XML 59 R48.htm IDEA: XBRL DOCUMENT v3.23.2
Investments - Securities In Unrealized Loss Position (Details)
$ in Thousands
Jun. 30, 2023
USD ($)
security
Dec. 31, 2022
USD ($)
security
Schedule of Investments [Line Items]    
Less Than 12 Months - Fair Value $ 1,576,386 $ 3,411,256
12 Months or Greater - Fair Value 3,640,778 1,592,040
Total - Fair Value 5,217,164 5,003,296
Less Than 12 Months - Unrealized Losses (29,572) (298,637)
12 Months or Greater - Unrealized Losses (428,791) (224,403)
Total - Unrealized Losses $ (458,363) $ (523,040)
Number of securities in unrealized loss position (in securities) | security 1,223 1,226
U.S. Treasury securities and obligations of U.S. government corporations and agencies    
Schedule of Investments [Line Items]    
Less Than 12 Months - Fair Value $ 76,161 $ 67,531
12 Months or Greater - Fair Value 93,067 76,246
Total - Fair Value 169,228 143,777
Less Than 12 Months - Unrealized Losses (1,394) (3,583)
12 Months or Greater - Unrealized Losses (7,477) (6,100)
Total - Unrealized Losses (8,871) (9,683)
Obligations of U.S. states and political subdivisions    
Schedule of Investments [Line Items]    
Less Than 12 Months - Fair Value 586,294 1,344,272
12 Months or Greater - Fair Value 1,077,509 360,956
Total - Fair Value 1,663,803 1,705,228
Less Than 12 Months - Unrealized Losses (10,085) (157,903)
12 Months or Greater - Unrealized Losses (204,703) (98,170)
Total - Unrealized Losses (214,788) (256,073)
Corporate debt securities    
Schedule of Investments [Line Items]    
Less Than 12 Months - Fair Value 754,768 1,488,255
12 Months or Greater - Fair Value 1,639,146 758,732
Total - Fair Value 2,393,914 2,246,987
Less Than 12 Months - Unrealized Losses (15,548) (109,976)
12 Months or Greater - Unrealized Losses (162,551) (86,401)
Total - Unrealized Losses (178,099) (196,377)
ABS    
Schedule of Investments [Line Items]    
Less Than 12 Months - Fair Value 47,890 53,201
12 Months or Greater - Fair Value 74,887 67,073
Total - Fair Value 122,777 120,274
Less Than 12 Months - Unrealized Losses (622) (1,008)
12 Months or Greater - Unrealized Losses (4,569) (5,033)
Total - Unrealized Losses (5,191) (6,041)
RMBS    
Schedule of Investments [Line Items]    
Less Than 12 Months - Fair Value 70,138 77,563
12 Months or Greater - Fair Value 182,408 136,179
Total - Fair Value 252,546 213,742
Less Than 12 Months - Unrealized Losses (1,082) (8,572)
12 Months or Greater - Unrealized Losses (22,501) (17,172)
Total - Unrealized Losses (23,583) (25,744)
CMBS    
Schedule of Investments [Line Items]    
Less Than 12 Months - Fair Value 37,158 166,973
12 Months or Greater - Fair Value 243,457 70,792
Total - Fair Value 280,615 237,765
Less Than 12 Months - Unrealized Losses (818) (12,951)
12 Months or Greater - Unrealized Losses (21,334) (7,640)
Total - Unrealized Losses (22,152) (20,591)
CLOs    
Schedule of Investments [Line Items]    
Less Than 12 Months - Fair Value 3,977 213,461
12 Months or Greater - Fair Value 324,562 114,459
Total - Fair Value 328,539 327,920
Less Than 12 Months - Unrealized Losses (23) (4,644)
12 Months or Greater - Unrealized Losses (4,912) (3,185)
Total - Unrealized Losses (4,935) (7,829)
Foreign government debt    
Schedule of Investments [Line Items]    
Less Than 12 Months - Fair Value 0 0
12 Months or Greater - Fair Value 3,743 3,787
Total - Fair Value 3,743 3,787
Less Than 12 Months - Unrealized Losses 0 0
12 Months or Greater - Unrealized Losses (743) (699)
Total - Unrealized Losses (743) (699)
Commercial paper    
Schedule of Investments [Line Items]    
Less Than 12 Months - Fair Value 0 0
12 Months or Greater - Fair Value 1,999 3,816
Total - Fair Value 1,999 3,816
Less Than 12 Months - Unrealized Losses 0 0
12 Months or Greater - Unrealized Losses (1) (3)
Total - Unrealized Losses $ (1) $ (3)