XML 38 R40.htm IDEA: XBRL DOCUMENT v2.3.0.15
FAIR VALUE MEASUREMENTS (DETAILS 2) (USD $)
In Thousands
3 Months Ended9 Months Ended
Sep. 30, 2011
Sep. 30, 2010
Sep. 30, 2011
Sep. 30, 2010
Corporate Debt [Member]
    
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]    
Balance at beginning of period$ 1,550$ 3,100$ 1,550$ 18,130
Total net realized and unrealized gains included in net income0000
Total net realized and unrealized losses included in net income000(1,550)
Change in net unrealized gains included in other comprehensive income0003,751
Change in net unrealized losses included in other comprehensive income000(34)
Purchases0000
Sales000(12)
Settlements / distributions0000
Transfers into Level 30000
Transfers out of Level 3000(17,185)
Balance at end of period1,5503,1001,5503,100
Level 3 gains / (losses) included in earnings attributable to the change in unrealized gains / losses relating to those assets and liabilities held at the reporting date000(1,550)
CMBS [Member]
    
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]    
Balance at beginning of period03,60002,409
Total net realized and unrealized gains included in net income0000
Total net realized and unrealized losses included in net income000(119)
Change in net unrealized gains included in other comprehensive income018001,273
Change in net unrealized losses included in other comprehensive income000(238)
Purchases0003,474
Sales000(206)
Settlements / distributions000(694)
Transfers into Level 30000
Transfers out of Level 30(3,780)0(5,899)
Balance at end of period0000
Level 3 gains / (losses) included in earnings attributable to the change in unrealized gains / losses relating to those assets and liabilities held at the reporting date0000
Non-Agency RMBS [Member]
    
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]    
Balance at beginning of period11,2682,97319,6786,639
Total net realized and unrealized gains included in net income0000
Total net realized and unrealized losses included in net income000(581)
Change in net unrealized gains included in other comprehensive income37921241,238
Change in net unrealized losses included in other comprehensive income(40)(7)(55)(27)
Purchases0000
Sales000(211)
Settlements / distributions(610)(207)(1,583)(692)
Transfers into Level 3000780
Transfers out of Level 3(1,525)(2,851)(9,034)(7,146)
Balance at end of period9,13009,1300
Level 3 gains / (losses) included in earnings attributable to the change in unrealized gains / losses relating to those assets and liabilities held at the reporting date0000
ABS [Member]
    
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]    
Balance at beginning of period44,73346,81643,17843,585
Total net realized and unrealized gains included in net income0000
Total net realized and unrealized losses included in net income000(1,134)
Change in net unrealized gains included in other comprehensive income2,76904,6242,406
Change in net unrealized losses included in other comprehensive income(558)(47)(858)(71)
Purchases0004,000
Sales000(2,004)
Settlements / distributions0(356)0(369)
Transfers into Level 31,29301,2930
Transfers out of Level 30(4,190)0(4,190)
Balance at end of period48,23742,22348,23742,223
Level 3 gains / (losses) included in earnings attributable to the change in unrealized gains / losses relating to those assets and liabilities held at the reporting date0000
Fixed Maturities [Member]
    
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]    
Balance at beginning of period57,55156,48964,40670,763
Total net realized and unrealized gains included in net income0000
Total net realized and unrealized losses included in net income000(3,384)
Change in net unrealized gains included in other comprehensive income2,8062724,7488,668
Change in net unrealized losses included in other comprehensive income(598)(54)(913)(370)
Purchases0007,474
Sales000(2,433)
Settlements / distributions(610)(563)(1,583)(1,755)
Transfers into Level 31,29301,293780
Transfers out of Level 3(1,525)(10,821)(9,034)(34,420)
Balance at end of period58,91745,32358,91745,323
Level 3 gains / (losses) included in earnings attributable to the change in unrealized gains / losses relating to those assets and liabilities held at the reporting date000(1,550)
Alternative Investments [Member]
    
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]    
Balance at beginning of period623,650496,087519,296520,188
Total net realized and unrealized gains included in net income4,75823,46947,59835,818
Total net realized and unrealized losses included in net income(35,410)0(41,709)0
Change in net unrealized gains included in other comprehensive income0000
Change in net unrealized losses included in other comprehensive income0000
Purchases60,00025,000180,00045,000
Sales(729)(3,588)(24,923)(47,992)
Settlements / distributions(8,999)(7,896)(36,992)(19,942)
Transfers into Level 30000
Transfers out of Level 30000
Balance at end of period643,270533,072643,270533,072
Level 3 gains / (losses) included in earnings attributable to the change in unrealized gains / losses relating to those assets and liabilities held at the reporting date(30,376)23,4696,73235,818
Total Assets [Member]
    
Changes in Level 3 Financial Instruments Measured at Fair Value on a Recurring Basis [Line Items]    
Balance at beginning of period681,201552,576583,702590,951
Total net realized and unrealized gains included in net income4,75823,46947,59835,818
Total net realized and unrealized losses included in net income(35,410)0(41,709)(3,384)
Change in net unrealized gains included in other comprehensive income2,8062724,7488,668
Change in net unrealized losses included in other comprehensive income(598)(54)(913)(370)
Purchases60,00025,000180,00052,474
Sales(729)(3,588)(24,923)(50,425)
Settlements / distributions(9,609)(8,459)(38,575)(21,697)
Transfers into Level 31,29301,293780
Transfers out of Level 3(1,525)(10,821)(9,034)(34,420)
Balance at end of period702,187578,395702,187578,395
Level 3 gains / (losses) included in earnings attributable to the change in unrealized gains / losses relating to those assets and liabilities held at the reporting date$ (30,376)$ 23,469$ 6,732$ 34,268