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INVESTMENTS (Gross Unrealized Losses) (Details)
$ in Thousands
Jun. 30, 2021
USD ($)
security
Dec. 31, 2020
USD ($)
security
U.S. government and agency    
Fair value    
12 months or greater $ 0 $ 0
Less than 12 months 1,528,019 251,606
Total 1,528,019 251,606
Unrealized losses    
12 months or greater 0 0
Less than 12 months (9,782) (1,759)
Total (9,782) (1,759)
Non-U.S. government    
Fair value    
12 months or greater 2,678 16,115
Less than 12 months 195,003 3,652
Total 197,681 19,767
Unrealized losses    
12 months or greater (540) (262)
Less than 12 months (2,241) (166)
Total (2,781) (428)
Corporate debt    
Fair value    
12 months or greater 48,590 63,640
Less than 12 months 862,851 233,970
Total 911,441 297,610
Unrealized losses    
12 months or greater (1,227) (2,244)
Less than 12 months (11,787) (4,114)
Total (13,014) (6,358)
Agency RMBS    
Fair value    
12 months or greater 4,548 6,580
Less than 12 months 313,431 78,672
Total 317,979 85,252
Unrealized losses    
12 months or greater (88) (20)
Less than 12 months (3,404) (668)
Total (3,492) (688)
CMBS    
Fair value    
12 months or greater 7,078 19,736
Less than 12 months 96,788 70,656
Total 103,866 90,392
Unrealized losses    
12 months or greater (79) (1,012)
Less than 12 months (1,324) (1,272)
Total (1,403) (2,284)
Non-agency RMBS    
Fair value    
12 months or greater 5,058 5,109
Less than 12 months 84,771 9,558
Total 89,829 14,667
Unrealized losses    
12 months or greater (457) (598)
Less than 12 months (465) (80)
Total (922) (678)
ABS    
Fair value    
12 months or greater 49,347 325,436
Less than 12 months 465,758 360,402
Total 515,105 685,838
Unrealized losses    
12 months or greater (523) (4,011)
Less than 12 months (1,875) (2,674)
Total (2,398) (6,685)
Municipals    
Fair value    
12 months or greater 0 0
Less than 12 months 74,459 11,881
Total 74,459 11,881
Unrealized losses    
12 months or greater 0 0
Less than 12 months (140) (31)
Total (140) (31)
Fixed maturities, available for sale    
Fair value    
12 months or greater 117,299 436,616
Less than 12 months 3,621,080 1,020,397
Total 3,738,379 1,457,013
Unrealized losses    
12 months or greater (2,914) (8,147)
Less than 12 months (31,018) (10,764)
Total $ (33,932) $ (18,911)
Number of securities in unrealized loss position | security 1,403 719
Number of securities in a continuous unrealized loss position | security 162 249
Fixed maturities, available for sale | Below Investment Grade or Not Rated    
Unrealized losses    
Total $ (3,000) $ (7,000)