Derivative Instruments (Tables)

9 Months Ended

Sep. 30, 2011

Derivative Instruments

Schedule of Other Derivatives Not Designated as Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]

		Asset Derivatives				Liability Derivatives
		Estimated Fair Value		Notional Value		Estimated Fair Value		Notional Value
At September 30, 2011
Futures contracts		$	4,221	$	284,785	$	(170)	$	687,145
Foreign currency forward contracts			17,860		324,003		(5,923)		122,408
TBAs			560,860		525,730		(575,373)		538,400
Other			7,038		180,918		(3,919)		320,287
	Total	$	589,979			$	(585,385)
At December 31, 2010
Futures contracts		$	1,968	$	512,292	$	(62)	$	23,544
Foreign currency forward contracts			4,093		119,969		(13,582)		277,908
TBAs			125,397		121,100		-		-
Other			14,236		239,552		(4,595)		268,597
	Total	$	145,694			$	(18,239)

		Three Months Ended				Nine Months Ended
Derivatives not designated as		September 30,				September 30,
hedging instruments		2011		2010		2011		2010
Futures contracts		$	12,142	$	10,419	$	15,515	$	26,136
Foreign currency forward contracts			12,155		(22,425)		(4,238)		(7,016)
TBAs			2,554		3,147		11,056		5,541
Other			9,328		1,829		5,702		3,861
	Total	$	36,179	$	(7,030)	$	28,035	$	28,522