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Fair Value Measurements (Details) - Additional information about assets and liabilities measured at fair value on a recurring basis (USD $)
In Thousands, unless otherwise specified
3 Months Ended 6 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Jun. 30, 2012
Jun. 30, 2011
Derivative Financial Instruments Liabilities Member
       
Fair Value Liabilities Measured On Recurring Basis Unobservable Input Reconciliation Calculation Roll Forward        
Balance, beginning of period $ 40,630 $ 36,810 $ 42,644 $ 39,195
Realized gains (losses)     0  
Movement in unrealized gains (losses) (4,683) 12,725 (6,697) 10,276
Purchases and issuances   (110) 0  
Sales and settlements     0 174
Transfers into Level 3     0  
Transfers out of Level 3     0  
Balance, end of period 35,947 49,645 35,947 49,645
Movement in total gains (losses) above relating to instruments still held at the reporting date 4,683 (12,725) 6,697 (10,276)
Corporate
       
Fair Value Assets Measured On Recurring Basis Unobservable Input Reconciliation Calculation Roll Forward        
Balance, beginning of period 33,305 34,885 23,818 36,866
Realized gains (losses) 82 (247) (42) (279)
Movement in unrealized gains (losses) 94 353 1,255 195
Purchases and issuances 0 0 8,734 6,877
Sales and settlements (213) (7,567) (1,608) (10,049)
Transfers into Level 3 536 0 1,354 0
Transfers out of Level 3 (293) (22,638) 0 (28,824)
Fixed maturities to short term investments classification change     0  
Balance, end of period 33,511 4,786 33,511 4,786
Movement in total gains (losses) above relating to instruments still held at the reporting date 94 71 1,255 6
RMBS - Agency
       
Fair Value Assets Measured On Recurring Basis Unobservable Input Reconciliation Calculation Roll Forward        
Balance, beginning of period 39,795 32,987 32,041 30,255
Realized gains (losses) (30) 0 (96) 0
Movement in unrealized gains (losses) 195 61 (95) (50)
Purchases and issuances 35 0 70 0
Sales and settlements (4,345) (165) (3,211) (286)
Transfers into Level 3 16,938 11,276 23,879 0
Transfers out of Level 3   (28,774) 0 (14,534)
Fixed maturities to short term investments classification change     0  
Balance, end of period 52,588 15,385 52,588 15,385
Movement in total gains (losses) above relating to instruments still held at the reporting date 197 61 (95) (50)
RMBS - Non-Agency
       
Fair Value Assets Measured On Recurring Basis Unobservable Input Reconciliation Calculation Roll Forward        
Balance, beginning of period   3,335 0 4,964
Realized gains (losses)   0 0 0
Movement in unrealized gains (losses)   (22) 0 (16)
Purchases and issuances   0 0 0
Sales and settlements   (119) 0 (374)
Transfers into Level 3 1,596 0 1,596 0
Transfers out of Level 3   0 0 (1,380)
Fixed maturities to short term investments classification change     0  
Balance, end of period 1,596 3,194 1,596 3,194
Movement in total gains (losses) above relating to instruments still held at the reporting date   (22) 0 (16)
CMBS
       
Fair Value Assets Measured On Recurring Basis Unobservable Input Reconciliation Calculation Roll Forward        
Balance, beginning of period   1,757 0 1,623
Realized gains (losses)   207 0 (678)
Movement in unrealized gains (losses)   (527) 0 514
Purchases and issuances   3,155 0 3,155
Sales and settlements   (29) 0 (51)
Transfers into Level 3   0 0 0
Transfers out of Level 3   0 0 0
Fixed maturities to short term investments classification change     0  
Balance, end of period 0 4,563 0 4,563
Movement in total gains (losses) above relating to instruments still held at the reporting date   (320) 0 (152)
CDO
       
Fair Value Assets Measured On Recurring Basis Unobservable Input Reconciliation Calculation Roll Forward        
Balance, beginning of period 638,697 742,551 650,851 721,572
Realized gains (losses) 57 (419) (1,612) (1,071)
Movement in unrealized gains (losses) 6,186 9,633 39,379 36,417
Purchases and issuances 0 2,379 0 2,379
Sales and settlements (1,488) (29,530) (44,835) (33,944)
Transfers into Level 3 0 2,625 0 1,886
Transfers out of Level 3 (1,273) 0 (1,604) 0
Fixed maturities to short term investments classification change     0  
Balance, end of period 642,179 727,239 642,179 727,239
Movement in total gains (losses) above relating to instruments still held at the reporting date 6,186 8,419 35,379 33,777
Other asset-backed securities
       
Fair Value Assets Measured On Recurring Basis Unobservable Input Reconciliation Calculation Roll Forward        
Balance, beginning of period 16,410 12,371 16,552 24,650
Realized gains (losses) (135) 161 (94) (317)
Movement in unrealized gains (losses) 4,145 4,688 3,905 6,860
Purchases and issuances 0 0 0 0
Sales and settlements (844) (172) (1,118) (9,114)
Transfers into Level 3 5,672 0 6,003 0
Transfers out of Level 3   0 0 (5,031)
Fixed maturities to short term investments classification change     0  
Balance, end of period 25,248 17,048 25,248 17,048
Movement in total gains (losses) above relating to instruments still held at the reporting date 3,918 4,878 3,681 6,193
Non U.S. sovereign government, supranational, and government related
       
Fair Value Assets Measured On Recurring Basis Unobservable Input Reconciliation Calculation Roll Forward        
Balance, beginning of period   0 0 3,667
Realized gains (losses)   0 0 0
Movement in unrealized gains (losses)   0 0 0
Purchases and issuances   0 0 0
Sales and settlements   0 0 0
Transfers into Level 3   0 0 0
Transfers out of Level 3   0 0 (3,667)
Fixed maturities to short term investments classification change     0  
Balance, end of period 0 0 0 0
Movement in total gains (losses) above relating to instruments still held at the reporting date   0 0 0
Short-term investments
       
Fair Value Assets Measured On Recurring Basis Unobservable Input Reconciliation Calculation Roll Forward        
Balance, beginning of period     0 0
Realized gains (losses)     0 0
Movement in unrealized gains (losses)     0 0
Purchases and issuances     0 0
Sales and settlements     0 0
Transfers into Level 3     0 0
Transfers out of Level 3     0 0
Fixed maturities to short term investments classification change     0  
Balance, end of period 0 0 0 0
Movement in total gains (losses) above relating to instruments still held at the reporting date     0 0
Other investments
       
Fair Value Assets Measured On Recurring Basis Unobservable Input Reconciliation Calculation Roll Forward        
Balance, beginning of period 115,659 144,834 113,959 133,717
Realized gains (losses) 510 12,155 2,438 12,155
Movement in unrealized gains (losses) 3,616 (1,982) 4,521 7,492
Purchases and issuances 2,365 6,254 3,682 8,115
Sales and settlements (4,080) (46,421) (6,520) (46,939)
Transfers into Level 3 0 0 0 0
Transfers out of Level 3 (305) (300) (315) 0
Fixed maturities to short term investments classification change     0  
Balance, end of period 117,765 114,540 117,765 114,540
Movement in total gains (losses) above relating to instruments still held at the reporting date $ 1,326 $ 9,285 $ 1,004 $ 17,337