XML 41 R30.htm IDEA: XBRL DOCUMENT v3.19.2
INVESTMENTS - Unrealized Losses (Details) - USD ($)
$ in Thousands
Jun. 30, 2019
Dec. 31, 2018
Investment positions with unrealized losses    
Unrealized losses relative to total invested assets (as a percent) 0.20%  
Unrealized Loss    
Total Unrealized Loss $ (3,600)  
Debt securities    
Fair value    
Less than 12 months 61,374 $ 397,157
12 months and greater 208,816 584,017
Total Fair Value 270,190 981,174
Cost or amortized Cost    
Less than 12 months 62,402 406,953
12 months and greater 211,422 603,710
Total Cost or Amortized Cost 273,824 1,010,663
Unrealized Loss    
Less than 12 months (1,028) (9,796)
12 months and greater (2,606) (19,693)
Total Unrealized Loss $ (3,634) (29,489)
Percent to Total 100.00%  
Debt securities | NAIC Rating 1 | AAA/AA/A | Aaa/Aa/A    
Fair value    
Total Fair Value $ 201,403  
Cost or amortized Cost    
Total Cost or Amortized Cost 203,150  
Unrealized Loss    
Total Unrealized Loss $ (1,747)  
Percent to Total 48.10%  
Debt securities | NAIC Rating 2 | BBB | Baa    
Fair value    
Total Fair Value $ 21,213  
Cost or amortized Cost    
Total Cost or Amortized Cost 21,914  
Unrealized Loss    
Total Unrealized Loss $ (701)  
Percent to Total 19.30%  
Debt securities | NAIC Rating 3 | BB | Ba    
Fair value    
Total Fair Value $ 21,950  
Cost or amortized Cost    
Total Cost or Amortized Cost 22,336  
Unrealized Loss    
Total Unrealized Loss $ (386)  
Percent to Total 10.60%  
Debt securities | NAIC Rating 4 | B | B    
Fair value    
Total Fair Value $ 24,148  
Cost or amortized Cost    
Total Cost or Amortized Cost 24,877  
Unrealized Loss    
Total Unrealized Loss $ (729)  
Percent to Total 20.10%  
Debt securities | NAIC Rating 5 | CCC | Caa    
Fair value    
Total Fair Value $ 1,476  
Cost or amortized Cost    
Total Cost or Amortized Cost 1,547  
Unrealized Loss    
Total Unrealized Loss $ (71)  
Percent to Total 2.00%  
U.S. government    
Fair value    
Less than 12 months   7,249
12 months and greater $ 23,525 76,073
Total Fair Value 23,525 83,322
Cost or amortized Cost    
Less than 12 months   7,270
12 months and greater 23,626 77,037
Total Cost or Amortized Cost 23,626 84,307
Unrealized Loss    
Less than 12 months   (21)
12 months and greater (101) (964)
Total Unrealized Loss (101) (985)
U.S. Agency    
Fair value    
12 months and greater   8,843
Total Fair Value   8,843
Cost or amortized Cost    
12 months and greater   9,058
Total Cost or Amortized Cost   9,058
Unrealized Loss    
12 months and greater   (215)
Total Unrealized Loss   (215)
Non-U.S. govt. & agency    
Fair value    
Less than 12 months   5,432
12 months and greater 3,625 2,207
Total Fair Value 3,625 7,639
Cost or amortized Cost    
Less than 12 months   5,571
12 months and greater 3,954 2,599
Total Cost or Amortized Cost 3,954 8,170
Unrealized Loss    
Less than 12 months   (139)
12 months and greater (329) (392)
Total Unrealized Loss (329) (531)
Mortgage-backed    
Fair value    
Less than 12 months 1 25,345
12 months and greater 129,203 261,325
Total Fair Value 129,204 286,670
Cost or amortized Cost    
Less than 12 months 1 25,486
12 months and greater 130,603 270,632
Total Cost or Amortized Cost 130,604 296,118
Unrealized Loss    
Less than 12 months   (141)
12 months and greater (1,400) (9,307)
Total Unrealized Loss (1,400) (9,448)
ABS/CMBS    
Fair value    
Less than 12 months [1] 16,755 46,918
12 months and greater [1] 11,628 32,137
Total Fair Value [1] 28,383 79,055
Cost or amortized Cost    
Less than 12 months [1] 16,823 47,146
12 months and greater [1] 11,707 32,785
Total Cost or Amortized Cost [1] 28,530 79,931
Unrealized Loss    
Less than 12 months [1] (68) (228)
12 months and greater [1] (79) (648)
Total Unrealized Loss [1] (147) (876)
Corporate Debt    
Fair value    
Less than 12 months 44,618 306,177
12 months and greater 32,689 147,751
Total Fair Value 77,307 453,928
Cost or amortized Cost    
Less than 12 months 45,578 315,428
12 months and greater 33,361 154,624
Total Cost or Amortized Cost 78,939 470,052
Unrealized Loss    
Less than 12 months (960) (9,251)
12 months and greater (672) (6,873)
Total Unrealized Loss (1,632) (16,124)
Municipal    
Fair value    
Less than 12 months   6,036
12 months and greater 8,146 55,681
Total Fair Value 8,146 61,717
Cost or amortized Cost    
Less than 12 months   6,052
12 months and greater 8,171 56,975
Total Cost or Amortized Cost 8,171 63,027
Unrealized Loss    
Less than 12 months   (16)
12 months and greater (25) (1,294)
Total Unrealized Loss $ (25) $ (1,310)
[1] Non-agency asset-backed and commercial mortgage-backed