Derivative Instruments (Details) (USD $)	12 Months Ended
	Dec. 31, 2011	Dec. 31, 2010
Derivative [Line Items]
Return of cash collateral into brokerage accounts	$ 14,700,000	$ 9,300,000
Cash collateral payable to trade counterparties	4,400,000	6,900,000
Not Designated as Hedging Instrument [Member]
Derivative [Line Items]
Notional Value	319,780,000	297,544,000
Derivative Assets	3,621,000	1,644,000
Derivative Liabilities	7,259,000	3,553,000
Gains (Losses)	4,339,000	(15,623,000)
Not Designated as Hedging Instrument [Member] | Exchange-Traded Future [Member]
Derivative [Line Items]
Notional Value	111,447,000	16,973,000
Derivative Assets	127,000	16,000
Derivative Liabilities	2,054,000	318,000
Gains (Losses)	8,979,000	(5,532,000)
Not Designated as Hedging Instrument [Member] | Currency Forwards [Member]
Derivative [Line Items]
Notional Value	38,330,000	133,471,000
Derivative Assets	358,000	249,000
Derivative Liabilities	227,000	1,000,000
Gains (Losses)	453,000	929,000
Not Designated as Hedging Instrument [Member] | Interest Rate Swap [Member]
Derivative [Line Items]
Notional Value	47,640,000	43,210,000
Derivative Assets	136,000	1,197,000
Derivative Liabilities	3,301,000	239,000
Gains (Losses)	(5,585,000)	(1,601,000)
Not Designated as Hedging Instrument [Member] | Credit Default Swap [Member]
Derivative [Line Items]
Notional Value	84,215,000	74,915,000
Derivative Assets	2,962,000	182,000
Derivative Liabilities	639,000	1,036,000
Gains (Losses)	676,000	(1,155,000)
Not Designated as Hedging Instrument [Member] | Total Return Swap [Member]
Derivative [Line Items]
Notional Value	38,148,000	28,975,000
Derivative Assets	38,000	0
Derivative Liabilities	1,038,000	960,000
Gains (Losses)	$ (184,000)	$ (8,264,000)