XML 92 R54.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
INVESTMENTS - Types of Debt and Equity Securities (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Debt securities    
Fair value    
Less than 12 months $ 169,311 $ 397,157
12 months and greater 77,565 584,017
Total Fair Value 246,876 981,174
Cost or amortized Cost    
Amortized cost, less than 12 months 171,028 406,953
12 months and greater 78,501 603,710
Total Cost or Amortized Cost 249,529 1,010,663
Unrealized Loss    
Less than 12 months 1,717 9,796
12 months and greater 936 19,693
Total Unrealized Loss 2,653 29,489
U.S. government    
Fair value    
Less than 12 months 2,505 7,249
12 months and greater 8,463 76,073
Total Fair Value 10,968 83,322
Cost or amortized Cost    
Amortized cost, less than 12 months 2,506 7,270
12 months and greater 8,494 77,037
Total Cost or Amortized Cost 11,000 84,307
Unrealized Loss    
Less than 12 months 1 21
12 months and greater 31 964
Total Unrealized Loss 32 985
U.S. Agency    
Fair value    
Less than 12 months 6,794  
12 months and greater   8,843
Total Fair Value 6,794 8,843
Cost or amortized Cost    
Amortized cost, less than 12 months 6,836  
12 months and greater   9,058
Total Cost or Amortized Cost 6,836 9,058
Unrealized Loss    
Less than 12 months 42  
12 months and greater   215
Total Unrealized Loss 42 215
Non-U.S. govt. & agency    
Fair value    
Less than 12 months   5,432
12 months and greater   2,207
Total Fair Value   7,639
Cost or amortized Cost    
Amortized cost, less than 12 months   5,571
12 months and greater   2,599
Total Cost or Amortized Cost   8,170
Unrealized Loss    
Less than 12 months   139
12 months and greater   392
Total Unrealized Loss   531
Agency MBS    
Fair value    
Less than 12 months 21,548 25,345
12 months and greater 41,718 261,325
Total Fair Value 63,266 286,670
Cost or amortized Cost    
Amortized cost, less than 12 months 21,664 25,486
12 months and greater 42,165 270,632
Total Cost or Amortized Cost 63,829 296,118
Unrealized Loss    
Less than 12 months 116 141
12 months and greater 447 9,307
Total Unrealized Loss 563 9,448
ABS/CMBS/MBS    
Fair value    
Less than 12 months 74,968 46,918
12 months and greater 18,036 32,137
Total Fair Value 93,004 79,055
Cost or amortized Cost    
Amortized cost, less than 12 months 75,332 47,146
12 months and greater 18,148 32,785
Total Cost or Amortized Cost 93,480 79,931
Unrealized Loss    
Less than 12 months 364 228
12 months and greater 112 648
Total Unrealized Loss 476 876
Corporate Debt    
Fair value    
Less than 12 months 16,478 306,177
12 months and greater 9,348 147,751
Total Fair Value 25,826 453,928
Cost or amortized Cost    
Amortized cost, less than 12 months 16,950 315,428
12 months and greater 9,694 154,624
Total Cost or Amortized Cost 26,644 470,052
Unrealized Loss    
Less than 12 months 472 9,251
12 months and greater 346 6,873
Total Unrealized Loss 818 16,124
Municipal    
Fair value    
Less than 12 months 47,018 6,036
12 months and greater   55,681
Total Fair Value 47,018 61,717
Cost or amortized Cost    
Amortized cost, less than 12 months 47,740 6,052
12 months and greater   56,975
Total Cost or Amortized Cost 47,740 63,027
Unrealized Loss    
Less than 12 months 722 16
12 months and greater   1,294
Total Unrealized Loss $ 722 $ 1,310