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FAIR VALUE MEASUREMENTS - Level 3 for financial instruments measured at fair value (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance $ 59,283 $ 152,468
Transfers into Level 3 9,091 0
Transfers out of Level 3 0 (25,307)
Included in net income 23 22,683
Included in OCI 312 (3,840)
Purchases 28,006 22,500
Sales 0 (54,244)
Settlements/ distributions (5,622) (54,977)
Closing balance 91,093 59,283
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 721 4,951
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 9,672 10,299
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 9,421 (627)
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions (9,971) 0
Closing balance 9,122 9,672
Change in unrealized investment gain/(loss) relating to liabilities held at the reporting date (550) (627)
Fixed maturities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 8,021 86,679
Transfers into Level 3 9,091 0
Transfers out of Level 3 0 (25,307)
Included in net income 0 4,790
Included in OCI 312 (3,840)
Purchases 969 0
Sales 0 (6,068)
Settlements/ distributions (3,484) (48,233)
Closing balance 14,909 8,021
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 0 0
Corporate debt    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 2,297 49,012
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 0 4,790
Included in OCI 207 (4,168)
Purchases 0 0
Sales 0 (6,068)
Settlements/ distributions 0 (41,269)
Closing balance 2,504 2,297
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 0 0
CMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 5,235 19,134
Transfers into Level 3 0 0
Transfers out of Level 3 0 (7,077)
Included in net income 0 0
Included in OCI (11) 142
Purchases 0 0
Sales 0 0
Settlements/ distributions (3,484) (6,964)
Closing balance 1,740 5,235
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 0 0
ABS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 489 18,533
Transfers into Level 3 9,091 0
Transfers out of Level 3 0 (18,230)
Included in net income 0 0
Included in OCI 116 186
Purchases 969 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 10,665 489
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 51,262 65,789
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 23 17,893
Included in OCI 0 0
Purchases 27,037 22,500
Sales 0 (48,176)
Settlements/ distributions (2,138) (6,744)
Closing balance 76,184 51,262
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 721 4,951
CLO-Equities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 14,328 21,271
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income (6,017) (199)
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions (2,138) (6,744)
Closing balance 6,173 14,328
Change in unrealized investment gain/(loss) relating to assets held at the reporting date (5,319) (199)
Other privately held investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 36,934 44,518
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 6,040 18,092
Included in OCI 0 0
Purchases 27,037 22,500
Sales 0 (48,176)
Settlements/ distributions 0 0
Closing balance 70,011 36,934
Change in unrealized investment gain/(loss) relating to assets held at the reporting date 6,040 5,150
Derivative instruments    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 9,672 10,299
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in earnings 9,421 (627)
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions (9,971) 0
Closing balance 9,122 9,672
Change in unrealized investment gain/(loss) relating to liabilities held at the reporting date $ (550) $ (627)