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SCHEDULE I CONSOLIDATED SUMMARY OF INVESTMENTS (Tables)
12 Months Ended
Dec. 31, 2011
Summary of Investment Holdings, Schedule of Investments [Text Block]

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 



 



 



 

 

 

 

 

 

 

 

 

 

 

 

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