XML 23 R71.htm IDEA: XBRL DOCUMENT

Derivative Instruments (Details 3) (USD $) In Thousands, unless otherwise specified	6 Months Ended	12 Months Ended
	Jun. 30, 2012 Transactions	Dec. 31, 2011 Transactions
Summary of information by major category of CDS contracts
Number of CDS transactions	60	68
Remaining expected weighted-average life of obligations (in years)	3 years 8 months 12 days	4 years 1 month 6 days
Gross principal notional outstanding	$ 12,884,416	$ 14,166,612
Credit Derivatives [Member]
Summary of information by major category of CDS contracts
Net derivative liabilities at fair value	(211,617)	(190,653)
CLOs [Member]
Summary of information by major category of CDS contracts
Number of CDS transactions	38	44
Remaining expected weighted-average life of obligations (in years)	2 years 3 months 18 days	2 years 8 months 12 days
Gross principal notional outstanding	7,586,414	8,228,577
CLOs [Member] \| Credit Derivatives [Member]
Summary of information by major category of CDS contracts
Net derivative liabilities at fair value	(51,166)	(54,320)
Other [Member]
Summary of information by major category of CDS contracts
Number of CDS transactions	22	24
Remaining expected weighted-average life of obligations (in years)	5 years 9 months 18 days	6 years
Gross principal notional outstanding	5,298,002	5,938,035
Other [Member] \| Credit Derivatives [Member]
Summary of information by major category of CDS contracts
Net derivative liabilities at fair value	$ (160,451)	$ (136,333)