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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, 2022
Sep. 30, 2021
Sep. 30, 2022
Sep. 30, 2021
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance $ 193,608 $ 107,074 $ 153,325 $ 91,093
Transfers into Level 3 0 0 0 25,566
Transfers out of Level 3 0 (12,582) 0 (28,789)
Included in net income 2,105 569 290 21,031
Included in OCI (3,977) (99) (10,600) (128)
Purchases 30,300 28,436 84,472 45,010
Sales 0 0 0 (26,980)
Settlements/ distributions (999) (3,984) (6,450) (7,389)
Closing balance 221,037 119,414 221,037 119,414
Change in unrealized investment gains/(losses) 2,139 569 324 3,651
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 4,708 8,117 5,630 9,122
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (422) (398) (1,344) (1,403)
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 0 0
Closing balance 4,286 7,719 4,286 7,719
Change in unrealized investment gains/(losses) (422) (398) (1,344) (1,403)
Other liabilities | Derivative instruments        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 4,708 8,117 5,630 9,122
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (422) (398) (1,344) (1,403)
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 0 0
Closing balance 4,286 7,719 4,286 7,719
Change in unrealized investment gains/(losses) (422) (398) (1,344) (1,403)
Fixed maturities, available for sale        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 72,830 35,286 42,894 14,909
Transfers into Level 3 0 0 0 25,566
Transfers out of Level 3 0 (12,582) 0 (28,789)
Included in net income (34) 0 (34) 0
Included in OCI (3,977) (99) (10,600) (128)
Purchases 27,600 25,000 64,832 38,300
Sales 0 0 0 0
Settlements/ distributions (468) 0 (1,141) (2,253)
Closing balance 95,951 47,605 95,951 47,605
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities, available for sale | Corporate debt        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 72,830 22,726 42,894 2,504
Transfers into Level 3 0 0 0 7,000
Transfers out of Level 3 0 0 0 0
Included in net income (34) 0 (34) 0
Included in OCI (3,977) (121) (10,600) (199)
Purchases 27,600 25,000 64,832 38,300
Sales 0 0 0 0
Settlements/ distributions (468) 0 (1,141) 0
Closing balance 95,951 47,605 95,951 47,605
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities, available for sale | CMBS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 0 0 0 1,740
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 0 0 0 0
Included in OCI 0 0 0 13
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 0 (1,753)
Closing balance 0 0 0 0
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities, available for sale | ABS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 0 12,560 0 10,665
Transfers into Level 3 0 0 0 18,566
Transfers out of Level 3 0 (12,582) 0 (28,789)
Included in net income 0 0 0 0
Included in OCI 0 22 0 58
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 0 (500)
Closing balance 0 0 0 0
Change in unrealized investment gains/(losses) 0 0 0 0
Other investments        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 120,778 71,788 110,431 76,184
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 2,139 569 324 21,031
Included in OCI 0 0 0 0
Purchases 2,700 3,436 19,640 6,710
Sales 0 0 0 (26,980)
Settlements/ distributions (531) (3,984) (5,309) (5,136)
Closing balance 125,086 71,809 125,086 71,809
Change in unrealized investment gains/(losses) 2,139 569 324 3,651
Other investments | CLO-Equities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 4,808 7,002 5,910 6,173
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 890 356 2,566 2,337
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions (531) (1,061) (3,309) (2,213)
Closing balance 5,167 6,297 5,167 6,297
Change in unrealized investment gains/(losses) 890 356 2,566 2,337
Other investments | Other privately held investments        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 115,970 64,786 104,521 70,011
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 1,249 213 (2,242) 18,694
Included in OCI 0 0 0 0
Purchases 2,700 3,436 19,640 6,710
Sales 0 0 0 (26,980)
Settlements/ distributions 0 (2,923) (2,000) (2,923)
Closing balance 119,919 65,512 119,919 65,512
Change in unrealized investment gains/(losses) $ 1,249 $ 213 $ (2,242) $ 1,314