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INVESTMENTS (Gross Unrealized Losses) (Details)
$ in Thousands
Sep. 30, 2021
USD ($)
security
Dec. 31, 2020
USD ($)
security
U.S. government and agency    
Fair value    
12 months or greater $ 92,049 $ 0
Less than 12 months 1,550,593 251,606
Total 1,642,642 251,606
Unrealized losses    
12 months or greater (3,892) 0
Less than 12 months (6,913) (1,759)
Total (10,805) (1,759)
Unrealized loss (10,805) (1,759)
Non-U.S. government    
Fair value    
12 months or greater 2,826 16,115
Less than 12 months 352,085 3,652
Total 354,911 19,767
Unrealized losses    
12 months or greater (880) (262)
Less than 12 months (6,975) (166)
Total (7,855) (428)
Unrealized loss (7,855) (428)
Corporate debt    
Fair value    
12 months or greater 47,626 63,640
Less than 12 months 1,331,148 233,970
Total 1,378,774 297,610
Unrealized losses    
12 months or greater (1,938) (2,244)
Less than 12 months (22,478) (4,114)
Total (24,416) (6,358)
Unrealized loss (24,416) (6,358)
Agency RMBS    
Fair value    
12 months or greater 23,194 6,580
Less than 12 months 454,841 78,672
Total 478,035 85,252
Unrealized losses    
12 months or greater (878) (20)
Less than 12 months (4,502) (668)
Total (5,380) (688)
Unrealized loss (5,380) (688)
CMBS    
Fair value    
12 months or greater 12,019 19,736
Less than 12 months 184,367 70,656
Total 196,386 90,392
Unrealized losses    
12 months or greater (304) (1,012)
Less than 12 months (2,103) (1,272)
Total (2,407) (2,284)
Unrealized loss (2,407) (2,284)
Non-agency RMBS    
Fair value    
12 months or greater 4,630 5,109
Less than 12 months 69,865 9,558
Total 74,495 14,667
Unrealized losses    
12 months or greater (527) (598)
Less than 12 months (581) (80)
Total (1,108) (678)
Unrealized loss (1,108) (678)
ABS    
Fair value    
12 months or greater 45,628 325,436
Less than 12 months 523,180 360,402
Total 568,808 685,838
Unrealized losses    
12 months or greater (929) (4,011)
Less than 12 months (2,739) (2,674)
Total (3,668) (6,685)
Unrealized loss (3,668) (6,685)
Municipals    
Fair value    
12 months or greater 0 0
Less than 12 months 21,828 11,881
Total 21,828 11,881
Unrealized losses    
12 months or greater 0 0
Less than 12 months (242) (31)
Total (242) (31)
Unrealized loss (242) (31)
Fixed maturities, available for sale    
Fair value    
12 months or greater 227,972 436,616
Less than 12 months 4,487,907 1,020,397
Total 4,715,879 1,457,013
Unrealized losses    
12 months or greater (9,348) (8,147)
Less than 12 months (46,533) (10,764)
Total $ (55,881) $ (18,911)
Number of securities in unrealized loss position | security 1,721 719
Unrealized loss $ (55,881) $ (18,911)
Number of securities in a continuous unrealized loss position | security 186 249
Fixed maturities, available for sale | Below Investment Grade or Not Rated    
Unrealized losses    
Total $ (4,000) $ (7,000)
Unrealized loss $ (4,000) $ (7,000)