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FAIR VALUE MEASUREMENTS (Changes in Level 3 for Financial Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2019
Mar. 31, 2018
Total liabilities    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance $ 10,299 $ 11,510
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings (66) (568)
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 10,233 10,942
Change in unrealized investment gain/loss relating to assets held at the reporting date (66) (568)
Fixed maturities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 86,679 52,897
Transfers into Level 3 0 0
Transfers out of Level 3 (21,169) (4,279)
Included in net income (696) (118)
Included in OCI 929 1,403
Purchases 9,750 0
Sales (5,547) (2,536)
Settlements/ distributions (5,633) (3,896)
Closing balance 64,313 43,471
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 65,789 77,843
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 1,082 2,362
Included in OCI 0 0
Purchases 2,500 3,111
Sales 0 (1,500)
Settlements/ distributions (3,664) (4,473)
Closing balance 65,707 77,343
Change in unrealized investment gain/loss relating to assets held at the reporting date 1,082 2,362
Other assets    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 0 25,090
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 0 (90)
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 0 25,000
Change in unrealized investment gain/loss relating to assets held at the reporting date 0 (90)
Total assets    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 152,468 155,830
Transfers into Level 3 0 0
Transfers out of Level 3 (21,169) (4,279)
Included in net income 386 2,154
Included in OCI 929 1,403
Purchases 12,250 3,111
Sales (5,547) (4,036)
Settlements/ distributions (9,297) (8,369)
Closing balance 130,020 145,814
Change in unrealized investment gain/loss relating to assets held at the reporting date 1,082 2,272
Corporate debt | Fixed maturities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 49,012 52,897
Transfers into Level 3 0 0
Transfers out of Level 3 0 (4,279)
Included in net income (696) (118)
Included in OCI 624 1,403
Purchases 0 0
Sales (5,547) (2,536)
Settlements/ distributions (2,268) (3,896)
Closing balance 41,125 43,471
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 19,134 0
Transfers into Level 3 0 0
Transfers out of Level 3 (4,767) 0
Included in net income 0 0
Included in OCI 143 0
Purchases 0 0
Sales 0 0
Settlements/ distributions (3,365) 0
Closing balance 11,145 0
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 18,533 0
Transfers into Level 3 0 0
Transfers out of Level 3 (16,402) 0
Included in net income 0 0
Included in OCI 162 0
Purchases 9,750 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 12,043 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 44,518 46,430
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 667 746
Included in OCI 0 0
Purchases 2,500 3,111
Sales 0 (1,500)
Settlements/ distributions 0 0
Closing balance 47,685 48,787
Change in unrealized investment gain/loss relating to assets held at the reporting date 667 746
CLO-Equities | Other investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 21,271 31,413
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 415 1,616
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions (3,664) (4,473)
Closing balance 18,022 28,556
Change in unrealized investment gain/loss relating to assets held at the reporting date 415 1,616
Derivative instruments | Other liabilities    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 10,299 11,510
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings (66) (568)
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 10,233 10,942
Change in unrealized investment gain/loss relating to assets held at the reporting date (66) (568)
Insurance-linked securities | Other assets    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 0 25,090
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 0 (90)
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 0 25,000
Change in unrealized investment gain/loss relating to assets held at the reporting date $ 0 $ (90)