XML 24 R76.htm IDEA: XBRL DOCUMENT v2.4.0.6
Fair value measurements - Quantitative Information Related to Significant Unobservable Inputs (Detail) (USD $)
9 Months Ended
Sep. 30, 2012
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]  
Investments $ 1,193,182
Privately issued residential [Member]
 
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]  
Investments 1,065,636
Valuation technique Discounted cash flow
Unobservable inputs/ assumptions Probability of default Loss severity
Probability of default weighted average 18.00%
Loss severity weighted average 49.00%
Privately issued residential [Member] | Minimum [Member]
 
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]  
Probability of default Loss 1.00%
Loss severity 32.00%
Privately issued residential [Member] | Maximum [Member]
 
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]  
Probability of default Loss 40.00%
Loss severity 79.00%
Collateralized debt obligations [Member]
 
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]  
Investments 57,201
Valuation technique Discounted cash flow
Unobservable inputs/ assumptions Probability of default Loss severity
Probability of default weighted average 15.00%
Collateralized debt obligations [Member] | Minimum [Member]
 
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]  
Probability of default Loss 3.00%
Loss severity 100.00%
Collateralized debt obligations [Member] | Maximum [Member]
 
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]  
Probability of default Loss 65.00%
Commitments to originate real estate loans [Member]
 
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]  
Investments $ 70,345
Valuation technique Discounted cash flow
Unobservable inputs/ assumptions Commitment expirations
Commitment expirations weighted average 22.00%
Commitments to originate real estate loans [Member] | Minimum [Member]
 
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]  
Commitment expirations 0.00%
Commitments to originate real estate loans [Member] | Maximum [Member]
 
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]  
Commitment expirations 73.00%