XML 84 R73.htm IDEA: XBRL DOCUMENT
v3.20.2

Fair Value Measurements - Quantitative Information for Level 3 Inputs (Details) - Market Yield - Significant Unobservable Inputs (Level 3) $ in Millions | Jun. 30, 2020 USD ($) | Dec. 31, 2019 USD ($)
--- | --- | ---
Senior Debt | Measurement Input, Discount Rate | Non-investment-grade | Minimum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Debt instrument, measurement input | 0.024 | 0.024
Senior Debt | Measurement Input, Discount Rate | Non-investment-grade | Maximum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Debt instrument, measurement input | 0.205 | 0.215
Senior Debt | Measurement Input, Discount Rate | Non-investment-grade | Weighted-average Yield |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Debt instrument, measurement input | 0.100 | 0.091
Junior Debt | Measurement Input, Discount Rate | Non-investment-grade | Minimum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Debt instrument, measurement input | 0.089 | 0.096
Junior Debt | Measurement Input, Discount Rate | Non-investment-grade | Maximum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Debt instrument, measurement input | 0.215 | 0.180
Junior Debt | Measurement Input, Discount Rate | Non-investment-grade | Weighted-average Yield |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Debt instrument, measurement input | 0.143 | 0.131
Collateralized Loan Obligations | Measurement Input, Discount Rate | Minimum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Debt instrument, measurement input |  | 0.032
Collateralized Loan Obligations | Measurement Input, Discount Rate | Maximum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Debt instrument, measurement input |  | 0.125
Collateralized Loan Obligations | Measurement Input, Discount Rate | Weighted-average Yield |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Debt instrument, measurement input |  | 0.051
Private Placement | Investment-grade |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Total Fair Value | $ 222.0 | $ 204.2
Private Placement | Measurement Input, Discount Rate | Investment-grade | Minimum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Alternative investment, measurement input | 0.013 | 0.024
Private Placement | Measurement Input, Discount Rate | Investment-grade | Maximum |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Alternative investment, measurement input | 0.096 | 0.085
Private Placement | Measurement Input, Discount Rate | Investment-grade | Weighted-average Yield |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Alternative investment, measurement input | 0.040 | 0.041
Senior Debt | Non-investment-grade |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Total Fair Value | $ 139.9 | $ 123.7
Junior Debt | Non-investment-grade |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Total Fair Value | 78.0 | 81.3
Collateralized Loan Obligations |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Total Fair Value |  | 613.5
Other |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Total Fair Value | 28.1 | 21.5
Investments in Fixed Maturities |  |
Fair Value Inputs, Assets, Quantitative Information [Line Items] |  |
Total Fair Value | $ 468.0 | $ 1,044.2

X
- Definition Value of input used to measure alternative investment. + 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=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_AlternativeInvestmentMeasurementInput
Namespace Prefix: | us-gaap_
Data Type: | xbrli:decimalItemType
Balance Type: | na
Period Type: | instant

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=117815213&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 debt instrument, including, but not limited to, convertible and non-convertible debt. + 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=117815213&loc=d3e19207-110258 + Details
Name: | us-gaap_DebtInstrumentMeasurementInput
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_FairValueOptionQuantitativeDisclosuresLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Details
Name: | us-gaap_DebtInstrumentAxis=us-gaap_SeniorDebtObligationsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

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

X
- Details
Name: | us-gaap_ExternalCreditRatingByGroupingAxis=us-gaap_ExternalCreditRatingNonInvestmentGradeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_ValuationTechniqueAxis=us-gaap_MarketApproachValuationTechniqueMember
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: | us-gaap_FairValueByFairValueHierarchyLevelAxis=us-gaap_FairValueInputsLevel3Member
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_DebtInstrumentAxis=us-gaap_JuniorSubordinatedDebtMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DebtInstrumentAxis=us-gaap_CollateralizedLoanObligationsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

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

X
- Details
Name: | us-gaap_ExternalCreditRatingByGroupingAxis=us-gaap_ExternalCreditRatingInvestmentGradeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

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

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

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

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

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