As at 20 February 2010 Amounts in $000


Debt securities UCITS


Forward currency contracts Cash balances


Amounts due from Members


Amounts due from Group Pooling arrangement Amounts due from reinsurers Accrued interest Sundry debtors


Total of assets subject to credit risk


Other Assets Equities


Absolute return funds Total assets


As at 20 February 2011 Amounts in $000


Debt securities Equities


Absolute return funds UCITS


Forward currency contracts Cash balances


Amounts due from Members


AAA


448,107 259,646 -


- -


- 771


3,851 -


- -


AA


46,037 - -


11,418 -


-


118,929 292 -


- -


A Not readily avail- Total able/not rated


19,147 - -


16,769 60,377


104,650 223 -


1,649 1,880


312 513,603 - 259,646 1,649


30,067


- 138,935 138,935 59,652 120,029 1,893 226,243 -


6,139


4,366 6,139


712,375 176,676 201,166 210,460 1,300,677


- 168,455 168,455 -


93,011 The following table provides the profile of the dates at which amounts fell due for settlement.


Neither past due Within 1-2 years 2-5 years or impaired 1 year


5 years Over Total


624,807---- 624,807 216,701---- 216,701 89,622---- 89,622 235,414---- 235,414 4,871---- 4,871 44,189---- 44,189 73,789


4,249 11,334 593 Total assets


As at 20 February 2010 Amounts in $000


Debt securities Equities


Absolute return funds UCITS


Forward currency contracts Cash balances


Amounts due from Members 1,602,073 5,929


121 714


441


264 705


224 79,296


Reinsurers share of outstanding claims 296,269---- 296,269 Accrued interest Sundry debtors


5,077---- 5,077 1,680


60 13,459 284 1,609,705


712,375 176,676 201,166 471,926 1,562,143 93,011


Neither past due Within 1-2 years 2-5 years or impaired 1 year


5 years


Over


Total


513,603---- 513,603 168,455---- 168,455 93,011---- 93,011 259,646---- 259,646 1,649---- 1,649 30,067---- 30,067 133,740 4,245


288 14,928 1,552,765


183 471


495


286 781


167 138,935


Reinsurers share of outstanding claims 333,300---- 333,300 Accrued interest Sundry debtors Total assets


4,366---- 4,366 3,624 7,869


90 19,111 257 1,562,143


Page 1  |  Page 2  |  Page 3  |  Page 4  |  Page 5  |  Page 6  |  Page 7  |  Page 8  |  Page 9  |  Page 10  |  Page 11  |  Page 12  |  Page 13  |  Page 14  |  Page 15  |  Page 16  |  Page 17  |  Page 18  |  Page 19  |  Page 20  |  Page 21  |  Page 22  |  Page 23  |  Page 24  |  Page 25  |  Page 26  |  Page 27  |  Page 28  |  Page 29  |  Page 30  |  Page 31  |  Page 32  |  Page 33  |  Page 34  |  Page 35  |  Page 36  |  Page 37  |  Page 38  |  Page 39  |  Page 40  |  Page 41  |  Page 42  |  Page 43  |  Page 44  |  Page 45  |  Page 46  |  Page 47  |  Page 48  |  Page 49  |  Page 50  |  Page 51  |  Page 52  |  Page 53