XML 47 R36.htm IDEA: XBRL DOCUMENT v3.21.1
INVESTMENTS (Gross Unrealized Losses) (Details)
$ in Thousands
Mar. 31, 2021
USD ($)
security
Dec. 31, 2020
USD ($)
security
U.S. government and agency    
Fair value    
12 months or greater $ 0 $ 0
Less than 12 months 973,758 251,606
Total 973,758 251,606
Unrealized losses    
12 months or greater 0 0
Less than 12 months (14,899) (1,759)
Total (14,899) (1,759)
Non-U.S. government    
Fair value    
12 months or greater 2,257 16,115
Less than 12 months 156,529 3,652
Total 158,786 19,767
Unrealized losses    
12 months or greater (485) (262)
Less than 12 months (2,941) (166)
Total (3,426) (428)
Corporate debt    
Fair value    
12 months or greater 62,713 63,640
Less than 12 months 1,036,713 233,970
Total 1,099,426 297,610
Unrealized losses    
12 months or greater (1,576) (2,244)
Less than 12 months (24,881) (4,114)
Total (26,457) (6,358)
Agency RMBS    
Fair value    
12 months or greater 154 6,580
Less than 12 months 447,303 78,672
Total 447,457 85,252
Unrealized losses    
12 months or greater (4) (20)
Less than 12 months (7,381) (668)
Total (7,385) (688)
CMBS    
Fair value    
12 months or greater 18,422 19,736
Less than 12 months 133,199 70,656
Total 151,621 90,392
Unrealized losses    
12 months or greater (140) (1,012)
Less than 12 months (3,401) (1,272)
Total (3,541) (2,284)
Non-agency RMBS    
Fair value    
12 months or greater 6,153 5,109
Less than 12 months 59,008 9,558
Total 65,161 14,667
Unrealized losses    
12 months or greater (478) (598)
Less than 12 months (405) (80)
Total (883) (678)
ABS    
Fair value    
12 months or greater 95,782 325,436
Less than 12 months 241,242 360,402
Total 337,024 685,838
Unrealized losses    
12 months or greater (1,537) (4,011)
Less than 12 months (1,325) (2,674)
Total (2,862) (6,685)
Municipals    
Fair value    
12 months or greater 0 0
Less than 12 months 80,414 11,881
Total 80,414 11,881
Unrealized losses    
12 months or greater 0 0
Less than 12 months (1,539) (31)
Total (1,539) (31)
Fixed maturities, available for sale    
Fair value    
12 months or greater 185,481 436,616
Less than 12 months 3,128,166 1,020,397
Total 3,313,647 1,457,013
Unrealized losses    
12 months or greater (4,220) (8,147)
Less than 12 months (56,772) (10,764)
Total $ (60,992) $ (18,911)
Number of securities in unrealized loss position | security 1,553 719
Number of securities in a continuous unrealized loss position | security 205 249
Fixed maturities, available for sale | Below Investment Grade or Not Rated    
Unrealized losses    
Total $ (5,000) $ (7,000)