Consolidated Statement Of Operations (USD $) In Thousands, except Per Share data, unless otherwise specified	3 Months Ended		9 Months Ended
	Sep. 30, 2012	Sep. 30, 2011	Sep. 30, 2012	Sep. 30, 2011
INVESTMENT INCOME
Interest income	$ 15,426	$ 15,597	$ 47,203	$ 48,098
EXPENSES
Base management fee	1,913	1,418	4,901	4,347
Incentive fee	9,491	0	11,802	612
Share-based LTIP expense	31	41	89	116
Interest expense	1,936	1,627	5,760	4,773
Professional fees	328	457	933	1,369
Compensation expense	260	428	935	1,079
Insurance expense	177	176	531	533
Agency and administration fees	233	225	664	715
Custody and other fees	262	191	870	707
Directors' fees and expenses	63	57	204	198
Total expenses	14,694	4,620	26,689	14,449
NET INVESTMENT INCOME	732	10,977	20,514	33,649
Net realized gain (loss) on:
Investments	8,130	1,570	13,543	(1,215)
Swaps	(3,172)	6,779	(31,637)	17,971
Futures	(15)	(375)	(32)	(1,094)
Total net realized gain (loss) on investments and financial derivatives	4,943	7,974	(18,126)	15,662
Change in net unrealized gain (loss) on:
Investments	26,526	(9,003)	54,957	(22,555)
Swaps	(2,631)	(11,477)	15,114	(19,020)
Futures	(33)	369	(99)	890
Total net unrealized gain (loss) on investments and financial derivatives	23,862	(20,111)	69,972	(40,685)
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS AND FINANCIAL DERIVATIVES	28,805	(12,137)	51,846	(25,023)
NET INCREASE (DECREASE) IN SHAREHOLDERS' EQUITY RESULTING FROM OPERATIONS	$ 29,537	$ (1,160)	$ 72,360	$ 8,626
NET INCREASE (DECREASE) IN SHAREHOLDERS' EQUITY RESULTING FROM OPERATIONS PER SHARE:
Basic and Diluted	$ 1.59	$ (0.07)	$ 4.15	$ 0.51