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INVESTMENTS (Contractual Maturities) (Details) - USD ($)
$ in Thousands
Mar. 31, 2020
Dec. 31, 2019
Amortized cost    
Due in one year or less $ 420,406 $ 438,881
Due after one year through five years 4,435,933 4,810,202
Due after five years through ten years 2,347,057 2,091,486
Due after ten years 326,685 327,444
Total fixed maturities with a single maturity date 7,530,081 7,668,013
Debt Securities, Available-for-sale, Amortized Cost, Total 12,166,126 12,263,240
Fair value    
Due in one year or less 418,331 443,228
Due after one year through five years 4,411,851 4,884,837
Due after five years through ten years 2,301,408 2,157,157
Due after ten years 331,213 341,732
Total fixed maturities with a single maturity date 7,462,803 7,826,954
Fair value $ 12,076,186 $ 12,468,205
% of Total fair value    
Due in one year or less 3.50% 3.60%
Due after one year through five years 36.50% 39.20%
Due after five years through ten years 19.10% 17.30%
Due after ten years 2.70% 2.70%
Fixed maturities with a single maturity date 61.80% 62.80%
Total 100.00% 100.00%
Agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,564,292 $ 1,570,823
Debt Securities, Available-for-sale, Amortized Cost, Total 1,564,292 1,570,823
Fair value    
Fixed maturities without a single maturity date 1,616,510 1,592,584
Fair value $ 1,616,510 $ 1,592,584
% of Total fair value    
Fixed maturities without a single maturity date 13.40% 12.80%
CMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,402,480 $ 1,340,156
Debt Securities, Available-for-sale, Amortized Cost, Total 1,402,480 1,340,156
Fair value    
Fixed maturities without a single maturity date 1,428,683 1,365,052
Fair value $ 1,428,683 $ 1,365,052
% of Total fair value    
Fixed maturities without a single maturity date 11.80% 10.90%
Non-agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 125,340 $ 84,381
Debt Securities, Available-for-sale, Amortized Cost, Total 125,340 84,381
Fair value    
Fixed maturities without a single maturity date 123,011 84,922
Fair value $ 123,011 $ 84,922
% of Total fair value    
Fixed maturities without a single maturity date 1.00% 0.70%
ABS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,543,933 $ 1,599,867
Debt Securities, Available-for-sale, Amortized Cost, Total 1,543,933 1,599,867
Fair value    
Fixed maturities without a single maturity date 1,445,179 1,598,693
Fair value $ 1,445,179 $ 1,598,693
% of Total fair value    
Fixed maturities without a single maturity date 12.00% 12.80%