XML 16 R55.htm IDEA: XBRL DOCUMENT v2.4.1.9
Fair Value Measurements - Quantitative Information for Level Three Inputs (Details) (Market Yield [Member], Fair Value, Inputs, Level 3 [Member], USD $)
In Millions, unless otherwise specified
3 Months Ended 12 Months Ended
Mar. 31, 2015
Dec. 31, 2014
Collateralized Loan Obligations [Member]
   
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, Fair Value Disclosure 69.9us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CollateralizedLoanObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
64.4us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CollateralizedLoanObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Collateralized Loan Obligations [Member] | Minimum [Member]
   
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 2.50%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CollateralizedLoanObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
2.70%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CollateralizedLoanObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Collateralized Loan Obligations [Member] | Maximum [Member]
   
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 7.70%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CollateralizedLoanObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
8.10%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CollateralizedLoanObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Collateralized Loan Obligations [Member] | Weighted Average [Member]
   
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 4.90%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CollateralizedLoanObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
5.20%us-gaap_FairValueInputsDiscountRate
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_CollateralizedLoanObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Other Debt Obligations [Member]
   
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, Fair Value Disclosure 23.4us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_OtherDebtSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
21.6us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_OtherDebtSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
Debt Securities [Member]
   
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, Fair Value Disclosure 455.0us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_DebtSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
435.6us-gaap_AssetsFairValueDisclosure
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_DebtSecuritiesMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Investment Grade [Member] | Private Placement [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, Fair Value Disclosure 109.0us-gaap_AssetsFairValueDisclosure
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
107.0us-gaap_AssetsFairValueDisclosure
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Investment Grade [Member] | Private Placement [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 2.60%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
2.80%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Investment Grade [Member] | Private Placement [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 6.90%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
6.90%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Investment Grade [Member] | Private Placement [Member] | Weighted Average [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 3.60%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
3.90%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_PrivatePlacementMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Senior Debt [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, Fair Value Disclosure 93.3us-gaap_AssetsFairValueDisclosure
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
92.7us-gaap_AssetsFairValueDisclosure
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Senior Debt [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 3.60%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
3.80%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Senior Debt [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 14.50%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
14.50%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Senior Debt [Member] | Weighted Average [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 9.90%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
10.60%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_SeniorDebtObligationsMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Junior Debt [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Assets, Fair Value Disclosure 159.4us-gaap_AssetsFairValueDisclosure
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
149.9us-gaap_AssetsFairValueDisclosure
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Junior Debt [Member] | Minimum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 8.20%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
8.20%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Junior Debt [Member] | Maximum [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 21.50%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
21.00%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
External Credit Rating, Non Investment Grade [Member] | Junior Debt [Member] | Weighted Average [Member]    
Fair Value Inputs, Assets, Quantitative Information [Line Items]    
Fair Value Inputs, Discount Rate 13.40%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember
13.40%us-gaap_FairValueInputsDiscountRate
/ us-gaap_ExternalCreditRatingByGroupingAxis
= us-gaap_ExternalCreditRatingNonInvestmentGradeMember
/ us-gaap_FairValueByAssetClassAxis
= us-gaap_JuniorSubordinatedDebtMember
/ us-gaap_FairValueByFairValueHierarchyLevelAxis
= us-gaap_FairValueInputsLevel3Member
/ us-gaap_RangeAxis
= us-gaap_WeightedAverageMember
/ us-gaap_ValuationTechniqueAxis
= us-gaap_MarketApproachValuationTechniqueMember