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INVESTMENTS (Gross Unrealized Losses) (Details) $ in Thousands | Jun. 30, 2019 USD ($) security | Dec. 31, 2018 USD ($) security
--- | --- | ---
U.S. government and agency |  |
Fixed maturities |  |
Fair Value - 12 months or greater | $ 111,237 | $ 374,030
Unrealized Losses - 12 months or greater | (1,085) | (7,659)
Fair Value - Less than 12 months | 174,271 | 424,439
Unrealized Losses - Less than 12 months | (180) | (1,018)
Total Fair Value of Securities in Unrealized Loss Position | 285,508 | 798,469
Total Unrealized Losses | (1,265) | (8,677)
Non-U.S. government |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 130,187 | 44,339
Unrealized Losses - 12 months or greater | (6,343) | (2,004)
Fair Value - Less than 12 months | 111,035 | 303,376
Unrealized Losses - Less than 12 months | (2,380) | (14,116)
Total Fair Value of Securities in Unrealized Loss Position | 241,222 | 347,715
Total Unrealized Losses | (8,723) | (16,120)
Corporate debt |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 479,376 | 1,439,378
Unrealized Losses - 12 months or greater | (10,405) | (58,915)
Fair Value - Less than 12 months | 484,354 | 2,547,135
Unrealized Losses - Less than 12 months | (8,742) | (69,529)
Total Fair Value of Securities in Unrealized Loss Position | 963,730 | 3,986,513
Total Unrealized Losses | (19,147) | (128,444)
Agency RMBS |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 557,096 | 940,645
Unrealized Losses - 12 months or greater | (6,256) | (29,255)
Fair Value - Less than 12 months | 66,210 | 117,181
Unrealized Losses - Less than 12 months | (119) | (629)
Total Fair Value of Securities in Unrealized Loss Position | 623,306 | 1,057,826
Total Unrealized Losses | (6,375) | (29,884)
CMBS |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 18,034 | 455,582
Unrealized Losses - 12 months or greater | (27) | (11,430)
Fair Value - Less than 12 months | 136,832 | 353,802
Unrealized Losses - Less than 12 months | (688) | (2,365)
Total Fair Value of Securities in Unrealized Loss Position | 154,866 | 809,384
Total Unrealized Losses | (715) | (13,795)
Non-Agency RMBS |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 5,845 | 9,494
Unrealized Losses - 12 months or greater | (973) | (1,170)
Fair Value - Less than 12 months | 15,760 | 11,432
Unrealized Losses - Less than 12 months | (340) | (112)
Total Fair Value of Securities in Unrealized Loss Position | 21,605 | 20,926
Total Unrealized Losses | (1,313) | (1,282)
ABS |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 400,246 | 237,237
Unrealized Losses - 12 months or greater | (3,609) | (2,755)
Fair Value - Less than 12 months | 487,791 | 1,150,692
Unrealized Losses - Less than 12 months | (2,337) | (12,485)
Total Fair Value of Securities in Unrealized Loss Position | 888,037 | 1,387,929
Total Unrealized Losses | (5,946) | (15,240)
Municipals |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 9,980 | 68,814
Unrealized Losses - 12 months or greater | (120) | (1,373)
Fair Value - Less than 12 months | 0 | 9,894
Unrealized Losses - Less than 12 months | 0 | (24)
Total Fair Value of Securities in Unrealized Loss Position | 9,980 | 78,708
Total Unrealized Losses | (120) | (1,397)
Fixed maturities |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 1,712,001 | 3,569,519
Unrealized Losses - 12 months or greater | (28,818) | (114,561)
Fair Value - Less than 12 months | 1,476,253 | 4,917,951
Unrealized Losses - Less than 12 months | (14,786) | (100,278)
Total Fair Value of Securities in Unrealized Loss Position | 3,188,254 | 8,487,470
Total Unrealized Losses | $ (43,604) | $ (214,839)
Number of available for sale securities in unrealized loss positions | security | 1,614 | 3,599
Number of available for sale securities in unrealized loss positions for 12 months or greater | security | 958 | 1,656
Fixed maturities | Below Investment Grade or Not Rated |  |
Fixed maturities |  |
Total Unrealized Losses | $ (12,000) | $ (49,000)

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