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INVESTMENTS - Securities narrative (Details) - USD ($)
$ in Thousands
12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Schedule Of Available For Sale Securities [Line Items]    
Fair value $ 11,435,347 $ 12,622,006
Total Unrealized Losses 215,000 91,000
Gross unrealized losses (17,882) (1,883)
Fair value 381,633 635,511
Non-U.S. government    
Schedule Of Available For Sale Securities [Line Items]    
Fair value 493,016 806,299
Total Unrealized Losses 16,120 9,523
Non-U.S. government | Eurozone    
Schedule Of Available For Sale Securities [Line Items]    
Fair value 29,000 185,000
CMBS    
Schedule Of Available For Sale Securities [Line Items]    
Fair value 1,092,530 777,728
Total Unrealized Losses $ 13,795 $ 3,125
CMBS | Weighted Average    
Schedule Of Available For Sale Securities [Line Items]    
Subordination percentage input for determining credit losses 31.00% 29.00%
Non-Agency RMBS    
Schedule Of Available For Sale Securities [Line Items]    
Fair value $ 40,687 $ 46,831
Total Unrealized Losses 1,282 799
Non-Agency RMBS | Prime    
Schedule Of Available For Sale Securities [Line Items]    
Fair value 31,000 34,000
Non-Agency RMBS | Alt A    
Schedule Of Available For Sale Securities [Line Items]    
Fair value $ 5,000 $ 8,000