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INVESTMENTS - Fixed Maturities Available For Sale (Details) - USD ($) $ in Thousands	Jun. 30, 2022	Mar. 31, 2022	Dec. 31, 2021	Jun. 30, 2021	Mar. 31, 2021	Dec. 31, 2020
Available for sale
Fixed maturities, available for sale, amortized cost	$ 12,086,129		$ 12,241,782
Allowance for expected credit losses	(7,294)	$ (383)	(313)	$ (84)	$ (234)	$ (323)
Gross unrealized gains	5,517		165,977
Gross unrealized losses	(779,670)		(94,246)
Fair value	11,304,682		12,313,200
U.S. government and agency
Available for sale
Fixed maturities, available for sale, amortized cost	2,529,109		2,693,319
Allowance for expected credit losses	0		0
Gross unrealized gains	974		9,776
Gross unrealized losses	(91,774)		(20,647)
Fair value	2,438,309		2,682,448
Non-U.S. government
Available for sale
Fixed maturities, available for sale, amortized cost	705,258		794,705
Allowance for expected credit losses	0		0
Gross unrealized gains	172		10,158
Gross unrealized losses	(50,710)		(9,685)
Fair value	654,720		795,178
Corporate debt
Available for sale
Fixed maturities, available for sale, amortized cost	4,764,585		4,446,585
Allowance for expected credit losses	(7,180)		(236)
Gross unrealized gains	2,415		87,075
Gross unrealized losses	(418,763)		(38,112)
Fair value	4,341,057		4,495,312
Agency RMBS
Available for sale
Fixed maturities, available for sale, amortized cost	1,082,381		1,065,973
Allowance for expected credit losses	0		0
Gross unrealized gains	1,112		17,397
Gross unrealized losses	(64,369)		(8,781)
Fair value	1,019,124		1,074,589
CMBS
Available for sale
Fixed maturities, available for sale, amortized cost	1,143,767		1,223,051
Allowance for expected credit losses	0		0
Gross unrealized gains	45		29,827
Gross unrealized losses	(60,772)		(4,687)
Fair value	1,083,040		1,248,191
Non-agency RMBS
Available for sale
Fixed maturities, available for sale, amortized cost	162,101		185,854
Allowance for expected credit losses	(86)		(77)
Gross unrealized gains	431		2,410
Gross unrealized losses	(14,342)		(2,023)
Fair value	148,104		186,164
ABS
Available for sale
Fixed maturities, available for sale, amortized cost	1,524,417		1,628,739
Allowance for expected credit losses	(28)		0
Gross unrealized gains	339		3,406
Gross unrealized losses	(68,578)		(9,665)
Fair value	1,456,150		1,622,480
Municipals
Available for sale
Fixed maturities, available for sale, amortized cost	174,511		203,556
Allowance for expected credit losses	0		0
Gross unrealized gains	29		5,928
Gross unrealized losses	(10,362)		(646)
Fair value	$ 164,178		$ 208,838

X

- Definition

Amount, before tax, of unrealized gain in accumulated other comprehensive income (AOCI) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).

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Amount of investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).

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