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Investments - Amortized Cost and Fair Value of Fixed Maturity Securities (Details)
$ in Thousands
Mar. 31, 2020
USD ($)
Amortized Cost  
Due in one year or less $ 103,407
Due after one through five years 659,203
Due after five through ten years 449,535
Due after ten years 248,896
Amortized Cost 1,461,041
Fair Value  
Due in one year or less 103,498
Due after one through five years 657,184
Due after five through ten years 445,004
Due after ten years 239,964
Fair Value 1,445,650
Amortized Cost - Structured securities 2,038,469
Fair Value - Structured securities 2,002,420
Government agency securities  
Fair Value  
Amortized Cost - Structured securities 27,998
Fair Value - Structured securities 28,589
ABS  
Fair Value  
Amortized Cost - Structured securities 49,205
Fair Value - Structured securities 46,020
CLO  
Fair Value  
Amortized Cost - Structured securities 177,411
Fair Value - Structured securities 157,563
CMBS  
Fair Value  
Amortized Cost - Structured securities 94,816
Fair Value - Structured securities 94,474
RMBS - non-agency  
Fair Value  
Amortized Cost - Structured securities 92,189
Fair Value - Structured securities 90,633
RMBS - agency  
Fair Value  
Amortized Cost - Structured securities 135,809
Fair Value - Structured securities $ 139,491