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Investments - Securities In Unrealized Loss Position (Details) - USD ($) $ in Thousands | Sep. 30, 2020 | Jun. 30, 2020 | Dec. 31, 2019
--- | --- | --- | ---
Schedule of Investments [Line Items] |  |  |
Less Than 12 Months - Fair Value | $ 659,770 |  | $ 624,334
12 Months or Greater - Fair Value | 154,764 |  | 379,411
Total - Fair Value | 814,534 |  | 1,003,745
Less Than 12 Months - Unrealized Losses | (6,805) |  | (5,426)
12 Months or Greater - Unrealized Losses | (1,962) |  | (4,476)
Total - Unrealized Losses | (8,767) |  | (9,902)
Allowance for Expected Credit Loss | 362 |  |
U.S. Treasury securities and obligations of U.S. government corporations and agencies |  |  |
Schedule of Investments [Line Items] |  |  |
Less Than 12 Months - Fair Value | 5,004 |  | 57,301
12 Months or Greater - Fair Value | 0 |  | 5,806
Total - Fair Value | 5,004 |  | 63,107
Less Than 12 Months - Unrealized Losses | (15) |  | (200)
12 Months or Greater - Unrealized Losses | 0 |  | (10)
Total - Unrealized Losses | (15) |  | (210)
Allowance for Expected Credit Loss | 0 |  |
Obligations of U.S. states and political subdivisions |  |  |
Schedule of Investments [Line Items] |  |  |
Less Than 12 Months - Fair Value | 72,620 |  | 74,859
12 Months or Greater - Fair Value | 0 |  | 6,957
Total - Fair Value | 72,620 |  | 81,816
Less Than 12 Months - Unrealized Losses | (891) |  | (847)
12 Months or Greater - Unrealized Losses | 0 |  | (10)
Total - Unrealized Losses | (891) |  | (857)
Allowance for Expected Credit Loss | 0 |  |
Corporate debt securities |  |  |
Schedule of Investments [Line Items] |  |  |
Less Than 12 Months - Fair Value | 263,665 |  | 221,357
12 Months or Greater - Fair Value | 0 |  | 43,505
Total - Fair Value | 263,665 |  | 264,862
Less Than 12 Months - Unrealized Losses | (2,748) |  | (2,847)
12 Months or Greater - Unrealized Losses | 0 |  | (161)
Total - Unrealized Losses | (2,748) |  | (3,008)
Allowance for Expected Credit Loss | 0 |  |
Asset backed securities (“ABS”) |  |  |
Schedule of Investments [Line Items] |  |  |
Less Than 12 Months - Fair Value | 17,505 |  | 21,542
12 Months or Greater - Fair Value | 0 |  | 3,851
Total - Fair Value | 17,505 |  | 25,393
Less Than 12 Months - Unrealized Losses | (145) |  | (118)
12 Months or Greater - Unrealized Losses | 0 |  | (60)
Total - Unrealized Losses | (145) |  | (178)
Allowance for Expected Credit Loss | 362 | $ 0 | 0
Residential mortgage backed securities (“RMBS”) |  |  |
Schedule of Investments [Line Items] |  |  |
Less Than 12 Months - Fair Value | 128,358 |  | 105,443
12 Months or Greater - Fair Value | 3,886 |  | 110,452
Total - Fair Value | 132,244 |  | 215,895
Less Than 12 Months - Unrealized Losses | (1,028) |  | (461)
12 Months or Greater - Unrealized Losses | (119) |  | (2,766)
Total - Unrealized Losses | (1,147) |  | (3,227)
Allowance for Expected Credit Loss | 0 |  |
Commercial mortgage backed securities (“CMBS”) |  |  |
Schedule of Investments [Line Items] |  |  |
Less Than 12 Months - Fair Value | 13,065 |  | 62,388
12 Months or Greater - Fair Value | 1,338 |  | 11,852
Total - Fair Value | 14,403 |  | 74,240
Less Than 12 Months - Unrealized Losses | (707) |  | (728)
12 Months or Greater - Unrealized Losses | (139) |  | (51)
Total - Unrealized Losses | (846) |  | (779)
Allowance for Expected Credit Loss | 0 |  |
Collateralized loan obligations (“CLOs”) |  |  |
Schedule of Investments [Line Items] |  |  |
Less Than 12 Months - Fair Value | 159,553 |  | 81,444
12 Months or Greater - Fair Value | 149,540 |  | 196,988
Total - Fair Value | 309,093 |  | 278,432
Less Than 12 Months - Unrealized Losses | (1,271) |  | (225)
12 Months or Greater - Unrealized Losses | (1,704) |  | (1,418)
Total - Unrealized Losses | (2,975) |  | $ (1,643)
Allowance for Expected Credit Loss | $ 0 |  |

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