XML 38 R52.htm IDEA: XBRL DOCUMENT  v2.3.0.11
Fair Value Measurement (Details) (USD $)
Jun. 30, 2011
Dec. 31, 2010
Dec. 31, 2009
Assets:      
Short-term investments $ 1,070,401,000 $ 1,031,578,000  
Other invested assets 252,082,000 283,032,000  
Credit derivative assets 603,867,000 592,898,000  
FG VIEs' assets, at fair value 3,492,204,000 3,657,481,000 762,300,000
Liabilities:      
Credit derivative liabilities 2,788,218,000 2,465,520,000  
FG VIEs' liabilities with recourse, at fair value 2,755,113,000 2,926,988,000  
FG VIEs' liabilities without recourse, at fair value 1,282,463,000 1,337,214,000  
Fair value measurement on recurring basis
     
Assets:      
Total fixed maturity securities 9,864,200,000 9,415,300,000  
Short-term investments 1,070,400,000 1,031,600,000  
Other invested assets 37,900,000 33,300,000  
Credit derivative assets 603,900,000 592,900,000  
FG VIEs' assets, at fair value 3,492,200,000 3,657,500,000  
Other assets 49,300,000 44,400,000  
Total assets carried at fair value 15,117,900,000 14,775,000,000  
Liabilities:      
Credit derivative liabilities 2,788,200,000 2,465,500,000  
FG VIEs' liabilities with recourse, at fair value 2,755,100,000 2,927,000,000  
FG VIEs' liabilities without recourse, at fair value 1,282,500,000 1,337,200,000  
Other liabilities   100,000  
Total liabilities carried at fair value 6,825,800,000 6,729,800,000  
Fair value measurement on recurring basis | Level 1
     
Assets:      
Short-term investments 129,600,000 253,400,000  
Other invested assets 400,000 200,000  
Other assets 29,500,000 25,700,000  
Total assets carried at fair value 159,500,000 279,300,000  
Fair value measurement on recurring basis | Level 2
     
Assets:      
Total fixed maturity securities 9,502,300,000 9,092,700,000  
Short-term investments 940,800,000 778,200,000  
Other invested assets 25,500,000 21,400,000  
Other assets 19,800,000 18,700,000  
Total assets carried at fair value 10,488,400,000 9,911,000,000  
Liabilities:      
Other liabilities   100,000  
Total liabilities carried at fair value   100,000  
Fair value measurement on recurring basis | Level 2 | U.S. government and agencies
     
Assets:      
Total fixed maturity securities 975,300,000 1,048,200,000  
Fair value measurement on recurring basis | Level 2 | Obligations of state and political subdivisions
     
Assets:      
Total fixed maturity securities 5,184,200,000 4,959,900,000  
Fair value measurement on recurring basis | Level 2 | Corporate securities
     
Assets:      
Total fixed maturity securities 1,065,500,000 992,500,000  
Fair value measurement on recurring basis | Level 2 | RMBS
     
Assets:      
Total fixed maturity securities 1,129,500,000 1,071,700,000  
Fair value measurement on recurring basis | Level 2 | CMBS
     
Assets:      
Total fixed maturity securities 516,100,000 379,100,000  
Fair value measurement on recurring basis | Level 2 | Asset-backed securities
     
Assets:      
Total fixed maturity securities 287,000,000 292,700,000  
Fair value measurement on recurring basis | Level 2 | Foreign government securities
     
Assets:      
Total fixed maturity securities 344,700,000 348,600,000  
Fair value measurement on recurring basis | Level 3
     
Assets:      
Total fixed maturity securities 361,900,000 322,600,000  
Other invested assets 12,000,000 11,700,000  
Credit derivative assets 603,900,000 592,900,000  
FG VIEs' assets, at fair value 3,492,200,000 3,657,500,000  
Total assets carried at fair value 4,470,000,000 4,584,700,000  
Liabilities:      
Credit derivative liabilities 2,788,200,000 2,465,500,000  
FG VIEs' liabilities with recourse, at fair value 2,755,100,000 2,927,000,000  
FG VIEs' liabilities without recourse, at fair value 1,282,500,000 1,337,200,000  
Total liabilities carried at fair value 6,825,800,000 6,729,700,000  
Fair value measurement on recurring basis | Level 3 | RMBS
     
Assets:      
Total fixed maturity securities 88,000,000 112,400,000  
Fair value measurement on recurring basis | Level 3 | Asset-backed securities
     
Assets:      
Total fixed maturity securities 273,900,000 210,200,000  
Fair value measurement on recurring basis | U.S. government and agencies
     
Assets:      
Total fixed maturity securities 975,300,000 1,048,200,000  
Fair value measurement on recurring basis | Obligations of state and political subdivisions
     
Assets:      
Total fixed maturity securities 5,184,200,000 4,959,900,000  
Fair value measurement on recurring basis | Corporate securities
     
Assets:      
Total fixed maturity securities 1,065,500,000 992,500,000  
Fair value measurement on recurring basis | RMBS
     
Assets:      
Total fixed maturity securities 1,217,500,000 1,184,100,000  
Fair value measurement on recurring basis | CMBS
     
Assets:      
Total fixed maturity securities 516,100,000 379,100,000  
Fair value measurement on recurring basis | Asset-backed securities
     
Assets:      
Total fixed maturity securities 560,900,000 502,900,000  
Fair value measurement on recurring basis | Foreign government securities
     
Assets:      
Total fixed maturity securities 344,700,000 348,600,000  
Fair value measurement on non-recurring basis | Level 3
     
Liabilities:      
Mortgage loans recorded at fair value $ 10,000,000 $ 9,400,000