XML 57 R46.htm IDEA: XBRL DOCUMENT v3.21.1
FAIR VALUE MEASUREMENTS (Changes in Level 3 for Financial Instruments) (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance $ 91,093 $ 59,283
Transfers into Level 3 6,184 9,185
Transfers out of Level 3 (9,203) 0
Included in net income 19,049 (767)
Included in OCI (56) (498)
Purchases 273 427
Sales (26,980) 0
Settlements/ distributions (1,823) (1,259)
Closing balance 78,537 66,371
Change in unrealized investment gains/(losses) 1,668 (767)
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 9,122 9,672
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income (660) 10,492
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 8,462 20,164
Change in unrealized investment gains/(losses) (660) 10,492
Other liabilities | Derivative instruments    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 9,122 9,672
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income (660) 10,492
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 8,462 20,164
Change in unrealized investment gains/(losses) (660) 10,492
Fixed maturities, available for sale    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 14,909 8,021
Transfers into Level 3 6,184 9,185
Transfers out of Level 3 (9,203) 0
Included in net income 0 0
Included in OCI (56) (498)
Purchases 0 0
Sales 0 0
Settlements/ distributions (1,349) (571)
Closing balance 10,485 16,137
Change in unrealized investment gains/(losses) 0 0
Fixed maturities, available for sale | Corporate debt    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 2,504 2,297
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 0 0
Included in OCI (99) (52)
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 2,405 2,245
Change in unrealized investment gains/(losses) 0 0
Fixed maturities, available for sale | CMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 1,740 5,235
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 0 0
Included in OCI 14 (293)
Purchases 0 0
Sales 0 0
Settlements/ distributions (849) (571)
Closing balance 905 4,371
Change in unrealized investment gains/(losses) 0 0
Fixed maturities, available for sale | Non-agency RMBS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 0 0
Transfers into Level 3 0 9,185
Transfers out of Level 3 0 0
Included in net income 0 0
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 0 9,185
Change in unrealized investment gains/(losses) 0 0
Fixed maturities, available for sale | ABS    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 10,665 489
Transfers into Level 3 6,184 0
Transfers out of Level 3 (9,203) 0
Included in net income 0 0
Included in OCI 29 (153)
Purchases 0 0
Sales 0 0
Settlements/ distributions (500) 0
Closing balance 7,175 336
Change in unrealized investment gains/(losses) 0 0
Other investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 76,184 51,262
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 19,049 (767)
Included in OCI 0 0
Purchases 273 427
Sales (26,980) 0
Settlements/ distributions (474) (688)
Closing balance 68,052 50,234
Change in unrealized investment gains/(losses) 1,668 (767)
Other investments | CLO-Equities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 6,173 14,328
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 570 (847)
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions (474) (688)
Closing balance 6,269 12,793
Change in unrealized investment gains/(losses) 570 (847)
Other investments | Other privately held investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 70,011 36,934
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 18,479 80
Included in OCI 0 0
Purchases 273 427
Sales (26,980) 0
Settlements/ distributions 0 0
Closing balance 61,783 37,441
Change in unrealized investment gains/(losses) $ 1,098 $ 80