XML 58 R48.htm IDEA: XBRL DOCUMENT v3.23.1
FAIR VALUE MEASUREMENTS - Changes in Level 3 for Financial Instruments (Details) - USD ($)
$ in Thousands
3 Months Ended
Mar. 31, 2023
Mar. 31, 2022
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance $ 260,278 $ 153,325
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 740 2,490
Included in OCI 1,183 (2,794)
Purchases 23,369 30,797
Sales 0 0
Settlements/ distributions (9,171) (2,573)
Closing balance 276,399 181,245
Change in unrealized investment gains/(losses) 747 2,490
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 0 5,630
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 0 (556)
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 0 5,074
Change in unrealized investment gains/(losses) 0 (556)
Other liabilities | Derivative instruments    
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 0 5,630
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 0 (556)
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions 0 0
Closing balance 0 5,074
Change in unrealized investment gains/(losses) 0 (556)
Fixed maturities, available for sale    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 119,104 42,894
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income (7) 0
Included in OCI 1,183 (2,794)
Purchases 18,910 21,462
Sales 0 0
Settlements/ distributions (8,763) (672)
Closing balance 130,427 60,890
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 119,104 42,894
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income (7) 0
Included in OCI 1,183 (2,794)
Purchases 18,910 21,462
Sales 0 0
Settlements/ distributions (8,763) (672)
Closing balance 130,427 60,890
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 141,174 110,431
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 747 2,490
Included in OCI 0 0
Purchases 4,459 9,335
Sales 0 0
Settlements/ distributions (408) (1,901)
Closing balance 145,972 120,355
Change in unrealized investment gains/(losses) 747 2,490
Other investments | CLO-Equities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 5,016 5,910
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 411 872
Included in OCI 0 0
Purchases 0 0
Sales 0 0
Settlements/ distributions (408) (1,901)
Closing balance 5,019 4,881
Change in unrealized investment gains/(losses) 411 872
Other investments | Other privately held investments    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]    
Opening balance 136,158 104,521
Transfers into Level 3 0 0
Transfers out of Level 3 0 0
Included in net income 336 1,618
Included in OCI 0 0
Purchases 4,459 9,335
Sales 0 0
Settlements/ distributions 0 0
Closing balance 140,953 115,474
Change in unrealized investment gains/(losses) $ 336 $ 1,618