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Amortized Cost and Fair Value of Available For Sale Securities (Detail) - USD ($)
$ in Thousands
Jun. 30, 2020
Mar. 31, 2020
Dec. 31, 2019
Schedule of Available-for-sale Securities [Line Items]      
Debt securities, amortized cost $ 14,395,510   $ 13,798,576
Debt securities, gross unrealized gains 686,400   445,800
Debt securities, gross unrealized losses (123,000)   (32,800)
Debt securities, allowance for credit losses (8,904) [1] $ (31,400)  
Debt securities, fair value 14,950,006   14,211,745
Amortized Cost or Cost 15,515,200   14,713,500
Gross Unrealized Gains 686,400   445,800
Gross Unrealized Losses (123,000)   (32,800)
Allowance for Credit Losses [1] (8,900)    
Fair Value 16,069,700   15,126,500
U.S. government obligations      
Schedule of Available-for-sale Securities [Line Items]      
Debt securities, amortized cost 1,102,200   1,198,500
Debt securities, gross unrealized gains 53,800   19,300
Debt securities, gross unrealized losses (300)   (2,800)
Debt securities, fair value 1,155,700   1,215,000
Municipal bonds      
Schedule of Available-for-sale Securities [Line Items]      
Debt securities, amortized cost 2,246,800   2,190,500
Debt securities, gross unrealized gains 141,200   118,700
Debt securities, gross unrealized losses (1,800)   (1,300)
Debt securities, fair value 2,386,200   2,307,900
Foreign government obligations      
Schedule of Available-for-sale Securities [Line Items]      
Debt securities, amortized cost 733,700   675,900
Debt securities, gross unrealized gains 33,600   16,400
Debt securities, gross unrealized losses (500)   (1,600)
Debt securities, fair value 766,800   690,700
U.S. corporate bonds      
Schedule of Available-for-sale Securities [Line Items]      
Debt securities, amortized cost 3,758,500   3,206,200
Debt securities, gross unrealized gains 261,000   155,100
Debt securities, gross unrealized losses (9,500)   (2,300)
Debt securities, allowance for credit losses [1] (7,600)    
Debt securities, fair value 4,002,400   3,359,000
Foreign corporate bonds      
Schedule of Available-for-sale Securities [Line Items]      
Debt securities, amortized cost 1,252,500   1,348,100
Debt securities, gross unrealized gains 42,500   32,200
Debt securities, gross unrealized losses (6,000)   (2,900)
Debt securities, allowance for credit losses [1] (900)    
Debt securities, fair value 1,288,100   1,377,400
RMBS      
Schedule of Available-for-sale Securities [Line Items]      
Debt securities, amortized cost 2,063,700   1,785,100
Debt securities, gross unrealized gains 82,700   56,100
Debt securities, gross unrealized losses (600)   (800)
Debt securities, fair value [2] 2,145,800   1,840,400
CMBS      
Schedule of Available-for-sale Securities [Line Items]      
Debt securities, amortized cost 862,500   849,900
Debt securities, gross unrealized gains 33,800   23,200
Debt securities, gross unrealized losses (25,000)   (1,400)
Debt securities, fair value 871,300   871,700
Other Asset Backed Securities      
Schedule of Available-for-sale Securities [Line Items]      
Debt securities, amortized cost 2,375,600   2,544,500
Debt securities, gross unrealized gains 37,800   24,800
Debt securities, gross unrealized losses (79,300)   (19,700)
Debt securities, allowance for credit losses [1] (400)    
Debt securities, fair value [3] 2,333,700   2,549,600
Short-term Investments      
Schedule of Available-for-sale Securities [Line Items]      
Amortized Cost or Cost 1,119,700   914,800
Fair Value $ 1,119,700   $ 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] Primarily includes government agency pass-through securities guaranteed by a government agency or government sponsored enterprise, among other types of RMBS.
[3] Includes $748.5 million and $834.2 million of collateralized loan obligations as of June 30, 2020 and December 31, 2019, respectively.