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v3.23.1

Investments - Securities In Unrealized Loss Position (Details) $ in Thousands | Mar. 31, 2023 USD ($) security | Dec. 31, 2022 USD ($) security
--- | --- | ---
Schedule of Investments [Line Items] |  |
Less Than 12 Months - Fair Value | $ 1,634,202 | $ 3,411,256
12 Months or Greater - Fair Value | 3,143,669 | 1,592,040
Total - Fair Value | 4,777,871 | 5,003,296
Less Than 12 Months - Unrealized Losses | (44,345) | (298,637)
12 Months or Greater - Unrealized Losses | (382,232) | (224,403)
Total - Unrealized Losses | $ (426,577) | $ (523,040)
Number of securities in unrealized loss position (in securities) | security | 1,152 | 1,226
U.S. Treasury securities and obligations of U.S. government corporations and agencies |  |
Schedule of Investments [Line Items] |  |
Less Than 12 Months - Fair Value | $ 59,935 | $ 67,531
12 Months or Greater - Fair Value | 84,568 | 76,246
Total - Fair Value | 144,503 | 143,777
Less Than 12 Months - Unrealized Losses | (1,108) | (3,583)
12 Months or Greater - Unrealized Losses | (6,605) | (6,100)
Total - Unrealized Losses | (7,713) | (9,683)
Obligations of U.S. states and political subdivisions |  |
Schedule of Investments [Line Items] |  |
Less Than 12 Months - Fair Value | 615,219 | 1,344,272
12 Months or Greater - Fair Value | 962,757 | 360,956
Total - Fair Value | 1,577,976 | 1,705,228
Less Than 12 Months - Unrealized Losses | (13,633) | (157,903)
12 Months or Greater - Unrealized Losses | (187,406) | (98,170)
Total - Unrealized Losses | (201,039) | (256,073)
Corporate debt securities |  |
Schedule of Investments [Line Items] |  |
Less Than 12 Months - Fair Value | 889,684 | 1,488,255
12 Months or Greater - Fair Value | 1,269,912 | 758,732
Total - Fair Value | 2,159,596 | 2,246,987
Less Than 12 Months - Unrealized Losses | (28,273) | (109,976)
12 Months or Greater - Unrealized Losses | (136,652) | (86,401)
Total - Unrealized Losses | (164,925) | (196,377)
ABS |  |
Schedule of Investments [Line Items] |  |
Less Than 12 Months - Fair Value | 36,028 | 53,201
12 Months or Greater - Fair Value | 77,206 | 67,073
Total - Fair Value | 113,234 | 120,274
Less Than 12 Months - Unrealized Losses | (245) | (1,008)
12 Months or Greater - Unrealized Losses | (4,574) | (5,033)
Total - Unrealized Losses | (4,819) | (6,041)
RMBS |  |
Schedule of Investments [Line Items] |  |
Less Than 12 Months - Fair Value | 4,078 | 77,563
12 Months or Greater - Fair Value | 207,258 | 136,179
Total - Fair Value | 211,336 | 213,742
Less Than 12 Months - Unrealized Losses | (177) | (8,572)
12 Months or Greater - Unrealized Losses | (22,079) | (17,172)
Total - Unrealized Losses | (22,256) | (25,744)
CMBS |  |
Schedule of Investments [Line Items] |  |
Less Than 12 Months - Fair Value | 11,699 | 166,973
12 Months or Greater - Fair Value | 221,259 | 70,792
Total - Fair Value | 232,958 | 237,765
Less Than 12 Months - Unrealized Losses | (714) | (12,951)
12 Months or Greater - Unrealized Losses | (17,990) | (7,640)
Total - Unrealized Losses | (18,704) | (20,591)
CLOs |  |
Schedule of Investments [Line Items] |  |
Less Than 12 Months - Fair Value | 17,068 | 213,461
12 Months or Greater - Fair Value | 313,506 | 114,459
Total - Fair Value | 330,574 | 327,920
Less Than 12 Months - Unrealized Losses | (195) | (4,644)
12 Months or Greater - Unrealized Losses | (6,264) | (3,185)
Total - Unrealized Losses | (6,459) | (7,829)
Foreign government debt |  |
Schedule of Investments [Line Items] |  |
Less Than 12 Months - Fair Value | 0 | 0
12 Months or Greater - Fair Value | 3,828 | 3,787
Total - Fair Value | 3,828 | 3,787
Less Than 12 Months - Unrealized Losses | 0 | 0
12 Months or Greater - Unrealized Losses | (659) | (699)
Total - Unrealized Losses | (659) | (699)
Commercial paper |  |
Schedule of Investments [Line Items] |  |
Less Than 12 Months - Fair Value | 491 | 0
12 Months or Greater - Fair Value | 3,375 | 3,816
Total - Fair Value | 3,866 | 3,816
Less Than 12 Months - Unrealized Losses | 0 | 0
12 Months or Greater - Unrealized Losses | (3) | (3)
Total - Unrealized Losses | $ (3) | $ (3)

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