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INVESTMENTS - Contractual Maturities (Details) - USD ($)
$ in Thousands
 9 Months Ended
Sep. 30, 2022
Dec. 31, 2021
Amortized cost    
Due in one year or less $ 642,398 $ 503,716
Due after one year through five years 4,820,949 4,878,151
Due after five years through ten years 2,266,898 2,478,542
Due after ten years 238,044 277,756
Total fixed maturities with a single maturity date 7,968,289 8,138,165
Amortized cost, Total 11,865,935 12,241,782
Fair value    
Due in one year or less 625,398 505,602
Due after one year through five years 4,445,708 4,908,640
Due after five years through ten years 1,911,316 2,488,478
Due after ten years 202,847 279,056
Total fixed maturities with a single maturity date 7,185,269 8,181,776
Fair value $ 10,784,353 $ 12,313,200
% of Total fair value    
Due in one year or less (as a percent) 5.90% 4.10%
Due after one year through five years (as a percent) 41.20% 39.90%
Due after five years through ten years (as a percent) 17.70% 20.20%
Due after ten years (as a percent) 1.90% 2.30%
Fixed maturities with a single maturity date (as a percent) 66.70% 66.50%
Total (as a percent) 100.00% 100.00%
Agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,128,676 $ 1,065,973
Amortized cost, Total 1,128,676 1,065,973
Fair value    
Fixed maturities without a single maturity date 1,016,008 1,074,589
Fair value $ 1,016,008 $ 1,074,589
% of Total fair value    
Fixed maturities without a single maturity date (as a percent) 9.40% 8.70%
CMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,088,174 $ 1,223,051
Amortized cost, Total 1,088,174 1,223,051
Fair value    
Fixed maturities without a single maturity date 1,005,008 1,248,191
Fair value $ 1,005,008 $ 1,248,191
% of Total fair value    
Fixed maturities without a single maturity date (as a percent) 9.30% 10.10%
Non-agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 160,143 $ 185,854
Amortized cost, Total 160,143 185,854
Fair value    
Fixed maturities without a single maturity date 141,356 186,164
Fair value $ 141,356 $ 186,164
% of Total fair value    
Fixed maturities without a single maturity date (as a percent) 1.30% 1.50%
ABS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,520,653 $ 1,628,739
Amortized cost, Total 1,520,653 1,628,739
Fair value    
Fixed maturities without a single maturity date 1,436,712 1,622,480
Fair value $ 1,436,712 $ 1,622,480
% of Total fair value    
Fixed maturities without a single maturity date (as a percent) 13.30% 13.20%
Held-to-maturity securities without a single maturity date $ 613,000 $ 408,000
Corporate debt    
Amortized cost    
Amortized cost, Total 4,688,443 4,446,585
Fair value    
Fair value 4,140,112 4,495,312
% of Total fair value    
Held-to-maturity securities with maturity after three years through 10 years 73,000 34,000
Held-to-maturity securities with maturity after ten years $ 4,000 $ 4,000
Corporate debt | Minimum    
% of Total fair value    
Debt securities, held-to-maturity, maturity period 3 years  
Corporate debt | Maximum    
% of Total fair value    
Debt securities, held-to-maturity, maturity period 10 years