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INVESTMENTS - Gross unrealized losses (Details) $ in Thousands | Dec. 31, 2019 USD ($) security | Dec. 31, 2018 USD ($) security
--- | --- | ---
Fixed maturities |  |
Total Unrealized Losses | $ (32,000) | $ (215,000)
Fixed maturities |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 997,856 | 3,569,519
Unrealized Losses - 12 months or greater | (13,323) | (114,561)
Fair Value - Less than 12 months | 2,177,108 | 4,917,951
Unrealized Losses - Less than 12 months | (18,529) | (100,278)
Total Fair Value | 3,174,964 | 8,487,470
Total Unrealized Losses | $ (31,852) | $ (214,839)
Number of positions in an unrealized loss | security | 1,190 | 3,599
Continuous unrealized loss position | security | 497 | 1,656
Fixed maturities | Below Investment Grade or Not Rated |  |
Fixed maturities |  |
Total Unrealized Losses | $ (5,000) | $ (49,000)
U.S. government and agency |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 9,536 | 374,030
Unrealized Losses - 12 months or greater | (67) | (7,659)
Fair Value - Less than 12 months | 614,705 | 424,439
Unrealized Losses - Less than 12 months | (6,246) | (1,018)
Total Fair Value | 624,241 | 798,469
Total Unrealized Losses | (6,313) | (8,677)
Non-U.S. government |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 99,466 | 44,339
Unrealized Losses - 12 months or greater | (2,036) | (2,004)
Fair Value - Less than 12 months | 18,361 | 303,376
Unrealized Losses - Less than 12 months | (412) | (14,116)
Total Fair Value | 117,827 | 347,715
Total Unrealized Losses | (2,448) | (16,120)
Corporate debt |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 121,635 | 1,439,378
Unrealized Losses - 12 months or greater | (3,847) | (58,915)
Fair Value - Less than 12 months | 375,858 | 2,547,135
Unrealized Losses - Less than 12 months | (3,709) | (69,529)
Total Fair Value | 497,493 | 3,986,513
Total Unrealized Losses | (7,556) | (128,444)
Agency RMBS |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 195,395 | 940,645
Unrealized Losses - 12 months or greater | (1,816) | (29,255)
Fair Value - Less than 12 months | 326,402 | 117,181
Unrealized Losses - Less than 12 months | (1,638) | (629)
Total Fair Value | 521,797 | 1,057,826
Total Unrealized Losses | (3,454) | (29,884)
CMBS |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 24,281 | 455,582
Unrealized Losses - 12 months or greater | (64) | (11,430)
Fair Value - Less than 12 months | 364,641 | 353,802
Unrealized Losses - Less than 12 months | (4,878) | (2,365)
Total Fair Value | 388,922 | 809,384
Total Unrealized Losses | (4,942) | (13,795)
Non-Agency RMBS |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 6,345 | 9,494
Unrealized Losses - 12 months or greater | (792) | (1,170)
Fair Value - Less than 12 months | 25,816 | 11,432
Unrealized Losses - Less than 12 months | (60) | (112)
Total Fair Value | 32,161 | 20,926
Total Unrealized Losses | (852) | (1,282)
ABS |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 535,780 | 237,237
Unrealized Losses - 12 months or greater | (4,667) | (2,755)
Fair Value - Less than 12 months | 404,641 | 1,150,692
Unrealized Losses - Less than 12 months | (1,213) | (12,485)
Total Fair Value | 940,421 | 1,387,929
Total Unrealized Losses | (5,880) | (15,240)
Municipals |  |
Fixed maturities |  |
Fair Value - 12 months or greater | 5,418 | 68,814
Unrealized Losses - 12 months or greater | (34) | (1,373)
Fair Value - Less than 12 months | 46,684 | 9,894
Unrealized Losses - Less than 12 months | (373) | (24)
Total Fair Value | 52,102 | 78,708
Total Unrealized Losses | $ (407) | $ (1,397)

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