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FAIR VALUE MEASUREMENTS (Details 3) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2017
Jun. 30, 2016
Jun. 30, 2017
Jun. 30, 2016
Total Liabilities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Liabilities) $ 16,621 $ 15,028 $ 6,500 $ 10,937
Transfers into Level 3 (Liabilities) 0 0 0 0
Transfers out of Level 3 (Liabilities) 0 0 0 0
Included in earnings (Liabilities) 1,596 (809) 10,282 2,614
Included in OCI (Liabilities) 0 0 0 0
Purchases (Liabilities) 12,135 1,830 12,135 805
Sales (Liabilities) 0 0 0 0
Settlements/ Distributions (Liabilities) (18,143) (14,071) (16,708) (12,378)
Closing Balance (Liabilities) 12,209 1,978 12,209 1,978
Change in unrealized investment gain/loss relating to assets held at the reporting date (Liabilities) 863 110 2,314 111
Total Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 198,594 178,777 226,797 106,017
Transfers into Level 3 (Assets) 1,536 20,412 1,536 56,790
Transfers out of Level 3 (Assets) (11,322) 0 (30,270) (1,955)
Included in earnings (Assets) 1,993 7,648 4,074 9,573
Included in OCI (Assets) (317) 1,222 1,117 1,002
Purchases (Assets) 19,217 10,362 34,581 54,254
Sales (Assets) (3,481) (2,105) (19,201) (4,015)
Settlements/ Distributions (Assets) (16,840) (11,416) (29,254) (16,766)
Closing Balance (Assets) 189,380 204,900 189,380 204,900
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 2,080 8,992 3,348 7,967
Fixed Maturities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 73,601 50,801 96,400 49,440
Transfers into Level 3 (Assets) 1,536 20,412 1,536 20,412
Transfers out of Level 3 (Assets) (11,322) 0 (30,270) (1,955)
Included in earnings (Assets) 15 (981) 73 (979)
Included in OCI (Assets) (317) 1,222 1,117 1,002
Purchases (Assets) 19,217 3,723 34,581 9,544
Sales (Assets) (3,481) (2,105) (19,201) (4,015)
Settlements/ Distributions (Assets) (4,930) (840) (9,917) (1,217)
Closing Balance (Assets) 74,319 72,232 74,319 72,232
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 0 0 0 0
Other Investments [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 96,770 97,083 102,842 27,257
Transfers into Level 3 (Assets) 0 0 0 36,378
Transfers out of Level 3 (Assets) 0 0 0 0
Included in earnings (Assets) 2,059 8,878 3,324 7,862
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 6,193 0 42,905
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (8,815) (4,516) (16,152) (6,764)
Closing Balance (Assets) 90,014 107,638 90,014 107,638
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 2,059 8,878 3,324 7,862
Other Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 28,223 30,893 27,555 29,320
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) 0 0 0 0
Included in earnings (Assets) (81) (249) 677 2,690
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 446 0 1,805
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (3,095) (6,060) (3,185) (8,785)
Closing Balance (Assets) 25,047 25,030 25,047 25,030
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 21 114 24 105
Corporate Debt [Member] | Fixed Maturities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 63,788 40,250 75,875 38,518
Transfers into Level 3 (Assets) 1,536 20,412 1,536 20,412
Transfers out of Level 3 (Assets) (1,904) 0 (1,904) (1,955)
Included in earnings (Assets) 15 (981) 73 (979)
Included in OCI (Assets) (336) 1,164 (383) 1,088
Purchases (Assets) 13,217 3,723 19,181 9,544
Sales (Assets) (3,481) (2,105) (19,201) (4,015)
Settlements/ Distributions (Assets) (4,515) (441) (6,857) (591)
Closing Balance (Assets) 68,320 62,022 68,320 62,022
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 0 0 0 0
CMBS [Member] | Fixed Maturities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 9,813 10,551 3,061 10,922
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) (9,418) 0 (9,418) 0
Included in earnings (Assets) 0 0 0 0
Included in OCI (Assets) 20 58 17 (86)
Purchases (Assets) 0 0 9,400 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (415) (399) (3,060) (626)
Closing Balance (Assets) 0 10,210 0 10,210
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 0 0 0 0
ABS [Member] | Fixed Maturities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 0 0 17,464 0
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) 0 0 (18,948) 0
Included in earnings (Assets) 0 0 0 0
Included in OCI (Assets) (1) 0 1,483 0
Purchases (Assets) 6,000 0 6,000 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 0 0 0
Closing Balance (Assets) 5,999 0 5,999 0
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 0 0 0 0
Other Privately Held Investments [Member] | Other Investments [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 42,378 36,712 42,142 0
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) 0 0 0 0
Included in earnings (Assets) 560 (1,150) 796 (1,150)
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 6,193 0 42,905
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 0 0 0
Closing Balance (Assets) 42,938 41,755 42,938 41,755
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 560 (1,150) 796 (1,150)
CLO-Equities [Member] | Other Investments [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 54,392 60,371 60,700 27,257
Transfers into Level 3 (Assets) 0 0 0 36,378
Transfers out of Level 3 (Assets) 0 0 0 0
Included in earnings (Assets) 1,499 10,028 2,528 9,012
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 0 0 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (8,815) (4,516) (16,152) (6,764)
Closing Balance (Assets) 47,076 65,883 47,076 65,883
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 1,499 10,028 2,528 9,012
Derivative [Member] | Other Liabilities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Liabilities) 16,621 15,028 6,500 10,937
Transfers into Level 3 (Liabilities) 0 0 0 0
Transfers out of Level 3 (Liabilities) 0 0 0 0
Included in earnings (Liabilities) 1,596 (809) 10,282 2,614
Included in OCI (Liabilities) 0 0 0 0
Purchases (Liabilities) 12,135 1,830 12,135 805
Sales (Liabilities) 0 0 0 0
Settlements/ Distributions (Liabilities) (18,143) (14,071) (16,708) (12,378)
Closing Balance (Liabilities) 12,209 1,978 12,209 1,978
Change in unrealized investment gain/loss relating to assets held at the reporting date (Liabilities) 863 110 2,314 111
Derivative [Member] | Other Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 3,197 5,977 2,532 4,395
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) 0 0 0 0
Included in earnings (Assets) (102) (358) 653 2,590
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 446 0 1,805
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (3,095) (6,060) (3,185) (8,785)
Closing Balance (Assets) 0 5 0 5
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 0 5 0 5
Insurance-linked securities [Member] | Other Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 25,026 24,916 25,023 24,925
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) 0 0 0 0
Included in earnings (Assets) 21 109 24 100
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 0 0 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 0 0 0
Closing Balance (Assets) 25,047 25,025 25,047 25,025
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) $ 21 $ 109 $ 24 $ 100