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

12 Months Ended

Dec. 31, 2015

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, 2015 AND 2014

	2015						2014
(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 - Excluding Life Funds Withheld Assets:
U.S. Government and Government Agency-Related/Supported	$	5,047,621	$	5,065,637	$	5,065,637	$	2,100,851	$	2,171,953	$	2,171,953
Corporate - Financials	3,535,830		3,561,909		3,561,909		2,687,797		2,761,916		2,761,916
Corporate - Non-Financials	6,867,525		6,900,447		6,900,447		5,774,333		6,016,457		6,016,457
RMBS – Agency	3,697,756		3,757,971		3,757,971		3,625,171		3,728,576		3,728,576
RMBS – Non-Agency	319,876		328,540		328,540		404,398		427,351		427,351
CMBS	401,713		405,316		405,316		1,033,819		1,052,544		1,052,544
CDO	41,679		32,410		32,410		717,544		692,034		692,034
Other asset-backed securities	1,164,426		1,168,572		1,168,572		1,028,528		1,065,293		1,065,293
U.S. States and political subdivisions of the States	2,514,048		2,632,070		2,632,070		1,892,566		2,021,272		2,021,272
Non-U.S. Sovereign Government, Supranational and Government-Related	5,249,148		5,251,614		5,251,614		4,162,425		4,240,073		4,240,073
Total Fixed maturities – AFS	$	28,839,622	$	29,104,486	$	29,104,486	$	23,427,432	$	24,177,469	$	24,177,469
Equity securities	834,079		878,919		878,919		763,833		868,292		868,292
Short-term investments	618,851		617,390		617,390		257,221		256,727		256,727
Total Investments - AFS - Excluding Life Funds Withheld Assets	30,292,552		30,600,795		30,600,795		24,448,486		25,302,488		25,302,488
Fixed Maturities - AFS - Life Funds Withheld Assets
U.S. Government and Government agency-Related/Supported	10,721		12,742		12,742		14,866		18,724		18,724
Corporate - Financials	531,016		598,236		598,236		701,587		801,019		801,019
Corporate - Non-Financials	1,132,926		1,308,628		1,308,628		1,706,262		2,016,961		2,016,961
RMBS – Agency	591		752		752		3,301		3,782		3,782
RMBS – Non-Agency	24,401		26,953		26,953		71,075		85,335		85,335
CMBS	107,968		122,481		122,481		168,886		193,167		193,167
Other asset-backed securities	132,674		149,795		149,795		238,168		273,541		273,541
Non-U.S. Sovereign Government, Supranational and Government-Related	737,735		933,516		933,516		1,397,194		1,789,036		1,789,036
Total Fixed maturities - AFS - Life Funds Withheld Assets	2,678,032		3,153,103		3,153,103		4,301,339		5,181,565		5,181,565
Total Investments - AFS	32,970,584		33,753,898		33,753,898		28,749,825		30,484,053		30,484,053
Fixed maturities - Trading
U.S. Government and Government-Related/Supported	4,957		4,990		4,990		—		—		—
Corporate - Financials	344,070		335,956		335,956		—		—		—
Corporate - Non-Financials	509,441		493,621		493,621		1,180		1,171		1,171
RMBS - Agency	370		368		368		—		—		—
CMBS	4,874		4,803		4,803		—		—		—
Other asset-backed securities	26,405		25,700		25,700		—		—		—
Non-U.S. Sovereign Government, Provincial, Supranational and Government-Related/Supported	373,492		370,261		370,261		—		—		—
Total Fixed maturities - Trading	1,263,609		1,235,699		1,235,699		1,180		1,171		1,171
Short-term investments	60,176		60,330		60,330		—		—		—
Total investments - Trading	1,323,785		1,296,029		1,296,029		1,180		1,171		1,171
Other investments	1,197,674		1,445,793		1,433,057		1,002,871		1,265,682		1,248,439
Total investments other than investments in related parties	$	35,492,043	$	36,495,720	$	36,482,984	$	29,753,876	$	31,750,906	$	31,733,663

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