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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, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance $ 78,537 $ 66,371 $ 91,093 $ 59,283
Transfers into Level 3 19,382 0 25,566 9,185
Transfers out of Level 3 (7,004) 0 (16,207) 0
Included in net income 1,413 (2,398) 20,462 (3,165)
Included in OCI 26 616 (29) 118
Purchases 16,300 55 16,573 482
Sales 0 0 (26,980) 0
Settlements/ distributions (1,580) (546) (3,404) (1,805)
Closing balance 107,074 64,098 107,074 64,098
Change in unrealized investment gains/(losses) 1,413 (2,398) 3,081 (3,165)
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 8,462 20,164 9,122 9,672
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (345) (375) (1,005) 10,117
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 (9,971) 0 (9,971)
Closing balance 8,117 9,818 8,117 9,818
Change in unrealized investment gains/(losses) (345) (346) (1,005) 146
Other liabilities | Derivative instruments        
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 8,462 20,164 9,122 9,672
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income (345) (375) (1,005) 10,117
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 (9,971) 0 (9,971)
Closing balance 8,117 9,818 8,117 9,818
Change in unrealized investment gains/(losses) (345) (346) (1,005) 146
Fixed maturities, available for sale        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 10,485 16,137 14,909 8,021
Transfers into Level 3 19,382 0 25,566 9,185
Transfers out of Level 3 (7,004) 0 (16,207) 0
Included in net income 0 0 0 0
Included in OCI 26 616 (29) 118
Purchases 13,300 0 13,300 0
Sales 0 0 0 0
Settlements/ distributions (903) (18) (2,253) (589)
Closing balance 35,286 16,735 35,286 16,735
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities, available for sale | Corporate debt        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 2,405 2,245 2,504 2,297
Transfers into Level 3 7,000 0 7,000 0
Transfers out of Level 3 0 0 0 0
Included in net income 0 0 0 0
Included in OCI 21 53 (78) 1
Purchases 13,300 0 13,300 0
Sales 0 0 0 0
Settlements/ distributions 0 0 0 0
Closing balance 22,726 2,298 22,726 2,298
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities, available for sale | CMBS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 905 4,371 1,740 5,235
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 0 0 0 0
Included in OCI (2) 81 13 (212)
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions (903) (18) (1,753) (589)
Closing balance 0 4,434 0 4,434
Change in unrealized investment gains/(losses) 0 0 0 0
Fixed maturities, available for sale | Non-agency RMBS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance   9,185   0
Transfers into Level 3   0   9,185
Transfers out of Level 3   0   0
Included in net income   0   0
Included in OCI   377   377
Purchases   0   0
Sales   0   0
Settlements/ distributions   0   0
Closing balance   9,562   9,562
Change in unrealized investment gains/(losses)   0   0
Fixed maturities, available for sale | ABS        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 7,175 336 10,665 489
Transfers into Level 3 12,382 0 18,566 0
Transfers out of Level 3 (7,004) 0 (16,207) 0
Included in net income 0 0 0 0
Included in OCI 7 105 36 (48)
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions 0 0 (500) 0
Closing balance 12,560 441 12,560 441
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 68,052 50,234 76,184 51,262
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 1,413 (2,398) 20,462 (3,165)
Included in OCI 0 0 0 0
Purchases 3,000 55 3,273 482
Sales 0 0 (26,980) 0
Settlements/ distributions (677) (528) (1,151) (1,216)
Closing balance 71,788 47,363 71,788 47,363
Change in unrealized investment gains/(losses) 1,413 (2,398) 3,081 (3,165)
Other investments | CLO-Equities        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 6,269 12,793 6,173 14,328
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 1,410 (2,322) 1,980 (3,169)
Included in OCI 0 0 0 0
Purchases 0 0 0 0
Sales 0 0 0 0
Settlements/ distributions (677) (528) (1,151) (1,216)
Closing balance 7,002 9,943 7,002 9,943
Change in unrealized investment gains/(losses) 1,410 (2,322) 1,980 (3,169)
Other investments | Other privately held investments        
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]        
Opening balance 61,783 37,441 70,011 36,934
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 0 0 0 0
Included in net income 3 (76) 18,482 4
Included in OCI 0 0 0 0
Purchases 3,000 55 3,273 482
Sales 0 0 (26,980) 0
Settlements/ distributions 0 0 0 0
Closing balance 64,786 37,420 64,786 37,420
Change in unrealized investment gains/(losses) $ 3 $ (76) $ 1,101 $ 4