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INVESTMENTS - Contractual Maturities (Details) - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
Amortized cost    
Due in one year or less $ 500,557 $ 503,716
Due after one year through five years 4,702,609 4,878,151
Due after five years through ten years 2,440,295 2,478,542
Due after ten years 287,722 277,756
Total fixed maturities with a single maturity date 7,931,183 8,138,165
Amortized cost, Total 11,840,101 12,241,782
Fair value    
Due in one year or less 498,580 505,602
Due after one year through five years 4,583,979 4,908,640
Due after five years through ten years 2,300,432 2,488,478
Due after ten years 268,918 279,056
Total fixed maturities with a single maturity date 7,651,909 8,181,776
Fair value $ 11,456,024 $ 12,313,200
% of Total fair value    
Due in one year or less (as a percent) 4.40% 4.10%
Due after one year through five years (as a percent) 40.00% 39.90%
Due after five years through ten years (as a percent) 20.10% 20.20%
Due after ten years (as a percent) 2.30% 2.30%
Fixed maturities with a single maturity date (as a percent) 66.80% 66.50%
Total (as a percent) 100.00% 100.00%
Agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 972,244 $ 1,065,973
Amortized cost, Total 972,244 1,065,973
Fair value    
Fixed maturities without a single maturity date 935,837 1,074,589
Fair value $ 935,837 $ 1,074,589
% of Total fair value    
Fixed maturities without a single maturity date (as a percent) 8.20% 8.70%
CMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,188,811 $ 1,223,051
Amortized cost, Total 1,188,811 1,223,051
Fair value    
Fixed maturities without a single maturity date 1,159,385 1,248,191
Fair value $ 1,159,385 $ 1,248,191
% of Total fair value    
Fixed maturities without a single maturity date (as a percent) 10.10% 10.10%
Non-agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 181,171 $ 185,854
Amortized cost, Total 181,171 185,854
Fair value    
Fixed maturities without a single maturity date 174,888 186,164
Fair value $ 174,888 $ 186,164
% of Total fair value    
Fixed maturities without a single maturity date (as a percent) 1.50% 1.50%
ABS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,566,692 $ 1,628,739
Amortized cost, Total 1,566,692 1,628,739
Fair value    
Fixed maturities without a single maturity date 1,534,005 1,622,480
Fair value $ 1,534,005 $ 1,622,480
% of Total fair value    
Fixed maturities without a single maturity date (as a percent) 13.40% 13.20%
Held-to-maturity securities without a single maturity date $ 438,000 $ 408,000
Corporate debt    
Amortized cost    
Amortized cost, Total 4,658,246 4,446,585
Fair value    
Fair value 4,473,551 4,495,312
% of Total fair value    
Held-to-maturity securities with maturity after three years through 10 years 51,000 34,000
Held-to-maturity securities with maturity after ten years $ 4,000 $ 4,000