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INVESTMENTS (Gross Unrealized Losses) (Details)
$ in Thousands
Sep. 30, 2020
USD ($)
security
Dec. 31, 2019
USD ($)
security
U.S. government and agency    
Fair value    
12 months or greater $ 0 $ 9,536
Less than 12 months 237,349 614,705
Total 237,349 624,241
Unrealized losses    
12 months or greater 0 (67)
Less than 12 months (630) (6,246)
Total (630) (6,313)
Non-U.S. government    
Fair value    
12 months or greater 28,253 99,466
Less than 12 months 99,028 18,361
Total 127,281 117,827
Unrealized losses    
12 months or greater (1,675) (2,036)
Less than 12 months (2,367) (412)
Total (4,042) (2,448)
Corporate debt    
Fair value    
12 months or greater 57,768 121,635
Less than 12 months 821,430 375,858
Total 879,198 497,493
Unrealized losses    
12 months or greater (3,924) (3,847)
Less than 12 months (19,436) (3,709)
Total (23,360) (7,556)
Agency RMBS    
Fair value    
12 months or greater 9,231 195,395
Less than 12 months 242,263 326,402
Total 251,494 521,797
Unrealized losses    
12 months or greater (21) (1,816)
Less than 12 months (1,352) (1,638)
Total (1,373) (3,454)
CMBS    
Fair value    
12 months or greater 9,467 24,281
Less than 12 months 121,193 364,641
Total 130,660 388,922
Unrealized losses    
12 months or greater (907) (64)
Less than 12 months (1,658) (4,878)
Total (2,565) (4,942)
Non-agency RMBS    
Fair value    
12 months or greater 5,048 6,345
Less than 12 months 22,552 25,816
Total 27,600 32,161
Unrealized losses    
12 months or greater (873) (792)
Less than 12 months (231) (60)
Total (1,104) (852)
ABS    
Fair value    
12 months or greater 313,666 535,780
Less than 12 months 667,236 404,641
Total 980,902 940,421
Unrealized losses    
12 months or greater (9,127) (4,667)
Less than 12 months (10,911) (1,213)
Total (20,038) (5,880)
Municipals    
Fair value    
12 months or greater 0 5,418
Less than 12 months 70,036 46,684
Total 70,036 52,102
Unrealized losses    
12 months or greater 0 (34)
Less than 12 months (442) (373)
Total (442) (407)
Fixed maturities    
Fair value    
12 months or greater 423,433 997,856
Less than 12 months 2,281,087 2,177,108
Total 2,704,520 3,174,964
Unrealized losses    
12 months or greater (16,527) (13,323)
Less than 12 months (37,027) (18,529)
Total $ (53,554) $ (31,852)
Number of securities in unrealized loss position | security 1,365 1,190
Number of securities in a continuous unrealized loss position | security 234 497
Fixed maturities | Below Investment Grade or Not Rated    
Unrealized losses    
Total $ (21,000) $ (5,000)