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INVESTMENTS - Gross Unrealized Losses (Details)
$ in Thousands
Jun. 30, 2022
USD ($)
security
Dec. 31, 2021
USD ($)
security
Fixed maturities, available for sale    
Fair value    
12 months or greater $ 876,839 $ 390,141
Less than 12 months 9,909,797 6,197,689
Total 10,786,636 6,587,830
Unrealized losses    
12 months or greater (102,738) (17,715)
Less than 12 months (676,932) (76,531)
Total $ (779,670) $ (94,246)
Number of securities in unrealized loss position | security 4,683 2,333
Number of securities in a continuous unrealized loss position | security 596 344
Fixed maturities, available for sale | Below Investment Grade or Not Rated    
Unrealized losses    
Total $ (112,000) $ (8,000)
U.S. government and agency    
Fair value    
12 months or greater 122,651 101,776
Less than 12 months 2,195,005 2,014,880
Total 2,317,656 2,116,656
Unrealized losses    
12 months or greater (7,887) (4,852)
Less than 12 months (83,887) (15,795)
Total (91,774) (20,647)
Non-U.S. government    
Fair value    
12 months or greater 110,395 11,011
Less than 12 months 518,117 463,498
Total 628,512 474,509
Unrealized losses    
12 months or greater (4,730) (1,830)
Less than 12 months (45,980) (7,855)
Total (50,710) (9,685)
Corporate debt    
Fair value    
12 months or greater 292,790 152,962
Less than 12 months 3,811,687 1,681,859
Total 4,104,477 1,834,821
Unrealized losses    
12 months or greater (52,735) (6,542)
Less than 12 months (366,028) (31,570)
Total (418,763) (38,112)
Agency RMBS    
Fair value    
12 months or greater 83,182 41,024
Less than 12 months 848,929 503,988
Total 932,111 545,012
Unrealized losses    
12 months or greater (11,443) (1,678)
Less than 12 months (52,926) (7,103)
Total (64,369) (8,781)
CMBS    
Fair value    
12 months or greater 53,589 30,128
Less than 12 months 1,020,626 347,515
Total 1,074,215 377,643
Unrealized losses    
12 months or greater (7,560) (1,001)
Less than 12 months (53,212) (3,686)
Total (60,772) (4,687)
Non-agency RMBS    
Fair value    
12 months or greater 26,816 4,481
Less than 12 months 117,424 109,937
Total 144,240 114,418
Unrealized losses    
12 months or greater (3,089) (523)
Less than 12 months (11,253) (1,500)
Total (14,342) (2,023)
ABS    
Fair value    
12 months or greater 183,000 43,466
Less than 12 months 1,254,295 1,040,363
Total 1,437,295 1,083,829
Unrealized losses    
12 months or greater (14,795) (1,152)
Less than 12 months (53,783) (8,513)
Total (68,578) (9,665)
Municipals    
Fair value    
12 months or greater 4,416 5,293
Less than 12 months 143,714 35,649
Total 148,130 40,942
Unrealized losses    
12 months or greater (499) (137)
Less than 12 months (9,863) (509)
Total $ (10,362) $ (646)