XML 54 R43.htm IDEA: XBRL DOCUMENT v3.7.0.1
Fair Value Measurements (Narrative) (Details) - USD ($)
$ in Thousands
3 Months Ended 12 Months Ended
Mar. 31, 2017
Mar. 31, 2016
Dec. 31, 2016
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Other liabilities $ 16,801   $ 17,383
Debt 945,701   948,663
Debt, fair value 969,200   964,800
Net unrealized gains (losses) recognized in earnings 6,863 $ (15,362)  
Other Investments | Net investment income      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Net unrealized gains (losses) recognized in earnings 6,900   (9,000)
Other assets and (liabilities) | Other income (loss)      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Net unrealized gains (losses) recognized in earnings 0   $ 0
Significant Unobservable Inputs (Level 3) | Internal Valuation Model Valuation Technique      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Liabilities, fair value 12,135    
Significant Unobservable Inputs (Level 3) | Assumed reinsurance contract | Internal Valuation Model Valuation Technique      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Liabilities, fair value 180    
Significant Unobservable Inputs (Level 3) | Assumed and ceded (re)insurance contract | Internal Valuation Model Valuation Technique      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Liabilities, fair value $ 11,955    
U.S. treasuries      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Weighted average effective yield 1.40%   1.40%
Agencies      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Weighted average effective yield 2.00%   2.00%
Municipal      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Weighted average effective yield 2.10%   2.40%
Non-U.S. government (Sovereign debt)      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Weighted average effective yield 1.60%   1.60%
Non-U.S. government-backed corporate      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Weighted average effective yield 1.60%   1.50%
Corporate      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Weighted average effective yield 3.70%   3.70%
Agency mortgage-backed      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Weighted average effective yield 3.00%   2.90%
Weighted average life 6 years 9 months 18 days   6 years 10 months 24 days
Non-agency prime residential mortgage-backed      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Weighted average effective yield 4.10%   4.30%
Weighted average life 5 years 1 month 6 days   5 years 1 month 6 days
AltA non-agency mortgage-backed      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Weighted average effective yield 5.00%   5.20%
Weighted average life 6 years 1 month 6 days   6 years
Commercial mortgage-backed      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Weighted average effective yield 2.70%   2.60%
Weighted average life 4 years 3 months 18 days   3 years 10 months 24 days
Asset-backed      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Weighted average effective yield 2.30%   2.30%
Weighted average life 2 years 8 months 12 days   2 years 7 months 6 days
Short term investments      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Weighted average effective yield 0.90%   0.70%
Restricted stock units | Significant Other Observable Inputs (Level 2)      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Other liabilities $ 1,700    
Private equity partnerships | Minimum      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Liquidation period for fund assets 7 years    
Private equity partnerships | High      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Liquidation period for fund assets 10 years    
Senior secured bank loan funds      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Investment in closed end fund $ 21,700    
Senior secured bank loan funds | Minimum      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Liquidation period for fund assets 4 years    
Senior secured bank loan funds | High      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Liquidation period for fund assets 5 years    
Hedge funds      
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]      
Hedge fund side pocket investments $ 1,400