SCHEDULE I CONSOLIDATED SUMMARY OF INVESTMENTS

12 Months Ended

Dec. 31, 2011

Summary of Investments, Other than Investments in Related Parties [Text Block]

SCHEDULE I
CONSOLIDATED SUMMARY OF INVESTMENTS – OTHER THAN
INVESTMENTS IN RELATED PARTIES

At December 31, 2011

Type of Investment (U.S. dollars in thousands)	Cost or Amortized Cost (1)		Fair Value		Amount Presented in the Balance Sheet
Fixed Maturities:
Bonds and notes:
U.S. Government and Government-Related/Supported	$	1,864,354	$	1,990,983	$	1,990,983
Corporate		10,212,083		10,462,515		10,462,515
Residential mortgage-backed securities – Agency		5,189,473		5,379,406		5,379,406
Residential mortgage-backed securities – Non-Agency		851,557		641,815		641,815
Commercial mortgage-backed securities		927,684		974,835		974,835
Collateralized debt obligations		843,553		658,602		658,602
Other asset-backed securities – Government		995,903		986,356		986,356
U.S. States and political subdivisions of the States		1,698,573		1,797,378		1,797,378
Non-U.S. Sovereign Government, Supranational and Government-Related		3,188,535		3,298,135		3,298,135
Total fixed maturities (1)	$	25,771,715	$	26,190,025	$	26,190,025
Equity Securities	$	480,685	$	468,197	$	468,197
Short-term investments (1)	$	359,378	$	359,063	$	359,063
Fixed maturities, held to maturity (1)	$	2,668,978	$	2,895,688	$	2,668,978
Other investments	$	849,511	$	958,681	$	985,262
Total investments other than investments in related parties	$	30,130,267	$	30,871,654	$	30,671,525

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

At December 31, 2010

Type of Investment (U.S. dollars in thousands)	Cost or Amortized Cost (1)		Fair Value		Amount Presented in the Balance Sheet
Fixed Maturities:
Bonds and notes:
U.S. Government and Government-Related/Supported	$	2,499,079	$	2,565,444	$	2,565,444
Corporate		10,962,804		10,968,971		10,968,971
Residential mortgage-backed securities – Agency		5,059,249		5,203,711		5,203,711
Residential mortgage-backed securities – Non-Agency		1,257,474		1,021,823		1,021,823
Commercial mortgage-backed securities		1,135,075		1,172,507		1,172,507
Collateralized debt obligations		920,501		734,138		734,138
Other asset-backed securities Government		979,539		960,532		960,532
U.S. States and political subdivisions of the States		1,379,150		1,360,456		1,360,456
Non-U.S. Sovereign Government, Supranational and Government-Related		3,129,971		3,154,523		3,154,523
Total fixed maturities (1)	$	27,322,842	$	27,142,105	$	27,142,105
Equity Securities	$	56,737	$	84,767	$	84,767
Short-term investments (1)	$	450,491	$	450,681	$	450,681
Fixed maturities, held to maturity (1)	$	2,728,335	$	2,742,626	$	2,728,335
Other investments	$	789,917	$	883,409	$	893,570
Total investments other than investments in related parties	$	31,348,322	$	31,303,588	$	31,299,458

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