Consolidated Statement Of Operations (USD $) In Thousands, except Per Share data, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2012	Jun. 30, 2011	Jun. 30, 2012	Jun. 30, 2011
INVESTMENT INCOME
Interest income	$ 16,045	$ 16,652	$ 31,777	$ 32,501
EXPENSES
Base management fee	1,497	1,449	2,988	2,930
Incentive fee	2,312	0	2,312	612
Share-based LTIP expense	30	38	58	76
Interest expense	1,992	1,603	3,824	3,146
Professional fees	328	358	606	911
Compensation expense	300	404	675	651
Insurance expense	177	190	354	357
Agency and administration fees	217	249	430	489
Custody and other fees	304	220	608	516
Directors' fees and expenses	66	67	140	141
Total expenses	7,223	4,578	11,995	9,829
NET INVESTMENT INCOME	8,822	12,074	19,782	22,672
Net realized gain (loss) on:
Investments	(2,734)	(11,021)	5,413	(2,785)
Swaps	(8,537)	7,453	(28,464)	11,192
Futures	(9)	(348)	(17)	(719)
Total net realized gain (loss) on investments and financial derivatives	(11,280)	(3,916)	(23,068)	7,688
Change in net unrealized gain (loss) on:
Investments	10,300	(4,301)	28,430	(13,552)
Swaps	2,928	(5,380)	17,745	(7,543)
Futures	(2)	202	(66)	521
Total net unrealized gain (loss) on investments and financial derivatives	13,226	(9,479)	46,109	(20,574)
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS AND FINANCIAL DERIVATIVES	1,946	(13,395)	23,041	(12,886)
NET INCREASE (DECREASE) IN SHAREHOLDERS' EQUITY RESULTING FROM OPERATIONS	$ 10,768	$ (1,321)	$ 42,823	$ 9,786
NET INCREASE (DECREASE) IN SHAREHOLDERS' EQUITY RESULTING FROM OPERATIONS PER SHARE:
Basic and Diluted	$ 0.64	$ (0.08)	$ 2.54	$ 0.58