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INVESTMENTS - Fixed Maturities Available for Sale (Details) - USD ($) $ in Thousands	Mar. 31, 2023	Dec. 31, 2022	Mar. 31, 2022	Dec. 31, 2021
Available for sale
Amortized cost	$ 12,264,498	$ 12,176,473
Allowance for expected credit losses	(12,645)	(11,733)	$ (383)	$ (313)
Gross unrealized gains	42,063	18,742
Gross unrealized losses	(666,361)	(856,588)
Fair value	11,627,555	11,326,894
U.S. government and agency
Available for sale
Amortized cost	2,956,074	2,731,733
Allowance for expected credit losses	0	0
Gross unrealized gains	15,733	5,386
Gross unrealized losses	(70,495)	(97,789)
Fair value	2,901,312	2,639,330
Non-U.S. government
Available for sale
Amortized cost	587,923	612,546
Allowance for expected credit losses	(28)	0
Gross unrealized gains	3,511	2,395
Gross unrealized losses	(33,329)	(52,912)
Fair value	558,077	562,029
Corporate debt
Available for sale
Amortized cost	4,619,198	4,680,798
Allowance for expected credit losses	(12,436)	(11,521)
Gross unrealized gains	12,264	5,269
Gross unrealized losses	(321,814)	(418,990)
Fair value	4,297,212	4,255,556
Agency RMBS
Available for sale
Amortized cost	1,344,187	1,297,423
Allowance for expected credit losses	0	0
Gross unrealized gains	9,111	4,663
Gross unrealized losses	(81,137)	(99,301)
Fair value	1,272,161	1,202,785
CMBS
Available for sale
Amortized cost	996,699	1,029,863
Allowance for expected credit losses	0	0
Gross unrealized gains	165	60
Gross unrealized losses	(73,361)	(82,145)
Fair value	923,503	947,778
Non-agency RMBS
Available for sale
Amortized cost	145,288	151,907
Allowance for expected credit losses	(98)	(123)
Gross unrealized gains	134	275
Gross unrealized losses	(15,839)	(18,525)
Fair value	129,485	133,534
ABS
Available for sale
Amortized cost	1,454,488	1,499,728
Allowance for expected credit losses	(36)	(35)
Gross unrealized gains	828	555
Gross unrealized losses	(57,897)	(70,721)
Fair value	1,397,383	1,429,527
Municipals
Available for sale
Amortized cost	160,641	172,475
Allowance for expected credit losses	(47)	(54)
Gross unrealized gains	317	139
Gross unrealized losses	(12,489)	(16,205)
Fair value	$ 148,422	$ 156,355

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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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