XML 43 R32.htm IDEA: XBRL DOCUMENT v3.21.1
INVESTMENTS (Fixed Maturities Available For Sale) (Details) - USD ($)
$ in Thousands
Mar. 31, 2021
Dec. 31, 2020
Mar. 31, 2020
Dec. 31, 2019
Available for sale        
Amortized cost $ 11,480,507 $ 11,566,930    
Allowance for expected credit losses (234) (323) $ (20,019) $ 0
Gross unrealized gains 309,330 494,103    
Gross unrealized losses (60,992) (18,911)    
Fair value 11,728,611 12,041,799    
U.S. government and agency        
Available for sale        
Amortized cost 2,181,808 1,881,489    
Allowance for expected credit losses 0 0    
Gross unrealized gains 20,184 38,969    
Gross unrealized losses (14,899) (1,759)    
Fair value 2,187,093 1,918,699    
Non-U.S. government        
Available for sale        
Amortized cost 689,358 632,875    
Allowance for expected credit losses 0 0    
Gross unrealized gains 28,789 38,826    
Gross unrealized losses (3,426) (428)    
Fair value 714,721 671,273    
Corporate debt        
Available for sale        
Amortized cost 4,364,800 4,408,351    
Allowance for expected credit losses (164) (303)    
Gross unrealized gains 157,099 254,261    
Gross unrealized losses (26,457) (6,358)    
Fair value 4,495,278 4,655,951    
Agency RMBS        
Available for sale        
Amortized cost 1,186,277 1,244,727    
Allowance for expected credit losses 0 0    
Gross unrealized gains 29,602 42,170    
Gross unrealized losses (7,385) (688)    
Fair value 1,208,494 1,286,209    
CMBS        
Available for sale        
Amortized cost 1,227,004 1,268,273    
Allowance for expected credit losses 0 0    
Gross unrealized gains 50,586 87,598    
Gross unrealized losses (3,541) (2,284)    
Fair value 1,274,049 1,353,587    
Non-agency RMBS        
Available for sale        
Amortized cost 163,617 136,198    
Allowance for expected credit losses (70) (20)    
Gross unrealized gains 4,505 4,604    
Gross unrealized losses (883) (678)    
Fair value 167,169 140,104    
ABS        
Available for sale        
Amortized cost 1,396,130 1,712,236    
Allowance for expected credit losses 0 0    
Gross unrealized gains 9,693 14,527    
Gross unrealized losses (2,862) (6,685)    
Fair value 1,402,961 1,720,078    
Municipals        
Available for sale        
Amortized cost 271,513 282,781    
Allowance for expected credit losses 0 0    
Gross unrealized gains 8,872 13,148    
Gross unrealized losses (1,539) (31)    
Fair value $ 278,846 $ 295,898