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INVESTMENTS - Fixed Maturities Available for Sale (Details) - USD ($) $ in Thousands	Sep. 30, 2022	Jun. 30, 2022	Dec. 31, 2021	Sep. 30, 2021	Jun. 30, 2021	Dec. 31, 2020
Available for sale
Amortized cost	$ 11,865,935		$ 12,241,782
Allowance for expected credit losses	(10,504)	$ (7,294)	(313)	$ (399)	$ (84)	$ (323)
Gross unrealized gains	2,506		165,977
Gross unrealized losses	(1,073,584)		(94,246)
Fair value	10,784,353		12,313,200
U.S. government and agency
Available for sale
Amortized cost	2,524,837		2,693,319
Allowance for expected credit losses	0		0
Gross unrealized gains	26		9,776
Gross unrealized losses	(138,355)		(20,647)
Fair value	2,386,508		2,682,448
Non-U.S. government
Available for sale
Amortized cost	595,713		794,705
Allowance for expected credit losses	0		0
Gross unrealized gains	254		10,158
Gross unrealized losses	(80,272)		(9,685)
Fair value	515,695		795,178
Corporate debt
Available for sale
Amortized cost	4,688,443		4,446,585
Allowance for expected credit losses	(10,380)		(236)
Gross unrealized gains	1,167		87,075
Gross unrealized losses	(539,118)		(38,112)
Fair value	4,140,112		4,495,312
Agency RMBS
Available for sale
Amortized cost	1,128,676		1,065,973
Allowance for expected credit losses	0		0
Gross unrealized gains	405		17,397
Gross unrealized losses	(113,073)		(8,781)
Fair value	1,016,008		1,074,589
CMBS
Available for sale
Amortized cost	1,088,174		1,223,051
Allowance for expected credit losses	0		0
Gross unrealized gains	21		29,827
Gross unrealized losses	(83,187)		(4,687)
Fair value	1,005,008		1,248,191
Non-agency RMBS
Available for sale
Amortized cost	160,143		185,854
Allowance for expected credit losses	(91)		(77)
Gross unrealized gains	403		2,410
Gross unrealized losses	(19,099)		(2,023)
Fair value	141,356		186,164
ABS
Available for sale
Amortized cost	1,520,653		1,628,739
Allowance for expected credit losses	(33)		0
Gross unrealized gains	230		3,406
Gross unrealized losses	(84,138)		(9,665)
Fair value	1,436,712		1,622,480
Municipals
Available for sale
Amortized cost	159,296		203,556
Allowance for expected credit losses	0		0
Gross unrealized gains	0		5,928
Gross unrealized losses	(16,342)		(646)
Fair value	$ 142,954		$ 208,838

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Amount, before tax, of unrealized gain in accumulated other comprehensive income (AOCI) on investment in debt security measured at fair value with change in fair value recognized in other comprehensive income (available-for-sale).

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