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INVESTMENTS - Amortized cost or cost and fair values (Details) - USD ($) $ in Thousands | Dec. 31, 2019 | Dec. 31, 2018
--- | --- | ---
Fixed maturities |  |
Amortized cost | $ 12,263,240 | $ 11,616,312
Gross unrealized gains | 236,817 | 33,874
Gross unrealized losses | (31,852) | (214,839)
Fair value | 12,468,205 | 11,435,347
U.S. government and agency |  |
Fixed maturities |  |
Amortized cost | 2,102,849 | 1,520,142
Gross unrealized gains | 16,345 | 4,232
Gross unrealized losses | (6,313) | (8,677)
Fair value | 2,112,881 | 1,515,697
Non-U.S. government |  |
Fixed maturities |  |
Amortized cost | 564,505 | 507,550
Gross unrealized gains | 14,535 | 1,586
Gross unrealized losses | (2,448) | (16,120)
Fair value | 576,592 | 493,016
Corporate debt |  |
Fixed maturities |  |
Amortized cost | 4,797,384 | 4,990,279
Gross unrealized gains | 140,426 | 15,086
Gross unrealized losses | (7,556) | (128,444)
Fair value | 4,930,254 | 4,876,921
Agency RMBS |  |
Fixed maturities |  |
Amortized cost | 1,570,823 | 1,666,684
Gross unrealized gains | 25,215 | 6,508
Gross unrealized losses | (3,454) | (29,884)
Fair value | 1,592,584 | 1,643,308
CMBS |  |
Fixed maturities |  |
Amortized cost | 1,340,156 | 1,103,507
Gross unrealized gains | 29,838 | 2,818
Gross unrealized losses | (4,942) | (13,795)
Fair value | 1,365,052 | 1,092,530
Non-Agency RMBS |  |
Fixed maturities |  |
Amortized cost | 84,381 | 40,732
Gross unrealized gains | 1,393 | 1,237
Gross unrealized losses | (852) | (1,282)
Fair value | 84,922 | 40,687
ABS |  |
Fixed maturities |  |
Amortized cost | 1,599,867 | 1,651,350
Gross unrealized gains | 4,706 | 1,493
Gross unrealized losses | (5,880) | (15,240)
Fair value | 1,598,693 | 1,637,603
Municipals |  |
Fixed maturities |  |
Amortized cost | 203,275 | 136,068
Gross unrealized gains | 4,359 | 914
Gross unrealized losses | (407) | (1,397)
Fair value | $ 207,227 | $ 135,585

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