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FAIR VALUE MEASUREMENTS (Details 3) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Total Liabilities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Liabilities) $ 12,209 $ 1,978 $ 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) (291) (169) 9,991 2,445
Included in OCI (Liabilities) 0 0 0 0
Purchases (Liabilities) 0 6,384 12,135 7,189
Sales (Liabilities) 0 0 0 0
Settlements/ Distributions (Liabilities) (74) (9) (16,782) (12,387)
Closing Balance (Liabilities) 11,844 8,184 11,844 8,184
Change in unrealized investment gain/loss relating to assets held at the reporting date (Liabilities) (291) 335 (291) 457
Total Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 189,380 204,900 226,797 106,017
Transfers into Level 3 (Assets) 0 0 1,536 56,790
Transfers out of Level 3 (Assets) (7,209) 0 (37,479) (1,955)
Included in earnings (Assets) 956 8,978 5,030 18,551
Included in OCI (Assets) 1 52 1,118 1,054
Purchases (Assets) 24,007 10,881 58,588 65,135
Sales (Assets) (2,274) 0 (21,475) (4,015)
Settlements/ Distributions (Assets) (14,674) (12,345) (43,928) (29,111)
Closing Balance (Assets) 190,187 212,466 190,187 212,466
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 1,791 8,987 5,139 16,953
Fixed Maturities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 74,319 72,232 96,400 49,440
Transfers into Level 3 (Assets) 0 0 1,536 20,412
Transfers out of Level 3 (Assets) (7,209) 0 (37,479) (1,955)
Included in earnings (Assets) (835) (9) (762) (988)
Included in OCI (Assets) 1 52 1,118 1,054
Purchases (Assets) 24,007 7,563 58,588 17,107
Sales (Assets) (2,274) 0 (21,475) (4,015)
Settlements/ Distributions (Assets) (2,978) (1,826) (12,895) (3,043)
Closing Balance (Assets) 85,031 78,012 85,031 78,012
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) 90,014 107,638 102,842 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) 1,862 8,064 5,186 15,926
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 1,500 0 44,405
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (11,696) (10,519) (27,848) (17,283)
Closing Balance (Assets) 80,180 106,683 80,180 106,683
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 1,862 8,064 5,186 15,926
Other Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 25,047 25,030 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) (71) 923 606 3,613
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 1,818 0 3,623
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 0 (3,185) (8,785)
Closing Balance (Assets) 24,976 27,771 24,976 27,771
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) (71) 923 (47) 1,027
Corporate Debt [Member] | Fixed Maturities [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 68,320 62,022 75,875 38,518
Transfers into Level 3 (Assets) 0 0 1,536 20,412
Transfers out of Level 3 (Assets) (1,208) 0 (3,112) (1,955)
Included in earnings (Assets) (835) (9) (762) (988)
Included in OCI (Assets) (9) 100 (392) 1,188
Purchases (Assets) 0 7,563 19,181 17,107
Sales (Assets) (2,274) 0 (21,475) (4,015)
Settlements/ Distributions (Assets) (2,978) (584) (9,835) (1,175)
Closing Balance (Assets) 61,016 69,092 61,016 69,092
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) 0 10,210 3,061 10,922
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) 0 0 (9,418) 0
Included in earnings (Assets) 0 0 0 0
Included in OCI (Assets) 0 (48) 17 (134)
Purchases (Assets) 0 0 9,400 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 (1,242) (3,060) (1,868)
Closing Balance (Assets) 0 8,920 0 8,920
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) 5,999 0 17,464 0
Transfers into Level 3 (Assets) 0 0 0 0
Transfers out of Level 3 (Assets) (6,001) 0 (24,949) 0
Included in earnings (Assets) 0 0 0 0
Included in OCI (Assets) 10 0 1,493 0
Purchases (Assets) 24,007 0 30,007 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 0 0 0
Closing Balance (Assets) 24,015 0 24,015 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) 42,938 41,755 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) 460 (355) 1,256 (1,505)
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 1,500 0 44,405
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 0 0 0
Closing Balance (Assets) 43,398 42,900 43,398 42,900
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 460 (355) 1,256 (1,505)
CLO-Equities [Member] | Other Investments [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 47,076 65,883 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) 1,402 8,419 3,930 17,431
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 0 0 0
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) (11,696) (10,519) (27,848) (17,283)
Closing Balance (Assets) 36,782 63,783 36,782 63,783
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 1,402 8,419 3,930 17,431
Derivative [Member] | Other Liabilities [Member]        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Liabilities) 12,209 1,978 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) (291) (169) 9,991 2,445
Included in OCI (Liabilities) 0 0 0 0
Purchases (Liabilities) 0 6,384 12,135 7,189
Sales (Liabilities) 0 0 0 0
Settlements/ Distributions (Liabilities) (74) (9) (16,782) (12,387)
Closing Balance (Liabilities) 11,844 8,184 11,844 8,184
Change in unrealized investment gain/loss relating to assets held at the reporting date (Liabilities) (291) 335 (291) 457
Derivative [Member] | Other Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 0 5 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) 0 665 653 3,255
Included in OCI (Assets) 0 0 0 0
Purchases (Assets) 0 1,818 0 3,623
Sales (Assets) 0 0 0 0
Settlements/ Distributions (Assets) 0 0 (3,185) (8,785)
Closing Balance (Assets) 0 2,488 0 2,488
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) 0 665 0 669
Insurance-linked securities [Member] | Other Assets [Member]        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening Balance (Assets) 25,047 25,025 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) (71) 258 (47) 358
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) 24,976 25,283 24,976 25,283
Change in unrealized investment gain/loss relating to assets held at the reporting date (Assets) $ (71) $ 258 $ (47) $ 358