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FAIR VALUE MEASUREMENTS (Changes in Level 3 for Financial Instruments) (Details) - USD ($)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
Jun. 30, 2019
Jun. 30, 2020
Jun. 30, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance $ 66,371 $ 130,020 $ 59,283 $ 152,468
Transfers into Level 3 0 0 9,185 0
Transfers out of Level 3 0 (11,564) 0 (32,733)
Included in net income (2,398) 14,264 (3,165) 14,650
Included in OCI 616 342 118 1,271
Purchases 55 0 482 12,250
Sales 0 (33,458) 0 (39,005)
Settlements/ distributions (546) (3,834) (1,805) (13,131)
Closing balance 64,098 95,770 64,098 95,770
Change in unrealized investment gains/(losses) (2,398) 1,600 (3,165) 2,682
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 20,164 10,233 9,672 10,299
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (375) 29 10,117 (37)
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions (9,971) 0 (9,971) 0
Closing balance 9,818 10,262 9,818 10,262
Change in unrealized investment gains/(losses) (346) 29 146 (37)
Other liabilities | Derivative instruments        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 20,164 10,233 9,672 10,299
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (375) 29 10,117 (37)
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions (9,971) 0 (9,971) 0
Closing balance 9,818 10,262 9,818 10,262
Change in unrealized investment gains/(losses) (346) 29 146 (37)
Fixed maturities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 16,137 64,313 8,021 86,679
Transfers into Level 3 0 0 9,185 0
Transfers out of Level 3 0 (11,564) 0 (32,733)
Included in net income 0 (763) 0 (1,459)
Included in OCI 616 342 118 1,271
Purchases 0 0 0 9,750
Sales 0 (31) 0 (5,578)
Settlements/ distributions (18) (2,777) (589) (8,410)
Closing balance 16,735 49,520 16,735 49,520
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities | Corporate debt        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 2,245 41,125 2,297 49,012
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 0 (763) 0 (1,459)
Included in OCI 53 309 1 933
Purchases 0 0 0 0
Sales 0 (31) 0 (5,578)
Settlements/ distributions 0 (1,503) 0 (3,771)
Closing balance 2,298 39,137 2,298 39,137
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities | CMBS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 4,371 11,145 5,235 19,134
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 (4,767)
Included in net income 0 0 0 0
Included in OCI 81 21 (212) 164
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions (18) (1,274) (589) (4,639)
Closing balance 4,434 9,892 4,434 9,892
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities | Non-agency RMBS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 9,185 0 0 0
Transfers into Level 3 0 0 9,185 0
Transfers out of Level 3 0 0 0 0
Included in net income 0 0 0 0
Included in OCI 377 0 377 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 0 0
Closing balance 9,562 0 9,562 0
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities | ABS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 336 12,043 489 18,533
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 (11,564) 0 (27,966)
Included in net income 0 0 0 0
Included in OCI 105 12 (48) 174
Purchases 0 0 0 9,750
Sales 0 0 0 0
Settlements/ distributions 0 0 0 0
Closing balance 441 491 441 491
Change in unrealized investment gains/(losses) 0 0 0 0
Other investments        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 50,234 65,707 51,262 65,789
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (2,398) 15,027 (3,165) 16,109
Included in OCI 0 0 0 0
Purchases 55 0 482 2,500
Sales 0 (33,427) 0 (33,427)
Settlements/ distributions (528) (1,057) (1,216) (4,721)
Closing balance 47,363 46,250 47,363 46,250
Change in unrealized investment gains/(losses) (2,398) 1,600 (3,165) 2,682
Other investments | CLO-Equities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 12,793 18,022 14,328 21,271
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (2,322) 833 (3,169) 1,248
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions (528) (1,057) (1,216) (4,721)
Closing balance 9,943 17,798 9,943 17,798
Change in unrealized investment gains/(losses) (2,322) 833 (3,169) 1,248
Other investments | Other privately held investments        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 37,441 47,685 36,934 44,518
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (76) 14,194 4 14,861
Included in OCI 0 0 0 0
Purchases 55 0 482 2,500
Sales 0 (33,427) 0 (33,427)
Settlements/ distributions 0 0 0 0
Closing balance 37,420 28,452 37,420 28,452
Change in unrealized investment gains/(losses) $ (76) $ 767 $ 4 $ 1,434