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FAIR VALUE MEASUREMENTS (Tables)
6 Months Ended
Jun. 30, 2011
FAIR VALUE MEASUREMENTS  
Schedule of assets measured at fair value on recurring basis

As of June 30, 2011

 

 

 

Fair Value Measurements Using

 

 

 

Quoted Prices in

 

Significant Other

 

Significant

 

 

 

 

 

Active Markets for

 

Observable

 

Unobservable

 

 

 

($ in 000s)

 

Identical Assets

 

Inputs

 

Inputs

 

 

 

Description

 

(Level 1)

 

(Level 2)

 

(Level 3)

 

Total

 

Trading securities

 

 

 

 

 

 

 

 

 

Mortgage-backed

 

$

 

$

10

 

$

 

$

10

 

ABS/CMO*

 

 

 

 

 

Treasuries

 

 

 

 

 

Total trading securities

 

$

 

$

10

 

$

 

$

10

 

Available-for-sale securities

 

 

 

 

 

 

 

 

 

Agencies

 

$

 

$

144,997

 

$

 

$

144,997

 

Corporates

 

 

404,455

 

 

404,455

 

Mortgage-backed

 

 

261,164

 

 

261,164

 

ABS/CMO*

 

 

69,655

 

 

69,655

 

Treasuries

 

 

67,538

 

 

67,538

 

Municipals

 

 

234,049

 

 

234,049

 

Equity

 

329,467

 

 

 

329,467

 

Total available-for-sale securities

 

$

329,467

 

$

1,181,858

 

$

 

$

1,511,325

 

Total

 

$

329,467

 

$

1,181,868

 

$

 

$

1,511,335

 

 

*Asset-backed & collateralized mortgage obligations

 

 

 

 

As of December 31, 2010

 

 

 

Fair Value Measurements Using

 

 

 

Quoted Prices in

 

Significant Other

 

Significant

 

 

 

 

 

Active Markets for

 

Observable

 

Unobservable

 

 

 

($ in 000s) 

 

Identical Assets

 

Inputs

 

Inputs

 

 

 

Description

 

(Level 1)

 

(Level 2)

 

(Level 3)

 

Total

 

Trading securities

 

 

 

 

 

 

 

 

 

Corporate

 

$

 

$

 

$

 

$

 

Mortgage-backed

 

 

15

 

 

15

 

ABS/CMO*

 

 

 

 

 

Treasuries

 

 

 

 

 

Total trading securities

 

$

 

$

15

 

$

 

$

15

 

Available-for-sale securities

 

 

 

 

 

 

 

 

 

Agencies

 

$

 

$

102,213

 

$

 

$

102,213

 

Corporates

 

 

472,933

 

 

472,933

 

Mortgage-backed

 

 

254,141

 

 

254,141

 

ABS/CMO*

 

 

49,915

 

 

49,915

 

Treasuries

 

 

15,824

 

 

15,824

 

Municipals

 

 

237,038

 

 

237,038

 

Equity

 

321,897

 

 

 

321,897

 

Total available-for-sale securities

 

$

321,897

 

$

1,132,064

 

$

 

$

1,453,961

 

Total

 

$

321,897

 

$

1,132,079

 

$

 

$

1,453,976

 

 

*Asset-backed & collateralized mortgage obligations