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Amortized Cost and Fair Value of Available For Sale Securities (Detail) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Schedule of Available-for-sale Securities [Line Items]    
Debt securities, amortized cost $ 13,320,808 $ 13,798,576
Debt securities, gross unrealized gains 424,200 445,800
Debt securities, gross unrealized losses (375,800) (32,800)
Debt securities, allowance for credit losses [1] (31,375)  
Debt securities, fair value 13,337,754 [2] 14,211,745
Amortized Cost or Cost 13,856,900 14,713,500
Gross Unrealized Gains 424,200 445,800
Gross Unrealized Losses (375,800) (32,800)
Allowance for Credit Losses [1] (31,400)  
Fair Value 13,873,900 15,126,500
U.S. Government obligations    
Schedule of Available-for-sale Securities [Line Items]    
Debt securities, amortized cost 793,500 1,198,500
Debt securities, gross unrealized gains 53,000 19,300
Debt securities, gross unrealized losses (200) (2,800)
Debt securities, fair value 846,300 1,215,000
Municipal bonds    
Schedule of Available-for-sale Securities [Line Items]    
Debt securities, amortized cost 2,158,300 2,190,500
Debt securities, gross unrealized gains 117,200 118,700
Debt securities, gross unrealized losses (2,900) (1,300)
Debt securities, fair value 2,272,600 2,307,900
Foreign government obligations    
Schedule of Available-for-sale Securities [Line Items]    
Debt securities, amortized cost 669,100 675,900
Debt securities, gross unrealized gains 27,600 16,400
Debt securities, gross unrealized losses (700) (1,600)
Debt securities, fair value 696,000 690,700
U.S. corporate bonds    
Schedule of Available-for-sale Securities [Line Items]    
Debt securities, amortized cost 3,386,800 3,206,200
Debt securities, gross unrealized gains 103,500 155,100
Debt securities, gross unrealized losses (69,100) (2,300)
Debt securities, allowance for credit losses [1] (26,500)  
Debt securities, fair value 3,394,700 3,359,000
Foreign corporate bonds    
Schedule of Available-for-sale Securities [Line Items]    
Debt securities, amortized cost 1,311,200 1,348,100
Debt securities, gross unrealized gains 14,500 32,200
Debt securities, gross unrealized losses (32,700) (2,900)
Debt securities, allowance for credit losses [1] (2,400)  
Debt securities, fair value 1,290,600 1,377,400
RMBS    
Schedule of Available-for-sale Securities [Line Items]    
Debt securities, amortized cost 1,613,700 1,785,100
Debt securities, gross unrealized gains 86,900 56,100
Debt securities, gross unrealized losses (200) (800)
Debt securities, allowance for credit losses [1] (500)  
Debt securities, fair value [3] 1,699,900 1,840,400
CMBS    
Schedule of Available-for-sale Securities [Line Items]    
Debt securities, amortized cost 870,600 849,900
Debt securities, gross unrealized gains 15,900 23,200
Debt securities, gross unrealized losses (43,900) (1,400)
Debt securities, fair value 842,600 871,700
Other Asset Backed Securities    
Schedule of Available-for-sale Securities [Line Items]    
Debt securities, amortized cost 2,517,600 2,544,500
Debt securities, gross unrealized gains 5,600 24,800
Debt securities, gross unrealized losses (226,100) (19,700)
Debt securities, allowance for credit losses [1] (2,000)  
Debt securities, fair value [4] 2,295,100 2,549,600
Short-term Investments    
Schedule of Available-for-sale Securities [Line Items]    
Amortized Cost or Cost 536,100 914,800
Fair Value $ 536,100 $ 914,800
[1] See Note 1(c) of this Form 10-Q for further information regarding Alleghany’s adoption of new credit loss accounting guidance.
[2] Includes allowance for credit losses as of March 31, 2020.  See Note 3(f) of this Form 10-Q for further information on Alleghany’s allowance for credit losses for AFS securities.
[3] Primarily includes government agency pass-through securities guaranteed by a government agency or government sponsored enterprise, among other types of RMBS.
[4] Includes $732.3 million and $834.2 million of collateralized loan obligations as of March 31, 2020 and December 31, 2019, respectively.