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Derivative Instruments (Details 2) (USD $) In Thousands, unless otherwise specified | Jun. 30, 2012 | Dec. 31, 2011
--- | --- | ---
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | $ 12,884,416 | $ 14,166,612
AAA Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 1,047,872 | 1,211,598
AA Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 6,602,808 | 7,442,106
A Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 4,457,585 | 4,704,759
BBB Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 485,965 | 518,142
Below Investment Grade Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 290,186 | 290,007
CLOs [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 7,586,414 | 8,228,577
CLOs [Member] | AAA Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 127,730 | 297,741
CLOs [Member] | AA Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 5,756,517 | 6,193,522
CLOs [Member] | A Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 1,702,167 | 1,737,314
CLOs [Member] | BBB Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 0 | 0
CLOs [Member] | Below Investment Grade Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 0 | 0
Other [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 5,298,002 | 5,938,035
Other [Member] | AAA Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 920,142 | 913,857
Other [Member] | AA Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 846,291 | 1,248,584
Other [Member] | A Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 2,755,418 | 2,967,445
Other [Member] | BBB Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | 485,965 | 518,142
Other [Member] | Below Investment Grade Rating [Member] |  |
Summary of net par outstanding for CDS contracts |  |
Notional outstanding | $ 290,186 | $ 290,007

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