Schedule I - Consolidated Summary of Investments - other than Investments in Related Parties

12 Months Ended

Dec. 31, 2013

Summary of Investments, Other than Investments in Related Parties [Abstract]

Schedule I - Consolidated summary of investments - other than investments in related parties

SCHEDULE I

CONSOLIDATED SUMMARY OF INVESTMENTS – OTHER THAN

INVESTMENTS IN RELATED PARTIES

AT DECEMBER 31, 2013 AND 2012



	2013						2012
(U.S. dollars in thousands)	Cost or Amortized Cost (1)		Fair Value		Amount Presented in the Balance Sheet		Cost or Amortized Cost (1)		Fair Value		Amount Presented in the Balance Sheet
Fixed Maturities – AFS:
U.S. Government and Government agency-Related/Supported	$	2,484,193	$	2,501,851	$	2,501,851	$	1,906,044	$	2,034,617	$	2,034,617
Corporate	10,802,332		11,125,830		11,125,830		9,837,962		10,482,000		10,482,000
RMBS – Agency	3,540,101		3,546,122		3,546,122		5,054,097		5,255,493		5,255,493
RMBS – Non-Agency	396,798		398,768		398,768		678,469		647,733		647,733
CMBS	1,223,313		1,246,795		1,246,795		1,010,794		1,077,251		1,077,251
CDO	754,414		717,313		717,313		784,999		709,816		709,816
Other asset-backed securities	1,210,384		1,242,104		1,242,104		1,426,483		1,470,711		1,470,711
U.S. States and political subdivisions of the States	1,821,499		1,845,812		1,845,812		1,767,669		1,911,017		1,911,017
Non-U.S. Sovereign Government, Supranational and Government-Related	4,878,840		4,875,541		4,875,541		4,078,289		4,258,282		4,258,282
Total Fixed maturities – AFS	$	27,111,874	$	27,500,136	$	27,500,136	$	26,544,806	$	27,846,920	$	27,846,920
Equity securities	903,201		1,040,237		1,040,237		617,486		649,359		649,359
Short-term investments	455,470		456,288		456,288		322,563		322,703		322,703
Fixed maturities – HTM	2,858,695		3,131,235		2,858,695		2,814,447		3,262,804		2,814,447
Other investments	949,310		1,167,382		1,164,630		1,039,731		1,201,570		1,219,879
Total investments other than investments in related parties	$	32,278,550	$	33,295,278	$	33,019,986	$	31,339,033	$	33,283,356	$	32,853,308

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(1)	Investments in fixed maturities, short-term investments and held to maturity are shown at amortized cost.

- Definition

The entire disclosure for the schedule applicable to insurance companies summarizing investments held as of the most recent audited balance sheet. At a minimum, such summary is by three major categories of investments including: (1) fixed maturities primarily consisting of bonds, including convertibles and bonds with warrants, and redeemable preferred stocks, (2) equity securities primarily consisting of common stocks and nonredeemable preferred stocks, and (3) other investments including mortgage loans on real estate, real estate held for investment, real estate acquired in satisfaction of debt, policy loans, other long-term investments, and short-term investments not otherwise categorized. The information provided with respect to each item within each category includes: (A) the original cost of equity securities and, as to fixed maturity securities, original cost reduced by repayments and adjusted for amortization of premiums or accrual of discounts, (B) fair value as of the reporting date, and (C) the amount at which the item within each category is shown in the statement of financial position; with respect to (C), if the amount at which shown in the statement of financial position is different from the items original [amortized] cost or fair value, an explanation of the difference may be included herein.

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