XML 44 R33.htm IDEA: XBRL DOCUMENT v3.21.2
INVESTMENTS (Fixed Maturities Available For Sale) (Details) - USD ($)
$ in Thousands
Jun. 30, 2021
Mar. 31, 2021
Dec. 31, 2020
Jun. 30, 2020
Mar. 31, 2020
Dec. 31, 2019
Available for sale            
Amortized cost $ 11,638,359   $ 11,566,930      
Allowance for expected credit losses (84) $ (234) (323) $ (6,257) $ (20,019) $ 0
Gross unrealized gains 293,957   494,103      
Gross unrealized losses (33,932)   (18,911)      
Fair value 11,898,300   12,041,799      
U.S. government and agency            
Available for sale            
Amortized cost 2,542,892   1,881,489      
Allowance for expected credit losses 0   0      
Gross unrealized gains 18,830   38,969      
Gross unrealized losses (9,782)   (1,759)      
Fair value 2,551,940   1,918,699      
Non-U.S. government            
Available for sale            
Amortized cost 658,176   632,875      
Allowance for expected credit losses 0   0      
Gross unrealized gains 25,177   38,826      
Gross unrealized losses (2,781)   (428)      
Fair value 680,572   671,273      
Corporate debt            
Available for sale            
Amortized cost 4,358,107   4,408,351      
Allowance for expected credit losses (42)   (303)      
Gross unrealized gains 154,343   254,261      
Gross unrealized losses (13,014)   (6,358)      
Fair value 4,499,394   4,655,951      
Agency RMBS            
Available for sale            
Amortized cost 1,022,259   1,244,727      
Allowance for expected credit losses 0   0      
Gross unrealized gains 25,789   42,170      
Gross unrealized losses (3,492)   (688)      
Fair value 1,044,556   1,286,209      
CMBS            
Available for sale            
Amortized cost 1,097,457   1,268,273      
Allowance for expected credit losses 0   0      
Gross unrealized gains 48,538   87,598      
Gross unrealized losses (1,403)   (2,284)      
Fair value 1,144,592   1,353,587      
Non-agency RMBS            
Available for sale            
Amortized cost 204,437   136,198      
Allowance for expected credit losses (42)   (20)      
Gross unrealized gains 4,016   4,604      
Gross unrealized losses (922)   (678)      
Fair value 207,489   140,104      
ABS            
Available for sale            
Amortized cost 1,493,549   1,712,236      
Allowance for expected credit losses 0   0      
Gross unrealized gains 8,488   14,527      
Gross unrealized losses (2,398)   (6,685)      
Fair value 1,499,639   1,720,078      
Municipals            
Available for sale            
Amortized cost 261,482   282,781      
Allowance for expected credit losses 0   0      
Gross unrealized gains 8,776   13,148      
Gross unrealized losses (140)   (31)      
Fair value $ 270,118   $ 295,898