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INVESTMENTS - Contractual maturities of fixed maturities (Details) - USD ($)
$ in Thousands
Dec. 31, 2020
Dec. 31, 2019
Amortized cost    
Due in one year or less $ 436,287 $ 438,881
Due after one year through five years 4,165,696 4,810,202
Due after five years through ten years 2,344,859 2,091,486
Due after ten years 258,654 327,444
Total fixed maturities with a single maturity date (amortized cost) 7,205,496 7,668,013
Total 11,566,930 12,263,240
Fair value    
Due in one year or less 444,527 443,228
Due after one year through five years 4,335,219 4,884,837
Due after five years through ten years 2,489,050 2,157,157
Due after ten years 273,025 341,732
Total fixed maturities with a single maturity date (fair value) 7,541,821 7,826,954
Fair value $ 12,041,799 $ 12,468,205
% of Total fair value    
Due in one year or less 3.60% 3.60%
Due after one year through five years 36.00% 39.20%
Due after five years through ten years 20.70% 17.30%
Due after ten years 2.30% 2.70%
Fixed maturities with a single maturity date (% of total fair value) 62.60% 62.80%
Total 100.00% 100.00%
Agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,244,727 $ 1,570,823
Total 1,244,727 1,570,823
Fair value    
Fixed maturities without a single maturity date (fair value) 1,286,209 1,592,584
Fair value $ 1,286,209 $ 1,592,584
% of Total fair value    
Fixed maturities without a single maturity date (% of total fair value) 10.70% 12.80%
CMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,268,273 $ 1,340,156
Total 1,268,273 1,340,156
Fair value    
Fixed maturities without a single maturity date (fair value) 1,353,587 1,365,052
Fair value $ 1,353,587 $ 1,365,052
% of Total fair value    
Fixed maturities without a single maturity date (% of total fair value) 11.20% 10.90%
Non-agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 136,198 $ 84,381
Total 136,198 84,381
Fair value    
Fixed maturities without a single maturity date (fair value) 140,104 84,922
Fair value $ 140,104 $ 84,922
% of Total fair value    
Fixed maturities without a single maturity date (% of total fair value) 1.20% 0.70%
ABS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,712,236 $ 1,599,867
Total 1,712,236 1,599,867
Fair value    
Fixed maturities without a single maturity date (fair value) 1,720,078 1,598,693
Fair value $ 1,720,078 $ 1,598,693
% of Total fair value    
Fixed maturities without a single maturity date (% of total fair value) 14.30% 12.80%