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Fair Value Measurements (Detail) - Additional information about assets and liabilities measured at fair value on a recurring basis (USD $)
In Thousands
3 Months Ended9 Months Ended
Sep. 30, 2011
Sep. 30, 2010
Sep. 30, 2011
Sep. 30, 2010
Corporate [Member]
    
Balance$ 4,786$ 40,618$ 36,866$ 10,311
Realized gains (losses)23(3)(257)(4,315)
Movement in unrealized gains (losses)(22)338173393
Purchases and issuances 2,4006,8781,265
Sales and settlements (1,282)(10,049)(519)
Transfers into Level 3   8,115
Transfers out of Level 3 (30,762)(28,824)(3,941)
Balance4,78711,3094,78711,309
Movement in total gains (losses) above relating to instruments still held at the reporting date1338(52)576
Residential Mortgage-Backed Securities Agency [Member]
    
Balance15,3851,22630,2557,894
Realized gains (losses)(81)(6)(81) 
Movement in unrealized gains (losses)5239239
Purchases and issuances336,740337,949
Sales and settlements(206) (492) 
Transfers out of Level 3  (14,534)(7,883)
Balance15,1837,99915,1837,999
Movement in total gains (losses) above relating to instruments still held at the reporting date(29)40(79)39
Residential Mortgage-Backed Securities Non-Agency [Member]
    
Balance3,19410,0084,96442,190
Realized gains (losses)(328)(385)(329)(46)
Movement in unrealized gains (losses)76(41)61104
Sales and settlements(143)(6)(517)(2,294)
Transfers into Level 3   4,044
Transfers out of Level 3 (4,518)(1,380)(38,940)
Balance2,7995,0582,7995,058
Movement in total gains (losses) above relating to instruments still held at the reporting date(252)(37)(268)(56)
Commercial Mortgage Backed Securities [Member]
    
Balance4,5634271,6232,755
Realized gains (losses)(501) (1,179)(209)
Movement in unrealized gains (losses)56431,07829
Purchases and issuances  3,155 
Sales and settlements(232) (283)(707)
Transfers out of Level 3   (1,438)
Balance4,3944304,394430
Movement in total gains (losses) above relating to instruments still held at the reporting date633(855)(136)
Collateralized Debt Obligations [Member]
    
Balance727,239690,906721,572197,149
Realized gains (losses)(2,662)(5,520)(3,733)(17,498)
Movement in unrealized gains (losses)(46,520)46,999(10,104)76,655
Purchases and issuances  2,379 
Sales and settlements(12,215)(11,825)(46,158)(16,614)
Transfers into Level 3  1,886475,548
Transfers out of Level 3 (28,651) (23,331)
Balance665,842691,909665,842691,909
Movement in total gains (losses) above relating to instruments still held at the reporting date(49,432)46,685(15,656)72,239
Other Asset Backed Securities [Member]
    
Balance17,04822,52124,65038,179
Realized gains (losses)(238)(7,515)(555)(19,018)
Movement in unrealized gains (losses)3025,6437,16214,757
Purchases and issuances 10,714 12,978
Sales and settlements  (9,114)(1,504)
Transfers into Level 3   204
Transfers out of Level 3 (1)(5,031)(14,234)
Balance17,11231,36217,11231,362
Movement in total gains (losses) above relating to instruments still held at the reporting date64(2,006)6,2877,642
Non US Sovereign Government Supranational And Government Related [Member]
    
Balance 3,1823,6673,217
Movement in unrealized gains (losses) 307 32
Transfers into Level 3   240
Transfers out of Level 3  (3,667) 
Balance 3,489 3,489
Movement in total gains (losses) above relating to instruments still held at the reporting date 307 32
Other Investments [Member]
    
Balance114,54092,857133,71775,584
Realized gains (losses)(244)1,29411,9113,860
Movement in unrealized gains (losses)2,64223410,1345,785
Purchases and issuances1,6676649,78211,575
Sales and settlements(4,243)(12,489)(51,182)(14,244)
Balance114,36282,560114,36282,560
Movement in total gains (losses) above relating to instruments still held at the reporting date2,39823419,7355,785
Derivative Contracts [Member]
    
Balance(49,645)162,911(39,195)100,515
Movement in unrealized gains (losses)(2,344)32,567(12,620)84,202
Purchases and issuances   10,985
Sales and settlements (1,516)(174)(1,740)
Balance(51,989)193,962(51,989)193,962
Movement in total gains (losses) above relating to instruments still held at the reporting date$ (2,344)$ 32,567$ (12,620)$ 84,202