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INVESTMENTS - Securities narrative (Details) - USD ($)
$ in Thousands
Dec. 31, 2019
Dec. 31, 2018
Schedule Of Available For Sale Securities [Line Items]    
Fair value $ 12,468,205 $ 11,435,347
Total Unrealized Losses 32,000 215,000
Fair value 474,207 381,633
Non-U.S. government    
Schedule Of Available For Sale Securities [Line Items]    
Fair value 576,592 493,016
Total Unrealized Losses 2,448 16,120
Non-U.S. government | Eurozone    
Schedule Of Available For Sale Securities [Line Items]    
Fair value 37,000 29,000
CMBS    
Schedule Of Available For Sale Securities [Line Items]    
Fair value 1,365,052 1,092,530
Total Unrealized Losses $ 4,942 $ 13,795
CMBS | Weighted Average    
Schedule Of Available For Sale Securities [Line Items]    
Subordination percentage input for determining credit losses 29.00% 31.00%
Non-Agency RMBS    
Schedule Of Available For Sale Securities [Line Items]    
Fair value $ 84,922 $ 40,687
Total Unrealized Losses 852 1,282
Non-Agency RMBS | Prime    
Schedule Of Available For Sale Securities [Line Items]    
Fair value 54,000 31,000
Non-Agency RMBS | Alt A    
Schedule Of Available For Sale Securities [Line Items]    
Fair value $ 11,000 $ 5,000