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INVESTMENTS - Contractual maturities of fixed maturities (Details) - USD ($)
$ in Thousands
Dec. 31, 2021
Dec. 31, 2020
Amortized cost    
Due in one year or less $ 503,716 $ 436,287
Due after one year through five years 4,878,151 4,165,696
Due after five years through ten years 2,478,542 2,344,859
Due after ten years 277,756 258,654
Total fixed maturities with a single maturity date (amortized cost) 8,138,165 7,205,496
Total 12,241,782 11,566,930
Fair value    
Due in one year or less 505,602 444,527
Due after one year through five years 4,908,640 4,335,219
Due after five years through ten years 2,488,478 2,489,050
Due after ten years 279,056 273,025
Total fixed maturities with a single maturity date (fair value) 8,181,776 7,541,821
Fair value $ 12,313,200 $ 12,041,799
% of Total fair value    
Due in one year or less 4.10% 3.60%
Due after one year through five years 39.90% 36.00%
Due after five years through ten years 20.20% 20.70%
Due after ten years 2.30% 2.30%
Fixed maturities with a single maturity date (% of total fair value) 66.50% 62.60%
Total 100.00% 100.00%
Agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,065,973 $ 1,244,727
Total 1,065,973 1,244,727
Fair value    
Fixed maturities without a single maturity date (fair value) 1,074,589 1,286,209
Fair value $ 1,074,589 $ 1,286,209
% of Total fair value    
Fixed maturities without a single maturity date (% of total fair value) 8.70% 10.70%
CMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,223,051 $ 1,268,273
Total 1,223,051 1,268,273
Fair value    
Fixed maturities without a single maturity date (fair value) 1,248,191 1,353,587
Fair value $ 1,248,191 $ 1,353,587
% of Total fair value    
Fixed maturities without a single maturity date (% of total fair value) 10.10% 11.20%
Non-agency RMBS    
Amortized cost    
Fixed maturities without a single maturity date $ 185,854 $ 136,198
Total 185,854 136,198
Fair value    
Fixed maturities without a single maturity date (fair value) 186,164 140,104
Fair value $ 186,164 $ 140,104
% of Total fair value    
Fixed maturities without a single maturity date (% of total fair value) 1.50% 1.20%
ABS    
Amortized cost    
Fixed maturities without a single maturity date $ 1,628,739 $ 1,712,236
Total 1,628,739 1,712,236
Fair value    
Fixed maturities without a single maturity date (fair value) 1,622,480 1,720,078
Fair value $ 1,622,480 $ 1,720,078
% of Total fair value    
Fixed maturities without a single maturity date (% of total fair value) 13.20% 14.30%