XML 49 R38.htm IDEA: XBRL DOCUMENT v3.21.1
Investments - Schedule of Securities in an Unrealized Loss Position Segregated by Type and Length of Time in an Unrealized Loss Position (Details) - USD ($)
$ in Thousands
Mar. 31, 2021
Dec. 31, 2020
U.S. government    
Fair Value    
Less than 12 months $ 4,864 $ 5,680
Total Fair Value 4,864 5,680
Amortized Cost    
Amortized cost, less than 12 months 5,937 5,937
Total Cost or Amortized Cost 5,937 5,937
Unrealized Loss    
Less than 12 months (1,073) (257)
Total Unrealized Loss (1,073) (257)
Non-U.S. government & agency    
Fair Value    
Less than 12 months 2,852  
Total Fair Value 2,852  
Amortized Cost    
Amortized cost, less than 12 months 3,000  
Total Cost or Amortized Cost 3,000  
Unrealized Loss    
Less than 12 months (148)  
Total Unrealized Loss (148)  
Agency MBS    
Fair Value    
Less than 12 months 92,446 43,999
Total Fair Value 92,446 43,999
Amortized Cost    
Amortized cost, less than 12 months 95,465 44,732
Total Cost or Amortized Cost 95,465 44,732
Unrealized Loss    
Less than 12 months (3,019) (733)
Total Unrealized Loss (3,019) (733)
ABS/CMBS/MBS    
Fair Value    
Less than 12 months 55,703 32,771
12 months and greater 7,235 16,161
Total Fair Value 62,938 48,932
Amortized Cost    
Amortized cost, less than 12 months 56,341 33,094
12 months and greater 7,255 16,251
Total Cost or Amortized Cost 63,596 49,345
Unrealized Loss    
Less than 12 months (638) (323)
12 months and greater (20) (90)
Total Unrealized Loss (658) (413)
Corporate Debt    
Fair Value    
Less than 12 months 165,717 52,655
12 months and greater 14,193 6,235
Total Fair Value 179,910 58,890
Amortized Cost    
Amortized cost, less than 12 months 170,204 53,440
12 months and greater 14,370 6,383
Total Cost or Amortized Cost 184,574 59,823
Unrealized Loss    
Less than 12 months (4,487) (785)
12 months and greater (177) (148)
Total Unrealized Loss (4,664) (933)
Municipal    
Fair Value    
Less than 12 months 115,596 25,676
Total Fair Value 115,596 25,676
Amortized Cost    
Amortized cost, less than 12 months 121,072 25,894
Total Cost or Amortized Cost 121,072 25,894
Unrealized Loss    
Less than 12 months (5,476) (218)
Total Unrealized Loss (5,476) (218)
Debt Securities    
Fair Value    
Less than 12 months 437,178 160,781
12 months and greater 21,428 22,396
Total Fair Value 458,606 183,177
Amortized Cost    
Amortized cost, less than 12 months 452,019 163,097
12 months and greater 21,625 22,634
Total Cost or Amortized Cost 473,644 185,731
Unrealized Loss    
Less than 12 months (14,841) (2,316)
12 months and greater (197) (238)
Total Unrealized Loss $ (15,038) $ (2,554)