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INVESTMENTS - Gross Unrealized Losses (Details)
$ in Thousands
Mar. 31, 2022
USD ($)
security
Dec. 31, 2021
USD ($)
security
Fixed maturities, available for sale    
Fair value    
12 months or greater $ 574,065 $ 390,141
Less than 12 months 9,181,955 6,197,689
Total 9,756,020 6,587,830
Unrealized losses    
12 months or greater (53,171) (17,715)
Less than 12 months (356,717) (76,531)
Total $ (409,888) $ (94,246)
Number of securities in unrealized loss position | security 3,956 2,333
Number of securities in a continuous unrealized loss position | security 502 344
Fixed maturities, available for sale | Below Investment Grade or Not Rated    
Unrealized losses    
Total $ (33,000) $ (8,000)
U.S. government and agency    
Fair value    
12 months or greater 96,611 101,776
Less than 12 months 2,117,861 2,014,880
Total 2,214,472 2,116,656
Unrealized losses    
12 months or greater (6,205) (4,852)
Less than 12 months (61,773) (15,795)
Total (67,978) (20,647)
Non-U.S. government    
Fair value    
12 months or greater 18,215 11,011
Less than 12 months 615,157 463,498
Total 633,372 474,509
Unrealized losses    
12 months or greater (3,125) (1,830)
Less than 12 months (21,256) (7,855)
Total (24,381) (9,685)
Corporate debt    
Fair value    
12 months or greater 249,273 152,962
Less than 12 months 3,275,044 1,681,859
Total 3,524,317 1,834,821
Unrealized losses    
12 months or greater (26,795) (6,542)
Less than 12 months (173,403) (31,570)
Total (200,198) (38,112)
Agency RMBS    
Fair value    
12 months or greater 88,941 41,024
Less than 12 months 668,456 503,988
Total 757,397 545,012
Unrealized losses    
12 months or greater (8,801) (1,678)
Less than 12 months (30,276) (7,103)
Total (39,077) (8,781)
CMBS    
Fair value    
12 months or greater 43,381 30,128
Less than 12 months 911,339 347,515
Total 954,720 377,643
Unrealized losses    
12 months or greater (4,206) (1,001)
Less than 12 months (26,553) (3,686)
Total (30,759) (4,687)
Non-agency RMBS    
Fair value    
12 months or greater 22,667 4,481
Less than 12 months 124,172 109,937
Total 146,839 114,418
Unrealized losses    
12 months or greater (1,650) (523)
Less than 12 months (5,804) (1,500)
Total (7,454) (2,023)
ABS    
Fair value    
12 months or greater 49,967 43,466
Less than 12 months 1,354,834 1,040,363
Total 1,404,801 1,083,829
Unrealized losses    
12 months or greater (1,976) (1,152)
Less than 12 months (31,889) (8,513)
Total (33,865) (9,665)
Municipals    
Fair value    
12 months or greater 5,010 5,293
Less than 12 months 115,092 35,649
Total 120,102 40,942
Unrealized losses    
12 months or greater (413) (137)
Less than 12 months (5,763) (509)
Total $ (6,176) $ (646)