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FAIR VALUE MEASUREMENTS (Changes in Level 3 for Financial Instruments) (Details) - USD ($)
$ in Thousands
3 Months Ended 9 Months Ended
Sep. 30, 2020
Sep. 30, 2019
Sep. 30, 2020
Sep. 30, 2019
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance $ 64,098 $ 95,770 $ 59,283 $ 152,468
Transfers into Level 3 10,060 5,285 19,245 5,285
Transfers out of Level 3 0 (489) 0 (33,222)
Included in net income 375 708 (2,791) 15,358
Included in OCI 328 (109) 446 1,162
Purchases 1,276 15,000 1,758 27,250
Sales 0 (14,749) 0 (53,754)
Settlements/ distributions (2,291) (1,426) (4,095) (14,557)
Closing balance 73,846 99,990 73,846 99,990
Change in unrealized investment gains/(losses) 144 1,194 (3,022) 3,876
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 9,818 10,262 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 (370) (126) 9,747 (163)
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 (9,971) 0
Closing balance 9,448 10,136 9,448 10,136
Change in unrealized investment gains/(losses) (370) (126) (224) (163)
Other liabilities | Derivative instruments        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 9,818 10,262 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 (370) (126) 9,747 (163)
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 (9,971) 0
Closing balance 9,448 10,136 9,448 10,136
Change in unrealized investment gains/(losses) (370) (126) (224) (163)
Fixed maturities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 16,735 49,520 8,021 86,679
Transfers into Level 3 10,060 5,285 19,245 5,285
Transfers out of Level 3 0 (489) 0 (33,222)
Included in net income 0 0 0 (1,459)
Included in OCI 328 (109) 446 1,162
Purchases 0 0 0 9,750
Sales 0 0 0 (5,578)
Settlements/ distributions (1,959) (390) (2,548) (8,800)
Closing balance 25,164 53,817 25,164 53,817
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 2,298 39,137 2,297 49,012
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 (489) 0 (489)
Included in net income 0 0 0 (1,459)
Included in OCI 101 (97) 102 836
Purchases 0 0 0 0
Sales 0 0 0 (5,578)
Settlements/ distributions 0 0 0 (3,771)
Closing balance 2,399 38,551 2,399 38,551
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 4,434 9,892 5,235 19,134
Transfers into Level 3 0 5,285 0 5,285
Transfers out of Level 3 0 0 0 (4,767)
Included in net income 0 0 0 0
Included in OCI 148 (13) (64) 151
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions (1,959) (390) (2,548) (5,029)
Closing balance 2,623 14,774 2,623 14,774
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 9,562 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 70 0 447 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 0 0
Closing balance 9,632 0 9,632 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 441 491 489 18,533
Transfers into Level 3 10,060 0 10,060 0
Transfers out of Level 3 0 0 0 (27,966)
Included in net income 0 0 0 0
Included in OCI 9 1 (39) 175
Purchases 0 0 0 9,750
Sales 0 0 0 0
Settlements/ distributions 0 0 0 0
Closing balance 10,510 492 10,510 492
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 47,363 46,250 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 375 708 (2,791) 16,817
Included in OCI 0 0 0 0
Purchases 1,276 15,000 1,758 17,500
Sales 0 (14,749) 0 (48,176)
Settlements/ distributions (332) (1,036) (1,547) (5,757)
Closing balance 48,682 46,173 48,682 46,173
Change in unrealized investment gains/(losses) 144 1,194 (3,022) 3,876
Other investments | CLO-Equities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 9,943 17,798 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 (422) (1,308) (3,592) (60)
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions (332) (1,036) (1,547) (5,757)
Closing balance 9,189 15,454 9,189 15,454
Change in unrealized investment gains/(losses) (422) (1,308) (3,592) (60)
Other investments | Other privately held investments        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 37,420 28,452 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 797 2,016 801 16,877
Included in OCI 0 0 0 0
Purchases 1,276 15,000 1,758 17,500
Sales 0 (14,749) 0 (48,176)
Settlements/ distributions 0 0 0 0
Closing balance 39,493 30,719 39,493 30,719
Change in unrealized investment gains/(losses) $ 566 $ 2,502 $ 570 $ 3,936