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INVESTMENTS - Amortized cost or cost and fair values (Details) - USD ($) $ in Thousands	Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
Available for sale
Amortized cost	$ 12,241,782	$ 11,566,930
Allowance for expected credit losses	(313)	(323)	$ 0	$ 0
Gross unrealized gains	165,977	494,103
Gross unrealized losses	(94,246)	(18,911)
Fair value	12,313,200	12,041,799
U.S. government and agency
Available for sale
Amortized cost	2,693,319	1,881,489
Allowance for expected credit losses	0	0
Gross unrealized gains	9,776	38,969
Gross unrealized losses	(20,647)	(1,759)
Fair value	2,682,448	1,918,699
Non-U.S. government
Available for sale
Amortized cost	794,705	632,875
Allowance for expected credit losses	0	0
Gross unrealized gains	10,158	38,826
Gross unrealized losses	(9,685)	(428)
Fair value	795,178	671,273
Corporate debt
Available for sale
Amortized cost	4,446,585	4,408,351
Allowance for expected credit losses	(236)	(303)
Gross unrealized gains	87,075	254,261
Gross unrealized losses	(38,112)	(6,358)
Fair value	4,495,312	4,655,951
Agency RMBS
Available for sale
Amortized cost	1,065,973	1,244,727
Allowance for expected credit losses	0	0
Gross unrealized gains	17,397	42,170
Gross unrealized losses	(8,781)	(688)
Fair value	1,074,589	1,286,209
CMBS
Available for sale
Amortized cost	1,223,051	1,268,273
Allowance for expected credit losses	0	0
Gross unrealized gains	29,827	87,598
Gross unrealized losses	(4,687)	(2,284)
Fair value	1,248,191	1,353,587
Non-agency RMBS
Available for sale
Amortized cost	185,854	136,198
Allowance for expected credit losses	(77)	(20)
Gross unrealized gains	2,410	4,604
Gross unrealized losses	(2,023)	(678)
Fair value	186,164	140,104
ABS
Available for sale
Amortized cost	1,628,739	1,712,236
Allowance for expected credit losses	0	0
Gross unrealized gains	3,406	14,527
Gross unrealized losses	(9,665)	(6,685)
Fair value	1,622,480	1,720,078
Municipals
Available for sale
Amortized cost	203,556	282,781
Allowance for expected credit losses	0	0
Gross unrealized gains	5,928	13,148
Gross unrealized losses	(646)	(31)
Fair value	$ 208,838	$ 295,898

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