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INVESTMENTS (Gross Unrealized Losses) (Details) $ in Thousands | Mar. 31, 2019 USD ($) security | Dec. 31, 2018 USD ($) security
--- | --- | ---
U.S. government and agency |  |
Fixed maturities |  |
Fair Value - 12 months or greater | $ 371,995 | $ 374,030
Unrealized Losses - 12 months or greater | (4,194) | (7,659)
Fair Value - Less than 12 months | 220,718 | 424,439
Unrealized Losses - Less than 12 months | (318) | (1,018)
Total Fair Value of Securities in Unrealized Loss Position | 592,713 | 798,469
Total Unrealized Losses | (4,512) | (8,677)
Non-U.S. government |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 95,715 | 44,339
Unrealized Losses - 12 months or greater | (3,368) | (2,004)
Fair Value - Less than 12 months | 136,310 | 303,376
Unrealized Losses - Less than 12 months | (3,473) | (14,116)
Total Fair Value of Securities in Unrealized Loss Position | 232,025 | 347,715
Total Unrealized Losses | (6,841) | (16,120)
Corporate debt |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 1,134,227 | 1,439,378
Unrealized Losses - 12 months or greater | (20,122) | (58,915)
Fair Value - Less than 12 months | 727,267 | 2,547,135
Unrealized Losses - Less than 12 months | (13,602) | (69,529)
Total Fair Value of Securities in Unrealized Loss Position | 1,861,494 | 3,986,513
Total Unrealized Losses | (33,724) | (128,444)
Agency RMBS |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 849,681 | 940,645
Unrealized Losses - 12 months or greater | (16,949) | (29,255)
Fair Value - Less than 12 months | 26,971 | 117,181
Unrealized Losses - Less than 12 months | (129) | (629)
Total Fair Value of Securities in Unrealized Loss Position | 876,652 | 1,057,826
Total Unrealized Losses | (17,078) | (29,884)
CMBS |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 244,188 | 455,582
Unrealized Losses - 12 months or greater | (1,500) | (11,430)
Fair Value - Less than 12 months | 85,473 | 353,802
Unrealized Losses - Less than 12 months | (325) | (2,365)
Total Fair Value of Securities in Unrealized Loss Position | 329,661 | 809,384
Total Unrealized Losses | (1,825) | (13,795)
Non-Agency RMBS |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 9,360 | 9,494
Unrealized Losses - 12 months or greater | (905) | (1,170)
Fair Value - Less than 12 months | 12,111 | 11,432
Unrealized Losses - Less than 12 months | (116) | (112)
Total Fair Value of Securities in Unrealized Loss Position | 21,471 | 20,926
Total Unrealized Losses | (1,021) | (1,282)
ABS |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 273,759 | 237,237
Unrealized Losses - 12 months or greater | (2,757) | (2,755)
Fair Value - Less than 12 months | 846,715 | 1,150,692
Unrealized Losses - Less than 12 months | (6,591) | (12,485)
Total Fair Value of Securities in Unrealized Loss Position | 1,120,474 | 1,387,929
Total Unrealized Losses | (9,348) | (15,240)
Municipals |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 42,745 | 68,814
Unrealized Losses - 12 months or greater | (452) | (1,373)
Fair Value - Less than 12 months | 15,779 | 9,894
Unrealized Losses - Less than 12 months | (30) | (24)
Total Fair Value of Securities in Unrealized Loss Position | 58,524 | 78,708
Total Unrealized Losses | (482) | (1,397)
Fixed maturities |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 3,021,670 | 3,569,519
Unrealized Losses - 12 months or greater | (50,247) | (114,561)
Fair Value - Less than 12 months | 2,071,344 | 4,917,951
Unrealized Losses - Less than 12 months | (24,584) | (100,278)
Total Fair Value of Securities in Unrealized Loss Position | 5,093,014 | 8,487,470
Total Unrealized Losses | $ (74,831) | $ (214,839)
Number of available for sale securities in unrealized loss positions | security | 2,521 | 3,599
Number of available for sale securities in unrealized loss positions for 12 months or greater | security | 1,553 | 1,656
Fixed maturities | Below Investment Grade or Not Rated |  |
Fixed maturities |  |
Total Unrealized Losses | $ (15,000) | $ (49,000)

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