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INVESTMENTS (Contractual Maturities) (Details) - USD ($)
$ in Thousands
Jun. 30, 2020
Dec. 31, 2019
Amortized cost    
Due in one year or less $ 399,074 $ 438,881
Due after one year through five years 4,272,644 4,810,202
Due after five years through ten years 2,371,695 2,091,486
Due after ten years 209,877 327,444
Total fixed maturities with a single maturity date 7,253,290 7,668,013
Amortized Cost, Total 11,715,885 12,263,240
Fair value    
Due in one year or less 401,389 443,228
Due after one year through five years 4,374,575 4,884,837
Due after five years through ten years 2,489,188 2,157,157
Due after ten years 216,143 341,732
Total fixed maturities with a single maturity date 7,481,295 7,826,954
Fair value $ 12,046,415 $ 12,468,205
% of Total fair value    
Due in one year or less 3.40% 3.60%
Due after one year through five years 36.30% 39.20%
Due after five years through ten years 20.70% 17.30%
Due after ten years 1.80% 2.70%
Fixed maturities with a single maturity date 62.20% 62.80%
Total 100.00% 100.00%
Agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,483,883 $ 1,570,823
Amortized Cost, Total 1,483,883 1,570,823
Fair value    
Fixed maturities without a single maturity date 1,535,073 1,592,584
Fair value $ 1,535,073 $ 1,592,584
% of Total fair value    
Fixed maturities without a single maturity date 12.70% 12.80%
CMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,302,049 $ 1,340,156
Amortized Cost, Total 1,302,049 1,340,156
Fair value    
Fixed maturities without a single maturity date 1,377,264 1,365,052
Fair value $ 1,377,264 $ 1,365,052
% of Total fair value    
Fixed maturities without a single maturity date 11.40% 10.90%
Non-agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 118,085 $ 84,381
Amortized Cost, Total 118,085 84,381
Fair value    
Fixed maturities without a single maturity date 118,219 84,922
Fair value $ 118,219 $ 84,922
% of Total fair value    
Fixed maturities without a single maturity date 1.00% 0.70%
ABS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,558,578 $ 1,599,867
Amortized Cost, Total 1,558,578 1,599,867
Fair value    
Fixed maturities without a single maturity date 1,534,564 1,598,693
Fair value $ 1,534,564 $ 1,598,693
% of Total fair value    
Fixed maturities without a single maturity date 12.70% 12.80%