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<p style='margin-top:13.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0px;">8</font><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;">. Derivatives </font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The Company's derivative instruments are recorded in the Unaudited Condensed Consolidated Balance Sheets at fair value, with changes in fair value mainly recognized in either net foreign exchange gains and losses or net realized and unrealized investment gains and losses in the Unaudited Condensed Consolidated Statements of Operations or accumulated other comprehensive income</font><font style="font-family:Times New Roman;font-size:10pt;"> or loss</font><font style="font-family:Times New Roman;font-size:10pt;"> in the Unaudited Condensed Consolidated Balance Sheets, depending on the nature of the derivative instrument. The Company's objectives for holding or issuing these derivatives are as follows: </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0px;">Foreign Exchange Forward Contracts </font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The Company utilizes foreign exchange forward contracts as part of its overall currency risk management and investment strategies. From time to time, the Company also utilizes foreign exchange forward contracts to hedge a portion of its net investment exposure resulting from the translation of its foreign subsidiaries and branches whose functional currency is other than the U.S. dollar. </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0px;">Foreign Currency Option Contracts and Futures Contracts </font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The Company also utilizes foreign currency option contracts to mitigate foreign currency risk. The Company uses exchange traded treasury note futures contracts to manage portfolio duration and commodity</font><font style="font-family:Times New Roman;font-size:10pt;"> and equity</font><font style="font-family:Times New Roman;font-size:10pt;"> futures to hedge certain investments. </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0px;">Credit Default Swaps </font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The Company purchases protection through credit default swaps to mitigate the risk associated with its underwriting operations, most notably in the credit/surety line, and to manage market exposures. </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The Company also assumes credit risk through credit default swaps to replicate investment positions. The original term of these credit default swaps is generally five years or less and there are no recourse provisions associated with these swaps. While the Company would be required to perform under exposure assumed through credit default swaps in the event of a default on the underlying issuer, no issuer was in default at </font><font style="font-family:Times New Roman;font-size:10pt;">September 30, 2010</font><font style="font-family:Times New Roman;font-size:10pt;">. The counterparties on the Company's assumed credit default swaps are all highly rated financial institutions. </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0px;">Insurance-Linked Securities </font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The Company has entered into various weather der</font><font style="font-family:Times New Roman;font-size:10pt;">ivatives, weather futures and </font><font style="font-family:Times New Roman;font-size:10pt;">longevity total return swap</font><font style="font-family:Times New Roman;font-size:10pt;">s</font><font style="font-family:Times New Roman;font-size:10pt;"> for which the underlying risks include parametric weather risks for the weather derivatives and weather futures, and longevity risk for the longevity total return swap</font><font style="font-family:Times New Roman;font-size:10pt;">s</font><font style="font-family:Times New Roman;font-size:10pt;">. </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0px;">Total Return and Interest Rate Swaps and Interest Rate Derivatives </font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The Company has entered into total return swaps referencing various project and principal finance obligations. The Company has also entered into interest rate swaps to mitigate interest rate risk on certain total return swaps and interest rate derivatives to mitigate exposure to interest rate volatility. </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The fair values and the related notional values of derivatives included in the Company's Unaudited Condensed Consolidated Balance Sheets at </font><font style="font-family:Times New Roman;font-size:10pt;">September 30, 2010</font><font style="font-family:Times New Roman;font-size:10pt;"> and December 31, </font><font style="font-family:Times New Roman;font-size:10pt;">2009</font><font style="font-family:Times New Roman;font-size:10pt;"> were as follows (in thousands of U.S. dollars): </font></p><p style='margin-top: 0pt; margin-bottom: 0pt;'></p><div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 13px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;"> </td><td style="width: 111px; text-align:left;border-color:#000000;min-width:111px;"> </td><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td colspan="7" style="width: 184px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:184px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">September 30, 2010</font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="7" style="width: 184px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:184px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">December 31, 2009</font></td></tr><tr style="height: 13px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;"> </td><td style="width: 111px; text-align:left;border-color:#000000;min-width:111px;"> </td><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td colspan="3" style="width: 88px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:88px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">Fair</font></td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="3" style="width: 88px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:88px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">Notional</font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="3" style="width: 88px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:88px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">Fair</font></td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="3" style="width: 88px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:88px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">Notional</font></td></tr><tr style="height: 13px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;"> </td><td style="width: 111px; text-align:left;border-color:#000000;min-width:111px;"> </td><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td colspan="3" style="width: 88px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:88px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">Value</font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="3" style="width: 88px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:88px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">Value</font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="3" style="width: 88px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:88px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">Value</font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="3" style="width: 88px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:88px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">Value</font></td></tr><tr style="height: 19px"><td colspan="5" style="width: 324px; text-align:left;border-color:#000000;min-width:324px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Derivatives designated as hedges</font></td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 324px; text-align:left;border-color:#000000;min-width:324px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Foreign exchange forward contracts (net investment hedge)</font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">4,840</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 324px; text-align:left;border-color:#000000;min-width:324px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate derivatives </font></td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">6,354</font></td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">400,000</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="3" style="width: 203px; text-align:left;border-color:#000000;min-width:203px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Total derivatives designated as hedges</font><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;"> </font></td><td colspan="2" style="width: 121px; text-align:left;border-color:#000000;min-width:121px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">11,194</font></td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;"> </td><td style="width: 111px; text-align:left;border-color:#000000;min-width:111px;"> </td><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 324px; text-align:left;border-color:#000000;min-width:324px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Derivatives not designated as hedges</font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 324px; text-align:left;border-color:#000000;min-width:324px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Foreign exchange forward contracts </font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">13,569</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">1,732,462</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">1,137</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">1,333,862</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 324px; text-align:left;border-color:#000000;min-width:324px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Foreign currency option contracts </font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">4,675</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">120,527</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">1,680</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">108,205</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 324px; text-align:left;border-color:#000000;min-width:324px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Futures contracts </font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(20,046)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">1,306,486</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">27,866</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">1,825,297</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 324px; text-align:left;border-color:#000000;min-width:324px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Credit default swaps (protection purchased) </font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(1,741)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">134,110</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(2,056)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">192,996</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 324px; text-align:left;border-color:#000000;min-width:324px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Credit default swaps (assumed risks) </font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(262)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">27,500</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">566</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">22,500</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 324px; text-align:left;border-color:#000000;min-width:324px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Insurance-linked securities </font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(2,159)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">118,213</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(149)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">48,962</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 324px; text-align:left;border-color:#000000;min-width:324px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Total return swaps </font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(4,020)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">178,126</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(1,195)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">229,165</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 324px; text-align:left;border-color:#000000;min-width:324px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate swaps</font><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">(1)</font></td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(8,629)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(8,166)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 324px; text-align:left;border-color:#000000;min-width:324px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Other </font></td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">130</font></td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="4" style="width: 224px; text-align:left;border-color:#000000;min-width:224px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Total derivatives not designated as hedges</font><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;"> </font></td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(18,613)</font></td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">19,813</font></td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;"> </td><td style="width: 111px; text-align:left;border-color:#000000;min-width:111px;"> </td><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;"> </td><td style="width: 100px; text-align:left;border-color:#000000;min-width:100px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="2" style="width: 92px; text-align:left;border-color:#000000;min-width:92px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Total derivatives</font><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;"> </font></td><td colspan="3" style="width: 232px; text-align:left;border-color:#000000;min-width:232px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(18,613)</font></td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 72px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:72px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">31,007</font></td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr></table></div><p style='margin-top: 0pt; margin-bottom: 0pt;'></p><p style='margin-top:12pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">_______________</font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">(</font><font style="font-family:Times New Roman;font-size:10pt;font-style:italic;">1)       The </font><font style="font-family:Times New Roman;font-size:10pt;font-style:italic;">C</font><font style="font-family:Times New Roman;font-size:10pt;font-style:italic;">ompany enters into interest rate swaps to mitigate certain notional exposures on total return swaps. Accordingly, the notional value</font><font style="font-family:Times New Roman;font-size:10pt;"> </font><font style="font-family:Times New Roman;font-size:10pt;font-style:italic;">of interest rate swaps is not presented separately in the table.       </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The fair value of all derivatives at </font><font style="font-family:Times New Roman;font-size:10pt;">September 30, 2010</font><font style="font-family:Times New Roman;font-size:10pt;"> and December 31, </font><font style="font-family:Times New Roman;font-size:10pt;">2009</font><font style="font-family:Times New Roman;font-size:10pt;"> is recorded in other invested assets in the Company's Unaudited Condensed Consolidated Balance Sheets. The effective portion of net investment hedging derivatives recognized in accumulated other comprehensive income at December 31, </font><font style="font-family:Times New Roman;font-size:10pt;">2009</font><font style="font-family:Times New Roman;font-size:10pt;"> was a loss of $</font><font style="font-family:Times New Roman;font-size:10pt;">66.3</font><font style="font-family:Times New Roman;font-size:10pt;"> million. The effective portion of interest rate derivatives recognized in accumulated other comprehensive income at December 31, </font><font style="font-family:Times New Roman;font-size:10pt;">2009</font><font style="font-family:Times New Roman;font-size:10pt;"> was a gain of </font><font style="font-family:Times New Roman;font-size:10pt;">$6.4</font><font style="font-family:Times New Roman;font-size:10pt;"> million. There were no net investment hedges or interest rate derivatives outstanding at </font><font style="font-family:Times New Roman;font-size:10pt;">September 30, 2010</font><font style="font-family:Times New Roman;font-size:10pt;">. </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The gains and losses in the Unaudited Condensed Consolidated Statements of Operations for derivatives not designated as hedges for the three</font><font style="font-family:Times New Roman;font-size:10pt;"> months</font><font style="font-family:Times New Roman;font-size:10pt;"> and </font><font style="font-family:Times New Roman;font-size:10pt;">nine months</font><font style="font-family:Times New Roman;font-size:10pt;"> ended </font><font style="font-family:Times New Roman;font-size:10pt;">September 30, 2010</font><font style="font-family:Times New Roman;font-size:10pt;"> and </font><font style="font-family:Times New Roman;font-size:10pt;">2009</font><font style="font-family:Times New Roman;font-size:10pt;"> were as follows (in thousands of U.S. dollars): </font></p><p style='margin-top:0pt; margin-bottom:0pt'> </p><p style='margin-top: 0pt; margin-bottom: 0pt;'></p><div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 13px"><td colspan="2" rowspan="4" style="width: 163px; text-align:center;border-color:#000000;min-width:163px;"> </td><td style="width: 60px; text-align:center;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 26px; text-align:center;border-color:#000000;min-width:26px;"> </td><td colspan="3" style="width: 92px; text-align:center;border-color:#000000;min-width:92px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">For the three</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;"> </td><td colspan="3" style="width: 91px; text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">For the three</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;"> </td><td colspan="3" style="width: 91px; text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">For the nine</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;"> </td><td colspan="3" style="width: 91px; text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">For the nine</font></td></tr><tr style="height: 13px"><td style="width: 144px; text-align:center;border-color:#000000;min-width:144px;"> </td><td style="width: 60px; text-align:center;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 26px; text-align:center;border-color:#000000;min-width:26px;"> </td><td colspan="3" style="width: 92px; text-align:center;border-color:#000000;min-width:92px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">months ended</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;"> </td><td colspan="3" style="width: 91px; text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">months ended</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;"> </td><td colspan="3" style="width: 91px; text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">months ended</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;"> </td><td colspan="3" style="width: 91px; text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">months ended</font></td></tr><tr style="height: 13px"><td style="width: 144px; text-align:center;border-color:#000000;min-width:144px;"> </td><td style="width: 60px; text-align:center;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 26px; text-align:center;border-color:#000000;min-width:26px;"> </td><td colspan="3" style="width: 92px; text-align:center;border-color:#000000;min-width:92px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">September 30,</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;"> </td><td colspan="3" style="width: 91px; text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">September 30,</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;"> </td><td colspan="3" style="width: 91px; text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">September 30,</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;"> </td><td colspan="3" style="width: 91px; text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">September 30,</font></td></tr><tr style="height: 13px"><td style="width: 144px; text-align:center;border-color:#000000;min-width:144px;"> </td><td style="width: 60px; text-align:center;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 26px; text-align:center;border-color:#000000;min-width:26px;"> </td><td colspan="3" style="width: 92px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:92px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">2010</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;"> </td><td colspan="3" style="width: 91px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">2009</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;"> </td><td colspan="3" style="width: 91px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">2010</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;"> </td><td colspan="3" style="width: 91px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">2009</font></td></tr><tr style="height: 19px"><td colspan="5" style="width: 254px; text-align:left;border-color:#000000;min-width:254px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Foreign exchange forward contracts </font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">33,284</font></td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">36,058</font></td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">43,825</font></td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">38,093</font></td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 254px; text-align:left;border-color:#000000;min-width:254px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Foreign currency option contracts </font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">4,774</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">1,861</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">5,908</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">4,044</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td style="width: 19px; text-align:center;border-color:#000000;min-width:19px;"> </td><td style="width: 144px; text-align:center;border-color:#000000;min-width:144px;"> </td><td style="width: 60px; text-align:center;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:center;border-color:#000000;min-width:5px;"> </td><td style="width: 26px; text-align:center;border-color:#000000;min-width:26px;"> </td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 254px; text-align:left;border-color:#000000;min-width:254px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Total included in net foreign </font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 144px; text-align:left;border-color:#000000;min-width:144px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;">exchange gains and losses </font></td><td colspan="3" style="width: 91px; text-align:left;border-color:#000000;min-width:91px;"> </td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">38,058</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">37,919</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">49,733</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">42,137</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 144px; text-align:left;border-color:#000000;min-width:144px;"> </td><td style="width: 60px; text-align:left;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;"> </td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 254px; text-align:left;border-color:#000000;min-width:254px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Futures contracts </font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(39,092)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(50,148)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(115,207)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(15,948)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 254px; text-align:left;border-color:#000000;min-width:254px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Credit default swaps (protection purchased)</font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(944)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(5,121)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(1,285)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(13,957)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 254px; text-align:left;border-color:#000000;min-width:254px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Credit default swaps (assumed risks) </font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">1,528</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">5,721</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">149</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">5,798</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 254px; text-align:left;border-color:#000000;min-width:254px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Insurance-linked securities </font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">5,020</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">120</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">8,834</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">691</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 254px; text-align:left;border-color:#000000;min-width:254px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Total return swaps </font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">4,400</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">7,673</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">6,809</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">26,876</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 254px; text-align:left;border-color:#000000;min-width:254px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate swaps </font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(857)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(921)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(464)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">2,281</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 254px; text-align:left;border-color:#000000;min-width:254px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate derivatives </font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(3,848)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 254px; text-align:left;border-color:#000000;min-width:254px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Other </font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(88)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">— </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(154)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">230</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="2" style="width: 163px; text-align:left;border-color:#000000;min-width:163px;"> </td><td style="width: 60px; text-align:left;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;"> </td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="3" style="width: 223px; text-align:left;border-color:#000000;min-width:223px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Total included in net realized and </font></td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;"> </td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td colspan="3" style="width: 209px; text-align:left;border-color:#000000;min-width:209px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">unrealized investment gains and losses</font></td><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;"> </td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(30,033)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(42,676)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(105,166)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">5,971</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="2" style="width: 163px; text-align:left;border-color:#000000;min-width:163px;"> </td><td style="width: 60px; text-align:left;border-color:#000000;min-width:60px;"> </td><td style="width: 5px; text-align:left;border-color:#000000;min-width:5px;"> </td><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;"> </td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 75px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:75px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr><tr style="height: 16px"><td colspan="3" style="width: 223px; text-align:left;border-color:#000000;min-width:223px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: left;">Total derivatives not designated as hedges</font></td><td colspan="2" style="width: 31px; text-align:left;border-color:#000000;min-width:31px;"> </td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">8,025</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(4,757)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">(55,433)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 75px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:75px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 9pt;COLOR: #000000;TEXT-ALIGN: right;">48,108</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td></tr></table></div>
8. Derivatives The Company's derivative instruments are recorded in the Unaudited Condensed Consolidated Balance Sheets at fair value, with changes in fair
false
false
false
|
us-types:textBlockItemType
textblock
This element can be used to disclose the entity's entire derivative instruments and hedging activities disclosure as a single block of text. Describes an entity's risk management strategies, derivatives in hedging activities and non-hedging derivative instruments, the assets, obligations, liabilities, revenues and expenses arising there from, and the amounts of and methodologies and assumptions used in determining the amounts of such items.
Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 45
Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Statement of Financial Accounting Standard (FAS)
-Number 133
-Paragraph 44
false
1
2
false
UnKnown
UnKnown
UnKnown
false
true