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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)