Consolidated Condensed Schedule Of Investments (Financial Derivatives) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015 contracts		Dec. 31, 2014 contracts
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	$ 89,844,000	[1]	$ 80,029,000	[1]
Derivative Liabilities	(67,667,000)	[1]	(66,116,000)	[1]
Net cost	78,599,000		61,560,000
Net proceeds	(37,184,000)		(33,555,000)
Index multiplier	50
Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Future contract notional	1,000,000		1,000,000
Future contract	1		1
Long Index Future [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts	88
Long US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts	1,191		1,346
Purchased Options on U.S. Treasury Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts	72		110
Purchased Options on Eurodollar Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Future contract notional	1,000,000
Future contract	1
Financial Derivatives - Assets [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	1,809,599,000		1,401,261,000
Derivative Asset	89,844,000	[2],[3]	80,029,000	[2],[4]
Investment owned as a percentage of equity	11.44%	[2],[3],[5]	10.15%	[2],[4],[5]
Net cost	78,599,000	[2],[3]	61,560,000	[2],[4]
Financial Derivatives - Assets [Member] | Long Credit Default Swap On Asset Backed Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[2],[3],[6],[7]	Credit	[2],[4],[6]
Derivative Asset, Notional Amount	4,079,000	[2],[3],[6],[7]	3,734,000	[2],[4],[6]
Derivative Asset	88,000	[2],[3],[6],[7]	61,000	[2],[4],[6]
Net proceeds	(270,000)	[2],[3],[6],[7]	(249,000)	[2],[4],[6]
Financial Derivatives - Assets [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2037-12	[2],[3],[6],[7]	2037-12	[2],[4],[6]
Financial Derivatives - Assets [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2063-05	[2],[3],[6],[7]	2063-05	[2],[4],[6]
Financial Derivatives - Assets [Member] | Long Total Return Swaps Equity Market Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Equity Market	[2],[3],[7],[8]	Equity Market	[2],[4],[8]
Derivative Asset, Notional Amount	62,021,000	[2],[3],[7],[8]	875,000	[2],[4],[8]
Range of expiration dates	2016-11	[2],[3],[7],[8]	2015-06	[2],[4],[8]
Derivative Asset	1,000	[2],[3],[7],[8]	8,000	[2],[4],[8]
Financial Derivatives - Assets [Member] | Long Total Return Swaps Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[2],[3],[7],[9]
Derivative Asset, Notional Amount	13,129,000	[2],[3],[7],[9]
Derivative Asset	118,000	[2],[3],[7],[9]
Financial Derivatives - Assets [Member] | Long Total Return Swaps Credit Risk [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2016-03	[2],[3],[7],[9]
Financial Derivatives - Assets [Member] | Long Total Return Swaps Credit Risk [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2016-04	[2],[3],[7],[9]
Financial Derivatives - Assets [Member] | Long Credit Default Swap On Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[2],[3],[6],[7]	Credit	[2],[4],[6]
Derivative Asset, Notional Amount	328,851,000	[2],[3],[6],[7]	311,983,000	[2],[4],[6]
Derivative Asset	50,536,000	[2],[3],[6],[7]	35,865,000	[2],[4],[6]
Net cost	51,271,000	[2],[3],[6],[7]	37,428,000	[2],[4],[6]
Financial Derivatives - Assets [Member] | Long Credit Default Swap On Corporate Bond Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2017-12	[2],[3],[6],[7]	2017-12	[2],[4],[6]
Financial Derivatives - Assets [Member] | Long Credit Default Swap On Corporate Bond Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2020-06	[2],[3],[6],[7]	2019-12	[2],[4],[6]
Financial Derivatives - Assets [Member] | Long Interest Rate Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Interest Rates	[10],[2],[3],[7]	Interest Rates	[10],[2],[4]
Derivative Asset, Notional Amount	1,270,424,000	[10],[2],[3],[7]	1,017,067,000	[10],[2],[4]
Derivative Asset	21,688,000	[10],[2],[3],[7]	23,243,000	[10],[2],[4]
Net cost	620,000	[10],[2],[3],[7]
Financial Derivatives - Assets [Member] | Long Interest Rate Swaps [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2016-07	[10],[2],[3],[7]	2016-07	[10],[2],[4]
Financial Derivatives - Assets [Member] | Long Interest Rate Swaps [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2045-03	[10],[2],[3],[7]	2044-12	[10],[2],[4]
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Securities [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[11],[2],[3],[7]	Credit	[11],[2],[4]
Derivative Asset, Notional Amount	(16,986,000)	[11],[2],[3],[7]	(17,691,000)	[11],[2],[4]
Derivative Asset	10,809,000	[11],[2],[3],[7]	11,387,000	[11],[2],[4]
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Securities [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2034-09	[11],[2],[3],[7]	2034-09	[11],[2],[4]
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Securities [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2036-05	[11],[2],[3],[7]	2036-05	[11],[2],[4]
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[11],[2],[3],[7]	Credit	[11],[2],[4]
Derivative Asset, Notional Amount	(72,380,000)	[11],[2],[3],[7]	(50,981,000)	[11],[2],[4]
Derivative Asset	2,573,000	[11],[2],[3],[7]	1,820,000	[11],[2],[4]
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2046-05	[11],[2],[3],[7]	2046-05	[11],[2],[4]
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2057-10	[11],[2],[3],[7]	2052-10	[11],[2],[4]
Financial Derivatives - Assets [Member] | Short Interest Rate Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Interest Rates	[12],[2],[3],[7]	Interest Rates	[12],[2],[4]
Derivative Asset, Notional Amount	(237,823,000)	[12],[2],[3],[7]	(627,931,000)	[12],[2],[4]
Derivative Asset	599,000	[12],[2],[3],[7]	5,411,000	[12],[2],[4]
Financial Derivatives - Assets [Member] | Short Interest Rate Swaps [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2018-03	[12],[2],[3],[7]	2016-10	[12],[2],[4]
Financial Derivatives - Assets [Member] | Short Interest Rate Swaps [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2045-02	[12],[2],[3],[7]	2044-12	[12],[2],[4]
Financial Derivatives - Assets [Member] | Short Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Equity Market	[2],[3],[7],[8]
Derivative Asset, Notional Amount	(89,620,000)	[2],[3],[7],[8]
Range of expiration dates	2017-03	[2],[3],[7],[8]
Derivative Asset	0	[2],[3],[7],[8]
Financial Derivatives - Assets [Member] | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	86,412,000	[2],[3],[7]	77,795,000	[2],[4]
Investment owned as a percentage of equity	11.00%	[2],[3],[5],[7]	9.87%	[2],[4],[5]
Net cost	75,571,000	[2],[3],[7]	59,299,000	[2],[4]
Financial Derivatives - Assets [Member] | Long US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Interest Rates	[13],[2],[3]	Interest Rates	[14],[2],[4]
Derivative Asset, Notional Amount	168,200,000	[13],[2],[3]	109,300,000	[14],[2],[4]
Range of expiration dates	2015-06	[13],[2],[3]	2015-03	[14],[2],[4]
Derivative Asset	993,000	[13],[2],[3]	162,000	[14],[2],[4]
Financial Derivatives - Assets [Member] | Long Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Interest Rates	[15],[2],[3]	Interest Rates	[15],[2],[4]
Derivative Asset, Notional Amount	39,000,000	[15],[2],[3]	11,000,000	[15],[2],[4]
Range of expiration dates			2017-06	[15],[2],[4]
Derivative Asset	23,000	[15],[2],[3]	7,000	[15],[2],[4]
Financial Derivatives - Assets [Member] | Long Eurodollar Future [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2015-12	[15],[2],[3]
Financial Derivatives - Assets [Member] | Long Eurodollar Future [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2017-06	[15],[2],[3]
Financial Derivatives - Assets [Member] | Short Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure			Interest Rates	[15],[2],[4]
Derivative Asset, Notional Amount			(520,000,000)	[15],[2],[4]
Derivative Asset			92,000	[15],[2],[4]
Financial Derivatives - Assets [Member] | Short Eurodollar Future [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates			2015-09	[15],[2],[4]
Financial Derivatives - Assets [Member] | Short Eurodollar Future [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates			2017-09	[15],[2],[4]
Financial Derivatives - Assets [Member] | Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	1,016,000	[2],[3]	261,000	[2],[4]
Investment owned as a percentage of equity	0.13%	[2],[3],[5]	0.03%	[2],[4],[5]
Financial Derivatives - Assets [Member] | Purchased Payer Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Interest Rates	[16],[2],[3]	Interest Rates	[16],[2],[4]
Derivative Asset, Notional Amount	45,000,000	[16],[2],[3]	822,800,000	[16],[2],[4]
Derivative Asset	2,212,000	[16],[2],[3]	344,000	[16],[2],[4]
Financial Derivatives - Assets [Member] | Purchased Payer Swaption [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2018-02	[16],[2],[3]	2015-01	[16],[2],[4]
Financial Derivatives - Assets [Member] | Purchased Payer Swaption [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2018-03	[16],[2],[3]	2015-06	[16],[2],[4]
Financial Derivatives - Assets [Member] | Option on CDS on Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[17],[2],[3]	Credit	[17],[2],[4]
Derivative Asset, Notional Amount	156,950,000	[17],[2],[3]	364,400,000	[17],[2],[4]
Range of expiration dates	2015-04	[17],[2],[3]
Derivative Asset	21,000	[17],[2],[3]	625,000	[17],[2],[4]
Financial Derivatives - Assets [Member] | Option on CDS on Corporate Bond Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates			2015-01	[17],[2],[4]
Financial Derivatives - Assets [Member] | Option on CDS on Corporate Bond Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates			2015-03	[17],[2],[4]
Financial Derivatives - Assets [Member] | Purchased Options on U.S. Treasury Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Interest Rates	[18],[2],[3]	Interest Rates	[19],[2],[4]
Derivative Asset, Notional Amount	7,200,000	[18],[2],[3]	11,000,000	[19],[2],[4]
Range of expiration dates	2015-05	[18],[2],[3]
Derivative Asset	77,000	[18],[2],[3]	20,000	[19],[2],[4]
Financial Derivatives - Assets [Member] | Purchased Options on U.S. Treasury Futures [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates			2015-02	[19],[2],[4]
Financial Derivatives - Assets [Member] | Purchased Options on U.S. Treasury Futures [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates			2015-03	[19],[2],[4]
Financial Derivatives - Assets [Member] | Purchased Options on Eurodollar Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Interest Rates	[2],[20],[3]
Derivative Asset, Notional Amount	130,000,000	[2],[20],[3]
Range of expiration dates	2015-05	[2],[20],[3]
Derivative Asset	6,000	[2],[20],[3]
Financial Derivatives - Assets [Member] | Options [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	2,316,000	[2],[3]	989,000	[2],[4]
Investment owned as a percentage of equity	0.30%	[2],[3],[5]	0.13%	[2],[4],[5]
Net cost	2,928,000	[2],[3]	2,161,000	[2],[4]
Financial Derivatives - Assets [Member] | Short Currency Forward [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure			Currency	[2],[21],[4]
Derivative Asset, Notional Amount			(35,849,000)	[2],[21],[4]
Range of expiration dates			2015-03	[2],[21],[4]
Derivative Asset			884,000	[2],[21],[4]
Financial Derivatives - Assets [Member] | Forwards [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset			884,000	[2],[4]
Investment owned as a percentage of equity			0.11%	[2],[4],[5]
Financial Derivatives - Assets [Member] | Warrant [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Equity Market	[2],[22],[3]	Equity Market	[2],[22],[4]
Derivative Asset, Notional Amount	1,554,000	[2],[22],[3]	1,554,000	[2],[22],[4]
Derivative Asset	100,000	[2],[22],[3]	100,000	[2],[22],[4]
Investment owned as a percentage of equity	0.01%	[2],[22],[3],[5]	0.01%	[2],[22],[4],[5]
Net cost	100,000	[2],[22],[3]	100,000	[2],[22],[4]
Financial Derivatives - Liabilities [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	(2,846,800,000)		(973,998,000)
Derivative Liabilities	(67,667,000)	[2],[3]	(66,116,000)	[2],[4]
Investment owned as a percentage of equity	(8.62%)	[2],[3],[5]	(8.39%)	[2],[4],[5]
Net proceeds	(37,184,000)	[2],[3]	(33,555,000)	[2],[4]
Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Asset Backed Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[2],[3],[6],[7]	Credit	[2],[23],[4],[6]
Derivative Liability, Notional Amount	30,225,000	[2],[3],[6],[7]	17,113,000	[2],[23],[4],[6]
Derivative Liabilities	(5,729,000)	[2],[3],[6],[7]	(4,248,000)	[2],[23],[4],[6]
Net proceeds	(6,874,000)	[2],[3],[6],[7]	(5,160,000)	[2],[23],[4],[6]
Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2049-03	[2],[3],[6],[7]	2049-03	[2],[23],[4],[6]
Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2052-10	[2],[3],[6],[7]	2052-10	[2],[23],[4],[6]
Financial Derivatives - Liabilities [Member] | Long Total Return Swaps Equity Market Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Equity Market	[2],[3],[7],[8]	Equity Market	[2],[23],[4],[8]
Derivative Liability, Notional Amount	4,093,000	[2],[3],[7],[8]	72,075,000	[2],[23],[4],[8]
Derivative Liabilities	(18,000)	[2],[3],[7],[8]	(21,000)	[2],[23],[4],[8]
Financial Derivatives - Liabilities [Member] | Long Total Return Swaps Equity Market Risk [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2015-06	[2],[3],[7],[8]	2015-01	[2],[23],[4],[8]
Financial Derivatives - Liabilities [Member] | Long Total Return Swaps Equity Market Risk [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2016-11	[2],[3],[7],[8]	2016-11	[2],[23],[4],[8]
Financial Derivatives - Liabilities [Member] | Long Total Return Swaps Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[2],[3],[7],[9]
Derivative Liability, Notional Amount	14,326,000	[2],[3],[7],[9]
Derivative Liabilities	(307,000)	[2],[3],[7],[9]
Financial Derivatives - Liabilities [Member] | Long Total Return Swaps Credit Risk [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2016-03	[2],[3],[7],[9]
Financial Derivatives - Liabilities [Member] | Long Total Return Swaps Credit Risk [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2016-04	[2],[3],[7],[9]
Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[2],[3],[6],[7]	Credit	[2],[23],[4],[6]
Derivative Liability, Notional Amount	8,400,000	[2],[3],[6],[7]	3,756,000	[2],[23],[4],[6]
Range of expiration dates	2019-12	[2],[3],[6],[7]	2017-12	[2],[23],[4],[6]
Derivative Liabilities	(2,301,000)	[2],[3],[6],[7]	(1,231,000)	[2],[23],[4],[6]
Net proceeds	(2,478,000)	[2],[3],[6],[7]	(1,200,000)	[2],[23],[4],[6]
Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Corporate Bonds [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[2],[3],[6],[7]	Credit	[2],[23],[4],[6]
Derivative Liability, Notional Amount	1,980,000	[2],[3],[6],[7]	4,428,000	[2],[23],[4],[6]
Derivative Liabilities	(771,000)	[2],[3],[6],[7]	(2,706,000)	[2],[23],[4],[6]
Net proceeds	(526,000)	[2],[3],[6],[7]	(1,951,000)	[2],[23],[4],[6]
Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Corporate Bonds [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2019-06	[2],[3],[6],[7]	2019-06	[2],[23],[4],[6]
Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Corporate Bonds [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2019-12	[2],[3],[6],[7]	2019-12	[2],[23],[4],[6]
Financial Derivatives - Liabilities [Member] | Long Interest Rate Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Interest Rates	[10],[2],[3],[7]	Interest Rates	[10],[2],[23],[4]
Derivative Liability, Notional Amount	56,902,000	[10],[2],[3],[7]	230,410,000	[10],[2],[23],[4]
Derivative Liabilities	(191,000)	[10],[2],[3],[7]	(678,000)	[10],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Long Interest Rate Swaps [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2020-03	[10],[2],[3],[7]	2016-10	[10],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Long Interest Rate Swaps [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2045-04	[10],[2],[3],[7]	2044-12	[10],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Short Credit Default Swap On Asset Backed Securities [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[11],[2],[3],[7]	Credit	[11],[2],[23],[4]
Derivative Liability, Notional Amount	(3,000,000)	[11],[2],[3],[7]	(3,000,000)	[11],[2],[23],[4]
Range of expiration dates	2035-03	[11],[2],[3],[7]	2035-03	[11],[2],[23],[4]
Derivative Liabilities	(239,000)	[11],[2],[3],[7]	(239,000)	[11],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Short Credit Default Swap On Asset Backed Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[11],[2],[3],[7]	Credit	[11],[2],[23],[4]
Derivative Liability, Notional Amount	(16,725,000)	[11],[2],[3],[7]	(20,050,000)	[11],[2],[23],[4]
Range of expiration dates	2063-05	[11],[2],[3],[7]	2063-05	[11],[2],[23],[4]
Derivative Liabilities	(241,000)	[11],[2],[3],[7]	(162,000)	[11],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps On Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[11],[2],[3],[7]	Credit	[11],[2],[23],[4]
Derivative Liability, Notional Amount	(284,968,000)	[11],[2],[3],[7]	(352,945,000)	[11],[2],[23],[4]
Derivative Liabilities	(28,976,000)	[11],[2],[3],[7]	(27,357,000)	[11],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps On Corporate Bond Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2016-12	[11],[2],[3],[7]	2016-12	[11],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps On Corporate Bond Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2020-06	[11],[2],[3],[7]	2019-12	[11],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Short Interest Rate Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Interest Rates	[12],[2],[3],[7]	Interest Rates	[12],[2],[23],[4]
Derivative Liability, Notional Amount	(1,580,221,000)	[12],[2],[3],[7]	(1,024,716,000)	[12],[2],[23],[4]
Derivative Liabilities	(25,134,000)	[12],[2],[3],[7]	(28,727,000)	[12],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Short Interest Rate Swaps [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2015-04	[12],[2],[3],[7]	2015-03	[12],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Short Interest Rate Swaps [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2045-03	[12],[2],[3],[7]	2044-11	[12],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps on Corporate Bonds [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[11],[2],[3],[7]	Credit	[11],[2],[23],[4]
Derivative Liability, Notional Amount	(9,970,000)	[11],[2],[3],[7]	(5,970,000)	[11],[2],[23],[4]
Derivative Liabilities	(368,000)	[11],[2],[3],[7]	(247,000)	[11],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps on Corporate Bonds [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2019-09	[11],[2],[3],[7]	2019-09	[11],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps on Corporate Bonds [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2020-03	[11],[2],[3],[7]	2019-12	[11],[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	(64,275,000)	[2],[3],[7]	(65,616,000)	[2],[23],[4]
Investment owned as a percentage of equity	(8.19%)	[2],[3],[5],[7]	(8.32%)	[2],[23],[4],[5]
Net proceeds	(34,113,000)	[2],[3],[7]	(33,400,000)	[2],[23],[4]
Financial Derivatives - Liabilities [Member] | Long Index Future [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[2],[24],[3]
Derivative Liability, Notional Amount	9,067,000	[2],[24],[3]
Range of expiration dates	2015-06	[2],[24],[3]
Derivative Liabilities	(8,000)	[2],[24],[3]
Financial Derivatives - Liabilities [Member] | Long US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure			Interest Rates	[14],[2],[4]
Derivative Liability, Notional Amount			50,600,000	[14],[2],[4]
Range of expiration dates			2015-03	[14],[2],[4]
Derivative Liabilities			(13,000)	[14],[2],[4]
Financial Derivatives - Liabilities [Member] | Short Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Interest Rates	[15],[2],[3]	Interest Rates	[15],[2],[4]
Derivative Liability, Notional Amount	(645,000,000)	[15],[2],[3]	(179,000,000)	[15],[2],[4]
Derivative Liabilities	(417,000)	[15],[2],[3]	(68,000)	[15],[2],[4]
Financial Derivatives - Liabilities [Member] | Short Eurodollar Future [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2015-06	[15],[2],[3]	2015-03	[15],[2],[4]
Financial Derivatives - Liabilities [Member] | Short Eurodollar Future [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2017-09	[15],[2],[3]	2015-06	[15],[2],[4]
Financial Derivatives - Liabilities [Member] | Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	(425,000)	[2],[3]	(81,000)	[2],[4]
Investment owned as a percentage of equity	(0.05%)	[2],[3],[5]	(0.01%)	[2],[4],[5]
Financial Derivatives - Liabilities [Member] | Purchased Payer Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure			Interest Rates	[16],[2],[4]
Derivative Liability, Notional Amount			260,000,000	[16],[2],[4]
Range of expiration dates			2015-03	[16],[2],[4]
Derivative Liabilities			(137,000)	[16],[2],[4]
Financial Derivatives - Liabilities [Member] | Option on CDS on Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[2],[25],[3]	Credit	[2],[25],[4]
Derivative Liability, Notional Amount	(218,500,000)	[2],[25],[3]	(25,900,000)	[2],[25],[4]
Range of expiration dates			2018-03	[2],[25],[4]
Derivative Liabilities	(431,000)	[2],[25],[3]	(146,000)	[2],[25],[4]
Financial Derivatives - Liabilities [Member] | Option on CDS on Corporate Bond Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2015-04	[2],[25],[3]
Financial Derivatives - Liabilities [Member] | Option on CDS on Corporate Bond Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2015-06	[2],[25],[3]
Financial Derivatives - Liabilities [Member] | Written Payer Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[2],[26],[3]	Interest Rates	[2],[26],[4]
Derivative Liability, Notional Amount	(158,500,000)	[2],[26],[3]	(10,200,000)	[2],[26],[4]
Range of expiration dates			2015-01	[2],[26],[4]
Derivative Liabilities	(1,751,000)	[2],[26],[3]	0	[2],[26],[4]
Financial Derivatives - Liabilities [Member] | Written Payer Swaption [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2018-02	[2],[26],[3]
Financial Derivatives - Liabilities [Member] | Written Payer Swaption [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	2018-03	[2],[26],[3]
Financial Derivatives - Liabilities [Member] | Written Straddle Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Credit	[2],[27],[3]
Derivative Liability, Notional Amount	(4,600,000)	[2],[27],[3]
Range of expiration dates	2015-04	[2],[27],[3]
Derivative Liabilities	(68,000)	[2],[27],[3]
Financial Derivatives - Liabilities [Member] | Options [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	(2,250,000)	[2],[3]	(283,000)	[2],[4]
Investment owned as a percentage of equity	(0.29%)	[2],[3],[5]	(0.04%)	[2],[4],[5]
Net proceeds	(3,071,000)	[2],[3]	(155,000)	[2],[4]
Financial Derivatives - Liabilities [Member] | Long Currency Forward [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Currency	[2],[28],[3]	Currency	[2],[28],[4]
Derivative Liability, Notional Amount	4,033,000	[2],[28],[3]	9,518,000	[2],[28],[4]
Range of expiration dates	2015-06	[2],[28],[3]	2015-03	[2],[28],[4]
Derivative Liabilities	(4,000)	[2],[28],[3]	(136,000)	[2],[28],[4]
Financial Derivatives - Liabilities [Member] | Short Currency Forward [Member]
Investment Holdings, Other than Securities [Line Items]
Primary risk exposure	Currency	[2],[21],[3]	Currency	[2],[21],[4]
Derivative Liability, Notional Amount	(54,342,000)	[2],[21],[3]	(117,000)	[2],[21],[4]
Range of expiration dates	2015-06	[2],[21],[3]	2015-03	[2],[21],[4]
Derivative Liabilities	(713,000)	[2],[21],[3]	0	[2],[21],[4]
Financial Derivatives - Liabilities [Member] | Forwards [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	(717,000)	[2],[3]	(136,000)	[2],[4]
Investment owned as a percentage of equity	(0.09%)	[2],[3],[5]	(0.02%)	[2],[4],[5]
North America [Member] | Financial Derivatives - Assets [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	1,650,257,000		1,401,261,000
Derivative Asset	58,131,000		80,029,000
Investment owned as a percentage of equity	7.40%		10.15%
Net cost	45,179,000		61,560,000
North America [Member] | Financial Derivatives - Liabilities [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	(2,731,689,000)		(936,799,000)
Derivative Liabilities	(55,961,000)		(63,084,000)
Investment owned as a percentage of equity	(7.13%)		(8.00%)
Net proceeds	(26,330,000)		(30,598,000)
Europe [Member] | Financial Derivatives - Assets [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	159,342,000		0
Derivative Asset	31,713,000		0
Investment owned as a percentage of equity	4.04%		0.00%
Net cost	33,420,000		0
Europe [Member] | Financial Derivatives - Liabilities [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	(115,111,000)		(37,199,000)
Derivative Liabilities	(11,706,000)		(3,032,000)
Investment owned as a percentage of equity	(1.49%)		(0.39%)
Net proceeds	$ (10,854,000)		$ (2,957,000)
Affiliates of Bank of America [Member] | Financial Derivatives - Assets [Member]
Investment Holdings, Other than Securities [Line Items]
Investment owned as a percentage of equity	5.08%
Affiliates of JP Morgan [Member] | Financial Derivatives - Liabilities [Member]
Investment Holdings, Other than Securities [Line Items]
Investment owned as a percentage of equity	(5.34%)		(5.18%)

[1] In the Company's Consolidated Statement of Assets, Liabilities, and Equity, all balances associated with repurchase agreements, reverse repurchase agreements, and financial derivatives are presented on a gross basis.

[2] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.

[3] The following table details the breakout by geographical region of long investments, investments sold short, repurchase agreements, financial derivatives–assets, and financial derivatives–liabilities.Region Current Principal/Notional Value/Number of Shares Cost/(Proceeds) Fair Value Percent ofEquityLong Investments: (In thousands, Expressed in U.S. Dollars) North America 2,606,164 $1,823,880 $1,881,365 239.53 %Europe 56,061 57,497 48,278 6.15 %North America (Private Corporate Equity Investments) n/a 21,274 21,300 2.71 %Total $1,902,651 $1,950,943 248.39 %Investments Sold Short: North America (TBAs and Government Debt) (1,103,716) $(1,170,994) $(1,175,699) (149.69)%Europe (Government Debt) (19,039) (22,575) (20,183) (2.57)%Total $(1,122,755) $(1,193,569) $(1,195,882) (152.26)%Repurchase Agreements: North America 24,046 $24,046 $24,046 3.06 %Europe 20,709 21,027 20,708 2.64 %Total 44,755 $45,073 $44,754 5.70 %Financial Derivatives–Assets: North America 1,650,257 $45,179 $58,131 7.40 %Europe 159,342 33,420 31,713 4.04 %Total 1,809,599 $78,599 $89,844 11.44 %Financial Derivatives–Liabilities: North America (2,731,689) $(26,330) $(55,961) (7.13)%Europe (115,111) (10,854) (11,706) (1.49)%Total (2,846,800) $(37,184) $(67,667) (8.62)%

[4] The following table details the breakout by geographical region of long investments, investments sold short, repurchase agreements, financial derivatives–assets, and financial derivatives–liabilities.Region Current Principal/Notional Value/Number of Properties/Number of Shares Cost/(Proceeds) Fair Value Percent ofEquityLong Investments: (In thousands, Expressed in U.S. Dollars) North America 2,863,057 $2,038,249 $2,092,959 264.46 %Europe 69,724 69,360 64,611 9.16 %North America (Private Corporate Equity Investments) n/a 14,717 14,512 1.84 %Total $2,122,326 $2,172,082 275.46 %Investments Sold Short: North America (TBAs and Government Debt) (1,159,703) $(1,230,478) $(1,234,248) (156.53)%Europe (Government Debt) (28,118) (32,008) (30,606) (3.88)%North America (Common Stock) (2,986) (27,605) (26,516) (3.36)%Total $(1,290,091) $(1,291,370) (163.77)%Repurchase Agreements: North America 140,248 $140,248 $140,248 17.78 %Europe 31,753 31,753 31,753 4.03 %Total 172,001 $172,001 $172,001 21.81 %Financial Derivatives–Assets: North America 1,401,261 $61,560 $80,029 10.15 %Europe — — — — %Total 1,401,261 $61,560 $80,029 10.15 %Financial Derivatives–Liabilities: North America (936,799) $(30,598) $(63,084) (8.00)%Europe (37,199) (2,957) (3,032) (0.39)%Total (973,998) $(33,555) $(66,116) (8.39)%

[5] Classification percentages are based on Total Equity.

[6] For long credit default swaps, the Company sold protection.

[7] The following table shows the Company's swap assets and liabilities by dealer as a percentage of Total Equity:Dealer/Parent Company Asset/Liability Percent of EquityAffiliates of Bank of America Financial derivatives—asset 5.08 %Affiliates of JP Morgan Financial derivatives—liability (5.34)%

[8] Notional value represents number of underlying shares times the closing price of the underlying security.

[9] Notional value represents outstanding principal balance on underlying corporate debt.

[10] For long interest rate swap contracts, a floating rate is being paid and a fixed rate is being received.

[11] For short credit default swaps, the Company purchased protection.

[12] For short interest rate swap contracts, a fixed rate is being paid and a floating rate is being received.

[13] Notional value represents the total face amount of U.S. Treasury Notes underlying all contracts held; as of March 31, 2015, 1,191 contracts were held.

[14] Notional value represents the total face amount of U.S. Treasury Notes underlying all contracts held; as of December 31, 2014, 1,346 contracts were held.

[15] Every $1,000,000 in notional value represents one contract.

[16] Represents the option on the part of the Company to enter into an interest rate swap whereby the Company would pay a fixed rate and receive a floating rate.

[17] Represents the option on the part of the Company to enter into a credit default swap on a corporate bond index whereby the Company would pay a fixed rate and receive credit protection payments.

[18] Represents the option on the part of the Company to enter into a futures contract with a counterparty; as of March 31, 2015, 72 contracts were held.

[19] Represents the option on the part of the Company to enter into a futures contract with a counterparty; as of December 31, 2014, 110 contracts were held.

[20] Represents the option on the part of the Company to enter into a futures contract with a counterparty. Every $1,000,000 in notional value represents one contract.

[21] Notional amount represents U.S. Dollars to be received by the Company at the maturity of the forward contract.

[22] Notional amount represents number of warrants.

[23] The following table shows the Company's swap liabilities by dealer as a percentage of Total Equity:Dealer/Parent Company Percent of EquityAffiliates of JP Morgan (5.18)%

[24] Notional value represents the number of contracts held times 50 times the Index price at March 31, 2015; as of March 31, 2015, 88 contracts were held.

[25] Represents the option on the part of a counterparty to enter into a credit default swap on a corporate bond index whereby the Company would pay a fixed rate and receive credit protection payments.

[26] Represents the option on the part of a counterparty to enter into an interest rate swap with the Company whereby the Company would receive a fixed rate and pay a floating rate.

[27] Represents the combination of a written payer swaption and a written receiver swaption on the same underlying swap.

[28] Notional amount represents U.S. Dollars to be paid by the Company at the maturity of the forward contract.