XML 57 R47.htm IDEA: XBRL DOCUMENT
v3.22.2

Fair Value (Quantitative information about significant unobservable inputs in the fair value measurement of level 3 assets) (Details) $ in Thousands | Jun. 30, 2022 USD ($) | Dec. 31, 2021 USD ($)
--- | --- | ---
Corporate Securities [Member] | Valuation Technique, Discounted Cash Flow | Measurement Input, Credit Spread | Minimum |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |
Debt Securities, Available-for-sale, Measurement Input |  | (0.044) | 0.003
Corporate Securities [Member] | Valuation Technique, Discounted Cash Flow | Measurement Input, Credit Spread | Maximum |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |
Debt Securities, Available-for-sale, Measurement Input |  | 0.196 | 0.030
Corporate Securities [Member] | Valuation Technique, Discounted Cash Flow | Measurement Input, Credit Spread | Weighted Average |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |
Debt Securities, Available-for-sale, Measurement Input |  | 0.018 | 0.012
Collateralized Loan Obligations and Other Asset Backed Securities [Member] | Valuation Technique, Discounted Cash Flow | Measurement Input, Credit Spread | Minimum |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |
Debt Securities, Available-for-sale, Measurement Input |  | 0.0001 | 0.007
Collateralized Loan Obligations and Other Asset Backed Securities [Member] | Valuation Technique, Discounted Cash Flow | Measurement Input, Credit Spread | Maximum |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |
Debt Securities, Available-for-sale, Measurement Input |  | 0.080 | 0.080
Collateralized Loan Obligations and Other Asset Backed Securities [Member] | Valuation Technique, Discounted Cash Flow | Measurement Input, Credit Spread | Weighted Average |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |
Debt Securities, Available-for-sale, Measurement Input |  | 0.020 | 0.021
Available-for-sale Securities [Member] | Corporate Securities [Member] | Valuation Technique, Discounted Cash Flow |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |
Total assets measured at fair value |  | $ 76,726 | $ 54,135
Available-for-sale Securities [Member] | Collateralized Loan Obligations and Other Asset Backed Securities [Member] | Valuation Technique, Discounted Cash Flow |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |
Total assets measured at fair value |  | 40,429 | 34,903
Available-for-sale Securities [Member] | Investments [Member] |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |
Other investment assets measured at fair value | [1] | 173,165 | 162,244
Available-for-sale Securities [Member] | Investments [Member] | Valuation Technique, Discounted Cash Flow |  |  |
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items] |  |  |
Total assets measured at fair value |  | $ 117,155 | $ 89,038
[1] | Other is comprised of broker quotes or other third-party pricing for which there is a lack of transparency into the inputs used to develop the valuations. The quantitative details of these unobservable inputs is neither provided to us, nor reasonably available to us, and therefore are not included in the tables above.

X
- Definition Fair value portion of probable future economic benefits obtained or controlled by an entity as a result of past transactions or events. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (a) -URI http://asc.fasb.org/extlink&oid=123874694&loc=d3e19207-110258 + Details
Name: | us-gaap_AssetsFairValueDisclosure
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Value of input used to measure investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale). + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Publisher FASB -Name Accounting Standards Codification -Topic 820 -SubTopic 10 -Section 50 -Paragraph 2 -Subparagraph (bbb)(2) -URI http://asc.fasb.org/extlink&oid=123874694&loc=d3e19207-110258 + Details
Name: | us-gaap_DebtSecuritiesAvailableForSaleMeasurementInput
Namespace Prefix: | us-gaap_
Data Type: | xbrli:decimalItemType
Balance Type: | na
Period Type: | instant

X
- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
Name: | us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Definition Fair value portion of other assets. + References No definition available. + Details
Name: | us-gaap_OtherAssetsFairValueDisclosure
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Details
Name: | us-gaap_InvestmentTypeAxis=us-gaap_CorporateDebtSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_ValuationTechniqueAxis=us-gaap_ValuationTechniqueDiscountedCashFlowMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_MeasurementInputTypeAxis=us-gaap_MeasurementInputCreditSpreadMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_RangeAxis=srt_MinimumMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_RangeAxis=srt_MaximumMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | srt_RangeAxis=srt_WeightedAverageMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_InvestmentTypeAxis=us-gaap_AssetBackedSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_FairValueByAssetClassAxis=us-gaap_AvailableforsaleSecuritiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_InvestmentTypeAxis=us-gaap_InvestmentsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |