XML 38 R71.htm IDEA: XBRL DOCUMENT v2.4.0.6
Fair Value Measurement (Details 2) (USD $)
Dec. 31, 2011
Dec. 31, 2010
Dec. 31, 2009
Assets:      
Short-term investments $ 734,046,000 $ 1,055,567,000  
Other invested assets 222,869,000 283,032,000  
Credit derivative assets 468,933,000 592,898,000  
FG VIEs' assets, at fair value 2,819,077,000 3,657,481,000 1,925,300,000
Liabilities:      
Credit derivative liabilities 1,772,803,000 2,462,831,000  
FG VIEs' liabilities with recourse, at fair value 2,396,945,000 3,030,908,000 2,110,900,000
FG VIEs' liabilities without recourse, at fair value 1,061,497,000 1,337,214,000 226,000,000
Fair value measurement on recurring basis
     
Assets:      
Total fixed maturity securities 10,141,900,000 9,402,300,000  
Short-term investments 734,000,000 1,055,600,000  
Other invested assets 43,500,000 33,300,000  
Credit derivative assets 468,900,000 592,900,000  
FG VIEs' assets, at fair value 2,819,100,000 3,657,500,000  
Other assets 79,500,000 44,400,000  
Total assets carried at fair value 14,286,900,000 14,786,000,000  
Liabilities:      
Credit derivative liabilities 1,772,800,000 2,462,800,000  
FG VIEs' liabilities with recourse, at fair value 2,396,900,000 3,030,900,000  
FG VIEs' liabilities without recourse, at fair value 1,061,500,000 1,337,200,000  
Other liabilities   100,000  
Total liabilities carried at fair value 5,231,200,000 6,831,000,000  
Fair value measurement on recurring basis | U.S. government and agencies
     
Assets:      
Total fixed maturity securities 922,400,000 1,048,200,000  
Fair value measurement on recurring basis | Obligations of state and political subdivisions
     
Assets:      
Total fixed maturity securities 5,455,400,000 4,959,900,000  
Fair value measurement on recurring basis | Corporate securities
     
Assets:      
Total fixed maturity securities 1,038,400,000 992,500,000  
Fair value measurement on recurring basis | RMBS
     
Assets:      
Total fixed maturity securities 1,427,900,000 1,117,100,000  
Fair value measurement on recurring basis | CMBS
     
Assets:      
Total fixed maturity securities 500,000,000 379,100,000  
Fair value measurement on recurring basis | Asset-backed securities
     
Assets:      
Total fixed maturity securities 458,100,000 502,900,000  
Fair value measurement on recurring basis | Foreign government securities
     
Assets:      
Total fixed maturity securities 339,700,000 348,600,000  
Fair value measurement on recurring basis | Level 1
     
Assets:      
Short-term investments 210,300,000 277,400,000  
Other invested assets   200,000  
Other assets 25,700,000 25,700,000  
Total assets carried at fair value 236,000,000 303,300,000  
Fair value measurement on recurring basis | Level 2
     
Assets:      
Total fixed maturity securities 9,763,300,000 9,092,700,000  
Short-term investments 523,700,000 778,200,000  
Other invested assets 32,800,000 21,400,000  
Other assets   18,700,000  
Total assets carried at fair value 10,319,800,000 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 922,400,000 1,048,200,000  
Fair value measurement on recurring basis | Level 2 | Obligations of state and political subdivisions
     
Assets:      
Total fixed maturity securities 5,445,900,000 4,959,900,000  
Fair value measurement on recurring basis | Level 2 | Corporate securities
     
Assets:      
Total fixed maturity securities 1,038,400,000 992,500,000  
Fair value measurement on recurring basis | Level 2 | RMBS
     
Assets:      
Total fixed maturity securities 1,294,300,000 1,071,700,000  
Fair value measurement on recurring basis | Level 2 | CMBS
     
Assets:      
Total fixed maturity securities 500,000,000 379,100,000  
Fair value measurement on recurring basis | Level 2 | Asset-backed securities
     
Assets:      
Total fixed maturity securities 222,600,000 292,700,000  
Fair value measurement on recurring basis | Level 2 | Foreign government securities
     
Assets:      
Total fixed maturity securities 339,700,000 348,600,000  
Fair value measurement on recurring basis | Level 3
     
Assets:      
Total fixed maturity securities 378,600,000 309,600,000  
Other invested assets 10,700,000 11,700,000  
Credit derivative assets 468,900,000 592,900,000  
FG VIEs' assets, at fair value 2,819,100,000 3,657,500,000  
Other assets 53,800,000    
Total assets carried at fair value 3,731,100,000 4,571,700,000  
Liabilities:      
Credit derivative liabilities 1,772,800,000 2,462,800,000  
FG VIEs' liabilities with recourse, at fair value 2,396,900,000 3,030,900,000  
FG VIEs' liabilities without recourse, at fair value 1,061,500,000 1,337,200,000  
Total liabilities carried at fair value 5,231,200,000 6,830,900,000  
Fair value measurement on recurring basis | Level 3 | Obligations of state and political subdivisions
     
Assets:      
Total fixed maturity securities 9,500,000    
Fair value measurement on recurring basis | Level 3 | RMBS
     
Assets:      
Total fixed maturity securities 133,600,000 99,400,000  
Fair value measurement on recurring basis | Level 3 | Asset-backed securities
     
Assets:      
Total fixed maturity securities 235,500,000 210,200,000  
Fair value measurement on non-recurring basis | Level 3
     
Liabilities:      
Mortgage loans recorded at fair value $ 9,000,000 $ 9,400,000