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INVESTMENTS - Amortized Cost and Fair Value (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
INVESTMENTS    
Accrued interest receivable $ 14,944 $ 14,587
Available-for-sale    
Total amortized cost 1,912,851 1,915,278
Allowance for credit losses (878) 0
Available-for-sale Securities, Debt Securities 1,963,585 1,983,086
Amortized Cost    
Due in one year or less 56,844  
Due after one year through five years 442,572  
Due after five years through 10 years 549,193  
Due after 10 years 236,938  
Mtge/ABS/CMBS 627,304  
Total amortized cost 1,912,851 1,915,278
Fair Value    
Due in one year or less 56,702  
Due after one year through five years 449,447  
Due after five years through 10 years 569,898  
Due after 10 years 249,675  
Mtge/ABS/CMBS 637,863  
Total fair value 1,963,585 1,983,086
Fair value measured on recurring basis    
INVESTMENTS    
Total assets at fair value 2,332,044 2,443,716
Available-for-sale    
Available-for-sale Securities, Debt Securities 1,963,585 1,983,086
Fair Value    
Total fair value 1,963,585 1,983,086
Fair value measured on recurring basis | Significant Unobservable Inputs (Level 3)    
INVESTMENTS    
Total assets at fair value 4,803 1,770
Available-for-sale    
Available-for-sale Securities, Debt Securities 4,803 1,770
Fair Value    
Total fair value 4,803 1,770
Debt securities    
INVESTMENTS    
Accrued interest receivable 13,900 13,500
Available-for-sale    
Total amortized cost 1,912,851 1,915,278
Allowance for credit losses (878)  
Gross unrealized gains 80,141 70,461
Gross unrealized losses (28,529) (2,653)
Available-for-sale Securities, Debt Securities 1,963,585 1,983,086
Amortized Cost    
Total amortized cost 1,912,851 1,915,278
Fair Value    
Total fair value 1,963,585 1,983,086
U.S. government    
Available-for-sale    
Total amortized cost 171,026 186,699
Gross unrealized gains 15,948 6,994
Gross unrealized losses   (32)
Available-for-sale Securities, Debt Securities 186,974 193,661
Amortized Cost    
Total amortized cost 171,026 186,699
Fair Value    
Total fair value 186,974 193,661
U.S. Agency    
Available-for-sale    
Total amortized cost 32,236 36,535
Gross unrealized gains 4,806 2,362
Gross unrealized losses   (42)
Available-for-sale Securities, Debt Securities 37,042 38,855
Amortized Cost    
Total amortized cost 32,236 36,535
Fair Value    
Total fair value 37,042 38,855
Non-U.S. govt. & agency    
Available-for-sale    
Total amortized cost 7,324 7,333
Gross unrealized gains 105 295
Gross unrealized losses (113)  
Available-for-sale Securities, Debt Securities 7,316 7,628
Amortized Cost    
Total amortized cost 7,324 7,333
Fair Value    
Total fair value 7,316 7,628
Agency MBS    
Available-for-sale    
Total amortized cost 396,474 411,808
Gross unrealized gains 17,807 8,920
Gross unrealized losses (19) (563)
Available-for-sale Securities, Debt Securities 414,262 420,165
Amortized Cost    
Total amortized cost 396,474 411,808
Fair Value    
Total fair value 414,262 420,165
ABS/CMBS    
Available-for-sale    
Total amortized cost 230,830 222,832
Allowance for credit losses (21)  
Gross unrealized gains 1,908 2,514
Gross unrealized losses (9,116) (476)
Available-for-sale Securities, Debt Securities 223,601 224,870
Amortized Cost    
Total amortized cost 230,830 222,832
Fair Value    
Total fair value 223,601 224,870
Corporate Debt    
Available-for-sale    
Total amortized cost 685,116 659,640
Allowance for credit losses (857)  
Gross unrealized gains 23,364 33,245
Gross unrealized losses (19,205) (818)
Available-for-sale Securities, Debt Securities 688,418 692,067
Amortized Cost    
Total amortized cost 685,116 659,640
Fair Value    
Total fair value 688,418 692,067
Municipal    
Available-for-sale    
Total amortized cost 389,845 390,431
Gross unrealized gains 16,203 16,131
Gross unrealized losses (76) (722)
Available-for-sale Securities, Debt Securities 405,972 405,840
Amortized Cost    
Total amortized cost 389,845 390,431
Fair Value    
Total fair value $ 405,972 $ 405,840