When people say "I am not religious" what does it mean exactly?

Does it mean you believe in God but you don’t believe in religion?

Or does it mean neither religion or God has any place in your life?

I often get confused at this or what to answer if people ask me whether I am religious.

I am afraid if I say either no or yes it may be misinterpreted.

For me religious means that you don’t rigidly follow a religion but essentially you have and believe in one of the mainstream religions under christianity, judaism or islam.