XML 49 R39.htm IDEA: XBRL DOCUMENT v3.20.2
Investments (Details 4)
$ in Thousands
3 Months Ended 6 Months Ended
Jun. 30, 2020
USD ($)
security
Jun. 30, 2019
USD ($)
Jun. 30, 2020
USD ($)
security
Jun. 30, 2019
USD ($)
Dec. 31, 2019
USD ($)
security
Investments, Debt and Equity Securities [Abstract]          
Realized gross gains $ 1,263 $ 1,923 $ 4,525 $ 2,594  
Realized gross losses 2,103 1,225 2,230 1,236  
Fair Value          
Less than 12 months 342,581   342,581   $ 372,179
12 months or more 86,517   86,517   310,585
Total 429,098   429,098   682,764
Gross Unrealized Losses          
Less than 12 months (6,393)   (6,393)   (3,369)
12 months or more (3,382)   (3,382)   (2,700)
Total $ (9,775)   $ (9,775)   $ (6,069)
Other Information          
Number of investment securities in an unrealized loss position | security 274   274   365
Other-than-temporary impairments $ 400 $ 100 $ 400 $ 100  
Other invested assets 78,536   78,536   $ 78,873
Fair value of investments deposited with insurance regulatory authorities 9,900   9,900   9,400
U.S. Treasury securities          
Fair Value          
Less than 12 months 15,983   15,983   29,013
12 months or more 0   0   42,981
Total 15,983   15,983   71,994
Gross Unrealized Losses          
Less than 12 months (1)   (1)   (331)
12 months or more 0   0   (76)
Total (1)   (1)   (407)
U.S. agency securities          
Fair Value          
Less than 12 months         0
12 months or more         25,605
Total         25,605
Gross Unrealized Losses          
Less than 12 months         0
12 months or more         (51)
Total         (51)
U.S. agency mortgage-backed securities          
Fair Value          
Less than 12 months 5,057   5,057   101,684
12 months or more 1,677   1,677   113,866
Total 6,734   6,734   215,550
Gross Unrealized Losses          
Less than 12 months (30)   (30)   (1,042)
12 months or more (36)   (36)   (1,290)
Total (66)   (66)   (2,332)
Municipal debt securities          
Fair Value          
Less than 12 months 32,488   32,488   10,651
12 months or more 0   0   624
Total 32,488   32,488   11,275
Gross Unrealized Losses          
Less than 12 months (391)   (391)   (112)
12 months or more 0   0   (6)
Total (391)   (391)   (118)
Non-U.S. government securities:          
Fair Value          
Less than 12 months 3,903   3,903   9,664
12 months or more 0   0   0
Total 3,903   3,903   9,664
Gross Unrealized Losses          
Less than 12 months (142)   (142)   (47)
12 months or more 0   0   0
Total (142)   (142)   (47)
Corporate debt securities          
Fair Value          
Less than 12 months 14,953   14,953   83,013
12 months or more 0   0   14,531
Total 14,953   14,953   97,544
Gross Unrealized Losses          
Less than 12 months (829)   (829)   (576)
12 months or more 0   0   (16)
Total (829)   (829)   (592)
Residential and commercial mortgage securities          
Fair Value          
Less than 12 months 50,165   50,165   59,341
12 months or more 10,535   10,535   3,442
Total 60,700   60,700   62,783
Gross Unrealized Losses          
Less than 12 months (2,016)   (2,016)   (1,059)
12 months or more (664)   (664)   (42)
Total (2,680)   (2,680)   (1,101)
Asset-backed securities          
Fair Value          
Less than 12 months 155,022   155,022   78,813
12 months or more 74,305   74,305   109,536
Total 229,327   229,327   188,349
Gross Unrealized Losses          
Less than 12 months (2,974)   (2,974)   (202)
12 months or more (2,682)   (2,682)   (1,219)
Total (5,656)   (5,656)   (1,421)
Money market funds          
Fair Value          
Less than 12 months 65,010   65,010    
12 months or more 0   0    
Total 65,010   65,010    
Gross Unrealized Losses          
Less than 12 months (10)   (10)    
12 months or more 0   0    
Total (10)   (10)    
Essent Re          
Other Information          
Fair value of the required investments on deposit in trusts 979,800   979,800   805,500
Essent Guaranty          
Other Information          
Assets on deposit under reinsurance agreement 8,500   8,500   6,400
Assets on deposit for the benefit of the sponsor $ 12,000   $ 12,000   $ 6,400
Internal Investment Grade | Credit Concentration Risk | Securities          
Other Information          
Concentration risk, percentage     98.00%