2.4.0.8001050 - Disclosure - Derivativestruefalsefalse1false falsefalseFROM_Jan01_2013_TO_Jun30_2013http://www.sec.gov/CIK0000911421duration2013-01-01T00:00:002013-06-30T00:00:001true 1us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureAbstractus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalse1falsefalsefalse00falsefalsefalsexbrli:stringItemTypestringfalse0Disclosure - Derivatives [Abstract]2false 2us-gaap_DerivativeInstrumentsAndHedgingActivitiesDisclosureTextBlockus-gaap_truenadurationfalsefalsefalsefalsefalsefalsefalsefalse1falsefalsefalse004. Derivatives The Company's derivative instruments are recorded in the 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 Condensed Consolidated Statements of Operations or accumulated other comprehensive income or loss in the 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: Foreign Exchange Forward Contracts 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. Foreign Currency Option Contracts and Futures Contracts The Company 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 and equity futures to hedge certain investments. The Company also uses commodities futures to replicate the investment return on certain benchmarked commodities.Credit Default Swaps 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. 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 June 30, 2013. The counterparties on the Company's assumed credit default swaps are all investment grade rated financial institutions. Insurance-Linked Securities The Company enters into various weather derivatives and longevity total return swaps for which the underlying risks reference parametric weather risks for the weather derivatives and longevity risk for the longevity total return swaps. Total Return and Interest Rate Swaps and Interest Rate Derivatives The Company enters into total return swaps referencing various project, investments and principal finance obligations. The Company enters into interest rate swaps to mitigate the interest rate risk on certain of the total return swaps. The Company also uses other interest rate derivatives to mitigate exposure to interest rate volatility. To-Be-Announced Mortgage-Backed SecuritiesThe Company utilizes TBAs as part of its overall investment strategy and to enhance investment performance.The net fair values and the related net notional values of derivatives included in the Company's Condensed Consolidated Balance Sheets at June 30, 2013 and December 31, 2012 were as follows (in thousands of U.S. dollars):<div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 11px"><td style="width: 97px; text-align:left;border-color:#000000;min-width:97px;"> </td><td style="width: 114px; text-align:left;border-color:#000000;min-width:114px;"> </td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 166px; text-align:left;border-color:#000000;min-width:166px;"> </td><td style="width: 8px; 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: 61px; text-align:left;border-color:#000000;min-width:61px;"> </td><td style="width: 8px; 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: 59px; text-align:left;border-color:#000000;min-width:59px;"> </td><td style="width: 8px; 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: 61px; text-align:left;border-color:#000000;min-width:61px;"> </td><td style="width: 8px; 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: 59px; text-align:left;border-color:#000000;min-width:59px;"> </td></tr><tr style="height: 11px"><td style="width: 97px; text-align:left;border-color:#000000;min-width:97px;"> </td><td style="width: 114px; text-align:left;border-color:#000000;min-width:114px;"> </td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 166px; text-align:left;border-color:#000000;min-width:166px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 69px; text-align:center;border-color:#000000;min-width:69px;">Asset</td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 67px; text-align:center;border-color:#000000;min-width:67px;">Liability</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="5" style="width: 144px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:144px;">Net derivatives</td></tr><tr style="height: 11px"><td style="width: 97px; text-align:left;border-color:#000000;min-width:97px;"> </td><td style="width: 114px; text-align:left;border-color:#000000;min-width:114px;"> </td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 166px; text-align:left;border-color:#000000;min-width:166px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 69px; text-align:center;border-color:#000000;min-width:69px;">derivatives</td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 67px; text-align:center;border-color:#000000;min-width:67px;">derivatives</td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 69px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:69px;">Net notional</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="2" style="width: 67px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:67px;"> </td></tr><tr style="height: 11px"><td style="width: 97px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:97px;">June 30, 2013</td><td style="width: 114px; text-align:left;border-color:#000000;min-width:114px;"> </td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 166px; text-align:left;border-color:#000000;min-width:166px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 69px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:69px;">at fair value</td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 67px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:67px;">at fair value</td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 69px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:69px;">exposure</td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 67px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:67px;">Fair value</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:396px;">Foreign exchange forward contracts</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;">$</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:61px;">7,486</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;">$</td><td style="width: 59px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:59px;">(4,656)</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;">$</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:61px;">1,924,401</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;">$</td><td style="width: 59px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:59px;">2,830</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Foreign currency option contracts</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: 61px; text-align:right;border-color:#000000;min-width:61px;">0</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(3,280)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">97,113</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(3,280)</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Futures contracts</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: 61px; text-align:right;border-color:#000000;min-width:61px;">55,879</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(9)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">5,022,813</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: 59px; text-align:right;border-color:#000000;min-width:59px;">55,870</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Credit default swaps (protection purchased)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">0</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(404)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">34,000</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(404)</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Credit default swaps (assumed risks)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">157</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: 59px; text-align:right;border-color:#000000;min-width:59px;">0</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: 61px; text-align:right;border-color:#000000;min-width:61px;">10,000</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: 59px; text-align:right;border-color:#000000;min-width:59px;">157</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Insurance-linked securities (1)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">814</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(906)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">140,744</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(92)</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Total return swaps</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: 61px; text-align:right;border-color:#000000;min-width:61px;">3,328</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(903)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">68,414</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: 59px; text-align:right;border-color:#000000;min-width:59px;">2,425</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Interest rate swaps (2)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">215</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(4,919)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">0</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(4,704)</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">TBAs</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: 61px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;">1</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: 59px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:59px;">(3,805)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">143,466</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: 59px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:59px;">(3,804)</td></tr><tr style="height: 17px"><td style="width: 97px; text-align:left;border-color:#000000;min-width:97px;">Total derivatives</td><td colspan="3" style="width: 299px; text-align:left;border-color:#000000;min-width:299px;"> </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;">$</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:61px;">67,880</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;">$</td><td style="width: 59px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:59px;">(18,882)</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: 61px; text-align:right;border-color:#000000;min-width:61px;"> </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;">$</td><td style="width: 59px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:59px;">48,998</td></tr><tr style="height: 17px"><td style="width: 97px; text-align:left;border-color:#000000;min-width:97px;"> </td><td style="width: 114px; text-align:left;border-color:#000000;min-width:114px;"> </td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 166px; text-align:left;border-color:#000000;min-width:166px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 61px; text-align:left;border-color:#000000;min-width:61px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 59px; text-align:left;border-color:#000000;min-width:59px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 61px; text-align:left;border-color:#000000;min-width:61px;"> </td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 59px; text-align:left;border-color:#000000;min-width:59px;"> </td></tr><tr style="height: 11px"><td style="width: 97px; text-align:left;border-color:#000000;min-width:97px;"> </td><td style="width: 114px; text-align:left;border-color:#000000;min-width:114px;"> </td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 166px; text-align:left;border-color:#000000;min-width:166px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 69px; text-align:center;border-color:#000000;min-width:69px;">Asset</td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 67px; text-align:center;border-color:#000000;min-width:67px;">Liability</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;"> </td><td colspan="5" style="width: 144px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:144px;">Net derivatives</td></tr><tr style="height: 11px"><td style="width: 97px; text-align:left;border-color:#000000;min-width:97px;"> </td><td style="width: 114px; text-align:left;border-color:#000000;min-width:114px;"> </td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 166px; text-align:left;border-color:#000000;min-width:166px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 69px; text-align:center;border-color:#000000;min-width:69px;">derivatives</td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 67px; text-align:center;border-color:#000000;min-width:67px;">derivatives</td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 69px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:69px;">Net notional</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="2" style="width: 67px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:67px;"> </td></tr><tr style="height: 11px"><td style="width: 97px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:97px;">December 31, 2012</td><td style="width: 114px; text-align:left;border-color:#000000;min-width:114px;"> </td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;"> </td><td style="width: 166px; text-align:left;border-color:#000000;min-width:166px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 69px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:69px;">at fair value</td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 67px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:67px;">at fair value</td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 69px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:69px;">exposure</td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td colspan="2" style="width: 67px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:67px;">Fair value</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:396px;">Foreign exchange forward contracts</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;">$</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:61px;">7,889</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;">$</td><td style="width: 59px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:59px;">(17,395)</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;">$</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:61px;">2,170,914</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;">$</td><td style="width: 59px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:59px;">(9,506)</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Foreign currency option contracts</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: 61px; text-align:right;border-color:#000000;min-width:61px;">1,410</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(186)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">133,377</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: 59px; text-align:right;border-color:#000000;min-width:59px;">1,224</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Futures contracts</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: 61px; text-align:right;border-color:#000000;min-width:61px;">1,956</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(1,352)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">3,981,107</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: 59px; text-align:right;border-color:#000000;min-width:59px;">604</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Credit default swaps (protection purchased)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">6</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(807)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">55,000</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(801)</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Credit default swaps (assumed risks)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">512</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: 59px; text-align:right;border-color:#000000;min-width:59px;">0</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: 61px; text-align:right;border-color:#000000;min-width:61px;">17,500</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: 59px; text-align:right;border-color:#000000;min-width:59px;">512</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Insurance-linked securities (1)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">0</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(2,173)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">135,964</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(2,173)</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Total return swaps</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: 61px; text-align:right;border-color:#000000;min-width:61px;">6,630</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(546)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">68,730</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: 59px; text-align:right;border-color:#000000;min-width:59px;">6,084</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">Interest rate swaps (2)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">0</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(7,880)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">0</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: 59px; text-align:right;border-color:#000000;min-width:59px;">(7,880)</td></tr><tr style="height: 17px"><td colspan="4" style="width: 396px; text-align:left;border-color:#000000;min-width:396px;">TBAs</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: 61px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;">115</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: 59px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:59px;">(163)</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: 61px; text-align:right;border-color:#000000;min-width:61px;">155,760</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: 59px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:59px;">(48)</td></tr><tr style="height: 17px"><td style="width: 97px; text-align:left;border-color:#000000;min-width:97px;">Total derivatives</td><td colspan="3" style="width: 299px; text-align:left;border-color:#000000;min-width:299px;"> </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;">$</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:61px;">18,518</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;">$</td><td style="width: 59px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:59px;">(30,502)</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; text-align:center;border-color:#000000;min-width:8px;"> </td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"> </td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"> </td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:8px;">$</td><td style="width: 59px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:59px;">(11,984)</td></tr></table></div>_______________(1)       At June 30, 2013 and December 31, 2012, insurance-linked securities include a longevity swap for which the notional amount is not reflective of the overall potential exposure of the swap. As such, the Company has included the probable maximum loss under the swap within the net notional exposure as an approximation of the notional amount.(2)       The Company enters into interest rate swaps to mitigate notional exposures on certain total return swaps. Accordingly, the notional value of interest rate swaps is not presented separately in the table.       The fair value of all derivatives at June 30, 2013 and December 31, 2012 is recorded in Other invested assets in the Company's Condensed Consolidated Balance Sheets. At June 30, 2013 and December 31, 2012, none of the Company's derivatives were designated as hedges.The gains and losses in the Condensed Consolidated Statements of Operations for derivatives not designated as hedges for the three months and six months ended June 30, 2013 and 2012 were as follows (in thousands of U.S. dollars): <div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 8px"><td style="width: 14px; text-align:center;border-color:#000000;min-width:14px;"> </td><td style="width: 82px; text-align:center;border-color:#000000;min-width:82px;"> </td><td style="width: 76px; text-align:center;border-color:#000000;min-width:76px;"> </td><td style="width: 125px; text-align:center;border-color:#000000;min-width:125px;"> </td><td style="width: 37px; text-align:center;border-color:#000000;min-width:37px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="3" style="width: 86px; text-align:center;border-color:#000000;min-width:86px;">For the three</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="3" style="width: 86px; text-align:center;border-color:#000000;min-width:86px;">For the three</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="3" style="width: 86px; text-align:center;border-color:#000000;min-width:86px;">For the six</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="3" style="width: 86px; text-align:center;border-color:#000000;min-width:86px;">For the six</td></tr><tr style="height: 8px"><td style="width: 14px; text-align:center;border-color:#000000;min-width:14px;"> </td><td style="width: 82px; text-align:center;border-color:#000000;min-width:82px;"> </td><td style="width: 76px; text-align:center;border-color:#000000;min-width:76px;"> </td><td style="width: 125px; text-align:center;border-color:#000000;min-width:125px;"> </td><td style="width: 37px; text-align:center;border-color:#000000;min-width:37px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="3" style="width: 86px; text-align:center;border-color:#000000;min-width:86px;">months ended</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="3" style="width: 86px; text-align:center;border-color:#000000;min-width:86px;">months ended</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="3" style="width: 86px; text-align:center;border-color:#000000;min-width:86px;">months ended</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="3" style="width: 86px; text-align:center;border-color:#000000;min-width:86px;">months ended</td></tr><tr style="height: 8px"><td style="width: 14px; text-align:center;border-color:#000000;min-width:14px;"> </td><td style="width: 82px; text-align:center;border-color:#000000;min-width:82px;"> </td><td style="width: 76px; text-align:center;border-color:#000000;min-width:76px;"> </td><td style="width: 125px; text-align:center;border-color:#000000;min-width:125px;"> </td><td style="width: 37px; text-align:center;border-color:#000000;min-width:37px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="3" style="width: 86px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:86px;">June 30, 2013</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="3" style="width: 86px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:86px;">June 30, 2012</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="3" style="width: 86px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:86px;">June 30, 2013</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="3" style="width: 86px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:86px;">June 30, 2012</td></tr><tr style="height: 16px"><td colspan="5" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;">Foreign exchange forward contracts </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:73px;">(54,004)</td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:73px;">15,829</td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:73px;">(36,474)</td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:73px;">19,710</td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;">Foreign currency option contracts </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;">(3,275)</td><td style="width: 6px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;">(1,829)</td><td style="width: 6px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;">(3,840)</td><td style="width: 6px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;">1,498</td><td style="width: 6px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 16px"><td colspan="4" style="width: 297px; text-align:left;border-color:#000000;min-width:297px;">Total included in net foreign exchange gains and losses </td><td style="width: 37px; text-align:left;border-color:#000000;min-width:37px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:73px;">(57,279)</td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:73px;">14,000</td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:73px;">(40,314)</td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:73px;">21,208</td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 16px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;"> </td><td style="width: 82px; text-align:left;border-color:#000000;min-width:82px;"> </td><td style="width: 76px; text-align:left;border-color:#000000;min-width:76px;"> </td><td style="width: 125px; text-align:left;border-color:#000000;min-width:125px;"> </td><td style="width: 37px; text-align:left;border-color:#000000;min-width:37px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;">Futures contracts </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">91,679</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(41,624)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">85,376</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(19,779)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;">Credit default swaps (protection purchased) </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(22)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(14)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(120)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(611)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;">Credit default swaps (assumed risks) </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">8</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">235</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">115</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">1,311</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;">Insurance-linked securities </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">2,469</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">4,685</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(550)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">1,226</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;">Total return swaps </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(2,988)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(546)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(3,659)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(469)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;">Interest rate swaps </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">2,399</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(1,165)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">3,176</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(202)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;">TBAs</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;">(8,363)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;">3,808</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;">(9,697)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;">4,878</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 16px"><td colspan="5" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;">Total included in net realized and unrealized</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 16px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;"> </td><td colspan="2" style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">investment gains and losses</td><td colspan="2" style="width: 162px; text-align:center;border-color:#000000;min-width:162px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">85,182</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(34,621)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">74,641</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(13,646)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 9px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;"> </td><td style="width: 82px; text-align:left;border-color:#000000;min-width:82px;"> </td><td style="width: 76px; text-align:left;border-color:#000000;min-width:76px;"> </td><td style="width: 125px; text-align:left;border-color:#000000;min-width:125px;"> </td><td style="width: 37px; text-align:left;border-color:#000000;min-width:37px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;"> </td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td></tr><tr style="height: 16px"><td colspan="2" style="width: 96px; text-align:left;border-color:#000000;min-width:96px;">Total derivatives</td><td colspan="3" style="width: 238px; text-align:center;border-color:#000000;min-width:238px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">27,903</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">(20,621)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">34,327</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 7px; text-align:center;border-color:#000000;min-width:7px;">$</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">7,562</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td></tr></table></div>Offsetting of DerivativesThe gross and net fair values of derivatives that are subject to offsetting in the Condensed Consolidated Balance Sheets at June 30, 2013 and December 31, 2012 were as follows (in thousands of U.S. dollars):<div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 8px"><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;"> </td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;"> </td><td style="width: 94px; text-align:left;border-color:#000000;min-width:94px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 71px; text-align:center;border-color:#000000;min-width:71px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 71px; text-align:center;border-color:#000000;min-width:71px;">Gross</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 91px; text-align:center;border-color:#000000;min-width:91px;">Net amounts of</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="5" style="width: 155px; text-align:center;border-color:#000000;min-width:155px;">Gross amounts not offset</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 66px; text-align:center;border-color:#000000;min-width:66px;"> </td></tr><tr style="height: 8px"><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;"> </td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;"> </td><td style="width: 94px; text-align:left;border-color:#000000;min-width:94px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 71px; text-align:center;border-color:#000000;min-width:71px;">Gross</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 71px; text-align:center;border-color:#000000;min-width:71px;">amounts</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 91px; text-align:center;border-color:#000000;min-width:91px;">assets/ liabilities</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="5" style="width: 155px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:155px;">in the balance sheet</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 66px; text-align:center;border-color:#000000;min-width:66px;"> </td></tr><tr style="height: 8px"><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;"> </td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;"> </td><td style="width: 94px; text-align:left;border-color:#000000;min-width:94px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 71px; text-align:center;border-color:#000000;min-width:71px;">amounts</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 71px; text-align:center;border-color:#000000;min-width:71px;">offset in the</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 91px; text-align:center;border-color:#000000;min-width:91px;">presented in the</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 71px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:71px;">Financial</td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 78px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:78px;">Cash collateral</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 66px; text-align:center;border-color:#000000;min-width:66px;"> </td></tr><tr style="height: 8px"><td colspan="3" style="width: 126px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:126px;">June 30, 2013</td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 71px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:71px;">recognized (1)</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 71px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:71px;">balance sheet</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 91px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:91px;">balance sheet</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 71px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:71px;">instruments</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 78px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:78px;">received/pledged</td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td colspan="2" style="width: 66px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:66px;"> Net amount </td></tr><tr style="height: 16px"><td colspan="3" style="width: 126px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:126px;">Total derivative assets</td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;">67,880</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;">0</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;">67,880</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;">(3,459)</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 72px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:72px;">0</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:60px;">64,421</td></tr><tr style="height: 16px"><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;"> </td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;"> </td><td style="width: 94px; text-align:left;border-color:#000000;min-width:94px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> </td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"> </td></tr><tr style="height: 16px"><td colspan="3" style="width: 126px; text-align:left;border-color:#000000;min-width:126px;">Total derivative liabilities</td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">(18,882)</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">0</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;">(18,882)</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">3,459</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;">6,286</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;">(9,137)</td></tr><tr style="height: 16px"><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;"> </td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;"> </td><td style="width: 94px; text-align:left;border-color:#000000;min-width:94px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 85px; text-align:left;border-color:#000000;min-width:85px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 72px; text-align:left;border-color:#000000;min-width:72px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 60px; text-align:left;border-color:#000000;min-width:60px;"> </td></tr><tr style="height: 9px"><td colspan="3" style="width: 126px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:126px;">December 31, 2012</td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 85px; text-align:left;border-color:#000000;min-width:85px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 65px; text-align:left;border-color:#000000;min-width:65px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 72px; text-align:left;border-color:#000000;min-width:72px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 60px; text-align:left;border-color:#000000;min-width:60px;"> </td></tr><tr style="height: 16px"><td colspan="3" style="width: 126px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:126px;">Total derivative assets</td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">18,518</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">0</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;">18,518</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">(12,051)</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;">0</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;">6,467</td></tr><tr style="height: 16px"><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;"> </td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;"> </td><td style="width: 94px; text-align:left;border-color:#000000;min-width:94px;"> </td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"> </td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"> </td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;"> </td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;"> </td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"> </td></tr><tr style="height: 16px"><td colspan="3" style="width: 126px; text-align:left;border-color:#000000;min-width:126px;">Total derivative liabilities</td><td style="width: 80px; text-align:left;border-color:#000000;min-width:80px;"> </td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">(30,502)</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">0</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 85px; text-align:right;border-color:#000000;min-width:85px;">(30,502)</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">12,051</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;">0</td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;"> </td><td style="width: 6px; text-align:center;border-color:#000000;min-width:6px;">$</td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;">(18,451)</td></tr></table></div>_______________(1)       Amounts include all derivative instruments, irrespective of whether there is a legally enforceable master netting arrangement in place. Generally, credit default swaps, total return swaps and interest rate swaps are subject to a master netting or similar agreements as they are entered into using International Swaps and Derivatives Association agreements which provide for the ability to settle the derivative asset and liability with each counterparty on a net basis. Futures contracts and foreign exchange forward contracts are traded on a regulated exchange which permits netting.falsefalsefalsenonnum:textBlockItemTypenaThe entire disclosure for the entity's entire derivative instruments and hedging activities. Describes an entity's risk management strategies, derivatives in hedging activities and non-hedging derivative instruments, the assets, obligations, liabilities, revenues and expenses arising therefrom, 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 Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=7668309&loc=d3e80748-113994 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41638-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4E -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624181-113959 Reference 4: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41635-113959 Reference 5: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 45 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6441202&loc=d3e80720-113993 Reference 6: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4J -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5708773-113959 Reference 7: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4H -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624258-113959 Reference 8: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(n)) -URI http://asc.fasb.org/extlink&oid=6881521&loc=d3e23780-122690 Reference 9: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4A -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5618551-113959 Reference 10: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624163-113959 Reference 11: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44 -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 12: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4K -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5708775-113959 Reference 13: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 25 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=6886632&loc=d3e76258-113986 Reference 14: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 45 -LegacyDoc This reference is SUPERSEDED by the Accounting Standards Codification effective for interim and annual periods ending after September 15, 2009. This reference is included to help users transition from the previous accounting hierarchy and will be removed from future versions of this taxonomy. Reference 15: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 30 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=7668309&loc=d3e80784-113994 Reference 16: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 2 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41620-113959 Reference 17: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5580258-113959 Reference 18: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5579245-113959 Reference 19: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1 -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5579240-113959 Reference 20: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 5 -URI http://asc.fasb.org/extlink&oid=7476318&loc=d3e41641-113959 Reference 21: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4C -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624171-113959 Reference 22: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4D -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5624177-113959 false0DerivativesfalseDerivativesUnKnownUnKnownUnKnownUnKnowntruefalsefalseSheethttp://www.partnerre.com/role/DisclosureDerivatives12