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FAIR VALUE MEASUREMENTS (Changes in Level 3 for Financial Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2018
Sep. 30, 2017
Sep. 30, 2018
Sep. 30, 2017
Total liabilities        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance $ 10,589 $ 12,209 $ 11,510 $ 6,500
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in earnings (377) (291) (1,298) 9,991
Included in OCI 0 0 0 0
Purchases 0 0 0 12,135
Sales 0 0 0 0
Settlements/ Distributions 0 (74) 0 (16,782)
Closing Balance 10,212 11,844 10,212 11,844
Change in unrealized investment gain/loss relating to assets held at the reporting date (377) (291) (1,298) (291)
Fixed maturities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 61,605 74,319 52,897 96,400
Transfers into Level 3 8,163 0 11,688 1,536
Transfers out of Level 3 (11,212) (7,209) (15,490) (37,479)
Included in net income (579) (835) (698) (762)
Included in OCI 4,906 1 5,921 1,118
Purchases 13,871 24,007 34,171 58,588
Sales (3,960) (2,274) (9,714) (21,475)
Settlements/ Distributions (5,266) (2,978) (11,247) (12,895)
Closing Balance 67,528 85,031 67,528 85,031
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 0 0 0
Other investments        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 73,766 90,014 77,843 102,842
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 1,811 1,862 6,067 5,186
Included in OCI 0 0 0 0
Purchases 0 0 3,111 0
Sales 0 0 (1,500) 0
Settlements/ Distributions (3,924) (11,696) (13,868) (27,848)
Closing Balance 71,653 80,180 71,653 80,180
Change in unrealized investment gain/loss relating to assets held at the reporting date 1,811 1,862 6,067 5,186
Other assets        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 0 25,047 25,090 27,555
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 0 (71) (90) 606
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ Distributions 0 0 (25,000) (3,185)
Closing Balance 0 24,976 0 24,976
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 (71) 0 (47)
Total assets        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 135,371 189,380 155,830 226,797
Transfers into Level 3 8,163 0 11,688 1,536
Transfers out of Level 3 (11,212) (7,209) (15,490) (37,479)
Included in net income 1,232 956 5,279 5,030
Included in OCI 4,906 1 5,921 1,118
Purchases 13,871 24,007 37,282 58,588
Sales (3,960) (2,274) (11,214) (21,475)
Settlements/ Distributions (9,190) (14,674) (50,115) (43,928)
Closing Balance 139,181 190,187 139,181 190,187
Change in unrealized investment gain/loss relating to assets held at the reporting date 1,811 1,791 6,067 5,139
Corporate debt | Fixed maturities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 42,553 68,320 52,897 75,875
Transfers into Level 3 1,346 0 2,935 1,536
Transfers out of Level 3 0 (1,208) (4,279) (3,112)
Included in net income (579) (835) (698) (762)
Included in OCI 4,962 (9) 5,977 (392)
Purchases 13,871 0 17,056 19,181
Sales (3,960) (2,274) (9,714) (21,475)
Settlements/ Distributions (5,093) (2,978) (11,074) (9,835)
Closing Balance 53,100 61,016 53,100 61,016
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 0 0 0
Non-Agency RMBS | Fixed maturities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 903   0 0
Transfers into Level 3 0   0 0
Transfers out of Level 3 (790)   (789) 0
Included in net income 0   0 0
Included in OCI (1)   1 0
Purchases 0   900 0
Sales 0   0 0
Settlements/ Distributions (112)   (112) 0
Closing Balance 0 0 0 0
Change in unrealized investment gain/loss relating to assets held at the reporting date 0   0 0
CMBS | Fixed maturities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 18,149 0 0 3,061
Transfers into Level 3 3,160 0 5,096 0
Transfers out of Level 3 (10,422) 0 (10,422) (9,418)
Included in net income 0 0 0 0
Included in OCI (55) 0 (57) 17
Purchases 0 0 16,215 9,400
Sales 0 0 0 0
Settlements/ Distributions (61) 0 (61) (3,060)
Closing Balance 10,771 0 10,771 0
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 0 0 0
ABS | Fixed maturities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 0 5,999 0 17,464
Transfers into Level 3 3,657 0 3,657 0
Transfers out of Level 3 0 (6,001) 0 (24,949)
Included in net income 0 0 0 0
Included in OCI 0 10 0 1,493
Purchases 0 24,007 0 30,007
Sales 0 0 0 0
Settlements/ Distributions 0 0 0 0
Closing Balance 3,657 24,015 3,657 24,015
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 0 0 0
Other privately held investments | Other investments        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 47,613 42,938 46,430 42,142
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (224) 460 (652) 1,256
Included in OCI 0 0 0 0
Purchases 0 0 3,111 0
Sales 0 0 (1,500) 0
Settlements/ Distributions 0 0 0 0
Closing Balance 47,389 43,398 47,389 43,398
Change in unrealized investment gain/loss relating to assets held at the reporting date (224) 460 (652) 1,256
CLO-Equities | Other investments        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 26,153 47,076 31,413 60,700
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 2,035 1,402 6,719 3,930
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ Distributions (3,924) (11,696) (13,868) (27,848)
Closing Balance 24,264 36,782 24,264 36,782
Change in unrealized investment gain/loss relating to assets held at the reporting date 2,035 1,402 6,719 3,930
Derivative instruments | Other liabilities        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 10,589 12,209 11,510 6,500
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in earnings (377) (291) (1,298) 9,991
Included in OCI 0 0 0 0
Purchases 0 0 0 12,135
Sales 0 0 0 0
Settlements/ Distributions 0 (74) 0 (16,782)
Closing Balance 10,212 11,844 10,212 11,844
Change in unrealized investment gain/loss relating to assets held at the reporting date (377) (291) (1,298) (291)
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 net income   0   653
Included in OCI   0   0
Purchases   0   0
Sales   0   0
Settlements/ Distributions   0   (3,185)
Closing Balance   0   0
Change in unrealized investment gain/loss relating to assets held at the reporting date   0   0
Insurance-linked securities | Other assets        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance 0 25,047 25,090 25,023
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 0 (71) (90) (47)
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ Distributions 0 0 (25,000) 0
Closing Balance 0 24,976 0 24,976
Change in unrealized investment gain/loss relating to assets held at the reporting date $ 0 $ (71) $ 0 $ (47)