XML 81 R62.htm IDEA: XBRL DOCUMENT v3.22.4
Investments - Available for Sale Securities (Details) - USD ($)
$ in Thousands
Dec. 31, 2022
Dec. 31, 2021
Debt Securities, Available-for-sale [Line Items]    
Loaned securities $ 112,139 $ 103,996
Total fixed-maturities, available for sale, Amortized Cost 5,587,261 5,367,729
Total fixed-maturities available for sale, Fair Value 5,017,711 5,517,078
Fixed-maturities available for sale | U.S. government and agency securities    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 174,138 221,407
Gross Unrealized Gains 206 1,719
Gross Unrealized Losses (28,902) (1,396)
Fair Value 145,442 221,730
Fixed-maturities available for sale | State and municipal obligations    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 164,325 162,964
Gross Unrealized Gains 0 14,694
Gross Unrealized Losses (21,939) (401)
Fair Value 142,386 177,257
Fixed-maturities available for sale | Corporate bonds and notes    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 2,886,905 2,867,063
Gross Unrealized Gains 1,403 133,665
Gross Unrealized Losses (350,537) (24,886)
Fair Value 2,537,771 2,975,842
Fixed-maturities available for sale | RMBS    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 1,025,795 697,581
Gross Unrealized Gains 1,163 14,313
Gross Unrealized Losses (98,559) (6,777)
Fair Value 928,399 705,117
Fixed-maturities available for sale | CMBS    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 645,890 690,827
Gross Unrealized Gains 13 21,444
Gross Unrealized Losses (52,546) (3,068)
Fair Value 593,357 709,203
Fixed-maturities available for sale | CLO    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 518,677 529,906
Gross Unrealized Gains 0 1,032
Gross Unrealized Losses (20,485) (898)
Fair Value 498,192 530,040
Fixed-maturities available for sale | Other ABS    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 168,033 210,657
Gross Unrealized Gains 69 1,142
Gross Unrealized Losses (6,743) (612)
Fair Value 161,359 211,187
Fixed-maturities available for sale | Foreign government and agency securities    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 5,118 5,109
Gross Unrealized Gains 0 187
Gross Unrealized Losses (143) 0
Fair Value 4,975 5,296
Fixed-maturities available for sale | Mortgage insurance-linked notes    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 54,578 45,384
Gross Unrealized Gains 80 1,633
Gross Unrealized Losses (1,639) 0
Fair Value 53,019 47,017
Fixed-maturities available for sale | Total fixed-maturities available for sale    
Debt Securities, Available-for-sale [Line Items]    
Amortized Cost 5,643,459 5,430,898
Total fixed-maturities, available for sale, Amortized Cost 5,587,261 5,367,729
Gross Unrealized Gains 2,934 189,829
Gross Unrealized Losses (581,493) (38,038)
Fair Value 5,064,900 5,582,689
Total fixed-maturities available for sale, Fair Value 5,017,711 5,517,078
Fixed-maturities available for sale | Loaned securities, amortized cost | Total fixed-maturities available for sale    
Debt Securities, Available-for-sale [Line Items]    
Loaned securities 56,198 63,169
Fixed-maturities available for sale | Loaned securities    
Debt Securities, Available-for-sale [Line Items]    
Loaned securities 47,200  
Fixed-maturities available for sale | Loaned securities | Total fixed-maturities available for sale    
Debt Securities, Available-for-sale [Line Items]    
Loaned securities $ 47,189 $ 65,611