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INVESTMENTS - Gross unrealized losses (Details)
$ in Thousands
Dec. 31, 2020
USD ($)
security
Dec. 31, 2019
USD ($)
security
Fixed maturities    
Fair value    
12 months or greater $ 436,616 $ 997,856
Less than 12 months 1,020,397 2,177,108
Total 1,457,013 3,174,964
Unrealized losses    
12 months or greater (8,147) (13,323)
Less than 12 months (10,764) (18,529)
Total $ (18,911) $ (31,852)
Number of positions in an unrealized loss | security 719 1,190
Continuous unrealized loss position | security 249 497
Fixed maturities | Below Investment Grade or Not Rated    
Unrealized losses    
Total $ (7,000) $ (5,000)
U.S. government and agency    
Fair value    
12 months or greater 0 9,536
Less than 12 months 251,606 614,705
Total 251,606 624,241
Unrealized losses    
12 months or greater 0 (67)
Less than 12 months (1,759) (6,246)
Total (1,759) (6,313)
Non-U.S. government    
Fair value    
12 months or greater 16,115 99,466
Less than 12 months 3,652 18,361
Total 19,767 117,827
Unrealized losses    
12 months or greater (262) (2,036)
Less than 12 months (166) (412)
Total (428) (2,448)
Corporate debt    
Fair value    
12 months or greater 63,640 121,635
Less than 12 months 233,970 375,858
Total 297,610 497,493
Unrealized losses    
12 months or greater (2,244) (3,847)
Less than 12 months (4,114) (3,709)
Total (6,358) (7,556)
Agency RMBS    
Fair value    
12 months or greater 6,580 195,395
Less than 12 months 78,672 326,402
Total 85,252 521,797
Unrealized losses    
12 months or greater (20) (1,816)
Less than 12 months (668) (1,638)
Total (688) (3,454)
CMBS    
Fair value    
12 months or greater 19,736 24,281
Less than 12 months 70,656 364,641
Total 90,392 388,922
Unrealized losses    
12 months or greater (1,012) (64)
Less than 12 months (1,272) (4,878)
Total (2,284) (4,942)
Non-agency RMBS    
Fair value    
12 months or greater 5,109 6,345
Less than 12 months 9,558 25,816
Total 14,667 32,161
Unrealized losses    
12 months or greater (598) (792)
Less than 12 months (80) (60)
Total (678) (852)
ABS    
Fair value    
12 months or greater 325,436 535,780
Less than 12 months 360,402 404,641
Total 685,838 940,421
Unrealized losses    
12 months or greater (4,011) (4,667)
Less than 12 months (2,674) (1,213)
Total (6,685) (5,880)
Municipals    
Fair value    
12 months or greater 0 5,418
Less than 12 months 11,881 46,684
Total 11,881 52,102
Unrealized losses    
12 months or greater 0 (34)
Less than 12 months (31) (373)
Total $ (31) $ (407)