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FAIR VALUE MEASUREMENTS (Changes in Level 3 for Financial Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2018
Mar. 31, 2017
Total liabilities    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance $ 11,510 $ 6,500
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings (568) 8,686
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ Distributions 0 1,435
Closing Balance 10,942 16,621
Change in unrealized investment gain/loss relating to assets held at the reporting date (568) 7,335
Fixed maturities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 52,897 96,400
Transfers into Level 3 0 0
Transfers out of Level 3 (4,279) (18,948)
Included in earnings (118) 58
Included in OCI 1,403 1,434
Purchases 0 15,364
Sales (2,536) (15,720)
Settlements/ Distributions (3,896) (4,987)
Closing Balance 43,471 73,601
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 0
Other investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 77,843 102,842
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 2,362 1,265
Included in OCI 0 0
Purchases 3,111 0
Sales (1,500) 0
Settlements/ Distributions (4,473) (7,337)
Closing Balance 77,343 96,770
Change in unrealized investment gain/loss relating to assets held at the reporting date 2,362 1,265
Other assets    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 25,090 27,555
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings (90) 758
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ Distributions 0 (90)
Closing Balance 25,000 28,223
Change in unrealized investment gain/loss relating to assets held at the reporting date (90) 758
Total assets    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 155,830 226,797
Transfers into Level 3 0 0
Transfers out of Level 3 (4,279) (18,948)
Included in earnings 2,154 2,081
Included in OCI 1,403 1,434
Purchases 3,111 15,364
Sales (4,036) (15,720)
Settlements/ Distributions (8,369) (12,414)
Closing Balance 145,814 198,594
Change in unrealized investment gain/loss relating to assets held at the reporting date 2,272 2,023
Corporate debt | Fixed maturities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 52,897 75,875
Transfers into Level 3 0 0
Transfers out of Level 3 (4,279) 0
Included in earnings (118) 58
Included in OCI 1,403 (47)
Purchases 0 5,964
Sales (2,536) (15,720)
Settlements/ Distributions (3,896) (2,342)
Closing Balance 43,471 63,788
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 0
CMBS | Fixed maturities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 0 3,061
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 0 0
Included in OCI 0 (3)
Purchases 0 9,400
Sales 0 0
Settlements/ Distributions 0 (2,645)
Closing Balance 0 9,813
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 0
ABS | Fixed maturities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 0 17,464
Transfers into Level 3 0 0
Transfers out of Level 3 0 (18,948)
Included in earnings 0 0
Included in OCI 0 1,484
Purchases 0 0
Sales 0 0
Settlements/ Distributions 0 0
Closing Balance 0 0
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 0
Other privately held investments | Other investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 46,430 42,142
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 746 236
Included in OCI 0 0
Purchases 3,111 0
Sales (1,500) 0
Settlements/ Distributions 0 0
Closing Balance 48,787 42,378
Change in unrealized investment gain/loss relating to assets held at the reporting date 746 236
CLO-Equities | Other investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 31,413 60,700
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 1,616 1,029
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ Distributions (4,473) (7,337)
Closing Balance 28,556 54,392
Change in unrealized investment gain/loss relating to assets held at the reporting date 1,616 1,029
Derivative instruments | Other liabilities    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 11,510 6,500
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings (568) 8,686
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ Distributions 0 1,435
Closing Balance 10,942 16,621
Change in unrealized investment gain/loss relating to assets held at the reporting date (568) 7,335
Derivative instruments | Other assets    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 0 2,532
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 0 755
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ Distributions 0 (90)
Closing Balance 0 3,197
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 755
Insurance-linked securities | Other assets    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening Balance 25,090 25,023
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings (90) 3
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ Distributions 0 0
Closing Balance 25,000 25,026
Change in unrealized investment gain/loss relating to assets held at the reporting date $ (90) $ 3