
Purchases 33,063 16,722 54,481 37,512
Sales 0 0 0 0
Settlements/ Distributions (12,787) (10,483) (20,145) (26,359)
Balance at end of period 692,178 601,381 692,178 601,381
Change in unrealized investment gain/loss relating to assets held at the reporting date 14,313 18,294 39,998 33,173
Other Assets [Member]        
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]        
Balance at beginning of period 25,000 1,707 111 984
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in earnings 77 293 (990) 5,011
Included in OCI 0 0 0 0
Purchases 0 0 25,000 0
Sales 0 0 0 0
Settlements/ Distributions 0 (2,000) 956 (5,995)
Balance at end of period 25,077 0 25,077 0
Change in unrealized investment gain/loss relating to assets held at the reporting date 77 0 77 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 766,428 613,248 691,586 592,856
Transfers into Level 3 5,072 0 5,072 128
Transfers out of Level 3 (39,851) 0 (39,851) 0
Included in earnings 14,390 18,587 39,008 38,184
Included in OCI 167 250 205 135
Purchases 53,777 16,722 111,105 37,512
Sales 0 0 0 0
Settlements/ Distributions (17,710) (12,610) (24,852) (32,618)
Balance at end of period 782,273 636,197 782,273 636,197
Change in unrealized investment gain/loss relating to assets held at the reporting date 14,390 18,294 40,075 33,173
Total Liabilities [Member]        
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]        
Balance at beginning of period 7,308 0 15,288 815
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in earnings (3,171) (90) (11,722) 896
Included in OCI 0 0 0 0
Purchases 1,141 840 2,223 840
Sales 0 0 0 0
Settlements/ Distributions (4,460) 0 (4,971) (1,801)
Balance at end of period 818 750 818 750
Change in unrealized investment gain/loss relating to assets held at the reporting date 13 (90) 13 (90)
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 26,857 0 15,837 0
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in earnings 0 0 0 0
Included in OCI 244 0 424 0
Purchases 20,714 0 31,624 0
Sales 0 0 0 0
Settlements/ Distributions (4,807) 0 (4,877) 0
Balance at end of period 43,008 0 43,008 0
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 0 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 17,061 3,969 17,763 4,018
Transfers into Level 3 5,072 0 5,072 0
Transfers out of Level 3 0 0 0 0
Included in earnings 0 0 0 0
Included in OCI (120) (23) (324) (43)
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ Distributions (113) (13) (611) (42)
Balance at end of period 21,900 3,933 21,900 3,933
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 0 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 39,921 30,724 40,031 30,799
Transfers into Level 3 0 0 0 128
Transfers out of Level 3 (39,851) 0 (39,851) 0
Included in earnings 0 0 0 0
Included in OCI 43 273 105 178
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ Distributions (3) (114) (175) (222)
Balance at end of period 110 30,883 110 30,883
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 0 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 495,849 464,666 470,918 461,055
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in earnings 8,363 12,746 27,294 20,923
Included in OCI 0 0 0 0
Purchases 26,000 3,000 32,000 7,500
Sales 0 0 0 0
Settlements/ Distributions (5,476) (3,604) (5,476) (12,670)
Balance at end of period 524,736 476,808 524,736 476,808
Change in unrealized investment gain/loss relating to assets held at the reporting date 8,363 12,746 27,294 20,923
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 69,682 26,003 54,438 22,134
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in earnings 840 367 1,507 919
Included in OCI 0 0 0 0
Purchases 4,063 7,300 19,481 10,745
Sales 0 0 0 0
Settlements/ Distributions (957) (203) (1,798) (331)
Balance at end of period 73,628 33,467 73,628 33,467
Change in unrealized investment gain/loss relating to assets held at the reporting date 840 367 1,507 919
Real Estate 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 0 0 0 0
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0   0
Included in earnings 0 0 0 0
Included in OCI 0 0 0 0
Purchases 3,000 0 3,000 0
Sales 0 0 0 0
Settlements/ Distributions 0 0 0 0
Balance at end of period 3,000 0 3,000 0
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 0 0 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 92,058 86,179 92,488 73,866
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in earnings 5,110 5,181 11,197 11,331
Included in OCI 0 0 0 0
Purchases 0 6,422 0 19,267
Sales 0 0 0 0
Settlements/ Distributions (6,354) (6,676) (12,871) (13,358)
Balance at end of period 90,814 91,106 90,814 91,106
Change in unrealized investment gain/loss relating to assets held at the reporting date 5,110 5,181 11,197 11,331
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 0 1,707 111 984
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in earnings 240 293 (827) 5,011
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ Distributions 0 (2,000) 956 (5,995)
Balance at end of period 240 0 240 0
Change in unrealized investment gain/loss relating to assets held at the reporting date 240 0 240 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 7,308 0 15,288 815
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in earnings (3,171) (90) (11,722) 896
Included in OCI 0 0 0 0
Purchases 1,141 840 2,223 840
Sales 0 0 0 0
Settlements/ Distributions (4,460) 0 (4,971) (1,801)
Balance at end of period 818 750 818 750
Change in unrealized investment gain/loss relating to assets held at the reporting date 13 (90) 13 (90)
Insurance-linked securities [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 25,000 0 0 0
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in earnings (163) 0 (163) 0
Included in OCI 0 0 0 0
Purchases 0 0 25,000 0
Sales 0 0 0 0
Settlements/ Distributions 0 0 0 0
Balance at end of period 24,837 0 24,837 0
Change in unrealized investment gain/loss relating to assets held at the reporting date $ (163) $ 0 $ (163) $ 0