Consolidated Condensed Schedule Of Investments (Financial Derivatives)		3 Months Ended		12 Months Ended
		Mar. 31, 2016 USD ($) contracts		Dec. 31, 2015 USD ($) contracts
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[1]	$ 190,798,000		$ 162,905,000
Derivative Liabilities	[1]	(85,679,000)		(60,472,000)
Net cost		182,182,000		163,943,000
Net proceeds		(51,443,000)		(56,200,000)
Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Future contract notional		$ 1,000,000		$ 1,000,000
Future contract | contracts		1		1
Financial Derivatives - Assets [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 190,798,000	[2]	$ 162,905,000	[3]
Financial Derivative Assets, Percent of Net Assets		27.46%	[2],[4]	22.05%	[3],[5]
Net cost		$ 182,182,000	[2]	$ 163,934,000	[3]
Financial Derivatives - Assets [Member] | Affiliates of Bank of America [Member]
Investment Holdings, Other than Securities [Line Items]
Financial Derivative Assets, Percent of Net Assets		8.40%		6.01%
Financial Derivatives - Assets [Member] | Affiliates of JP Morgan [Member]
Investment Holdings, Other than Securities [Line Items]
Financial Derivative Assets, Percent of Net Assets		6.32%
Financial Derivatives - Assets [Member] | Affiliates of Goldman Sachs [Member]
Investment Holdings, Other than Securities [Line Items]
Financial Derivative Assets, Percent of Net Assets		5.21%
Financial Derivatives - Assets [Member] | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 190,395,000	[2],[6]	$ 159,423,000	[3],[7]
Financial Derivative Assets, Percent of Net Assets		27.40%	[2],[4],[6]	21.58%	[3],[5],[7]
Net cost		$ 181,742,000	[2],[6]	$ 161,193,000	[3],[7]
Financial Derivatives - Assets [Member] | Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 8,000	[2]	$ 32,000	[3]
Financial Derivative Assets, Percent of Net Assets		0.00%	[2],[4]	0.01%	[3],[5]
Financial Derivatives - Assets [Member] | Options [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 252,000	[2]	$ 2,162,000	[3]
Financial Derivative Assets, Percent of Net Assets		0.04%	[2],[4]	0.29%	[3],[5]
Net cost		$ 340,000	[2]	$ 2,600,000	[3]
Financial Derivatives - Assets [Member] | Forwards [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[3]			$ 1,138,000
Financial Derivative Assets, Percent of Net Assets	[3],[5]			0.15%
Financial Derivatives - Assets [Member] | Warrant [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 100,000	[2]	$ 150,000	[3]
Financial Derivative Assets, Percent of Net Assets		0.01%	[2],[4]	0.02%	[3],[5]
Net cost		$ 100,000	[2]	$ 150,000	[3]
Financial Derivatives - Assets [Member] | Mortgage Loan Purchase Commitments [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2]	$ 43,000
Financial Derivative Assets, Percent of Net Assets	[2],[4]	0.01%
Financial Derivatives - Liabilities [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (85,679,000)	[2]	$ (60,472,000)	[3]
Financial Derivative Liabilities, Percent of Net Assets		(12.33%)	[2],[4]	(8.18%)	[3],[5]
Net proceeds		$ (51,443,000)	[2]	$ (56,200,000)	[3]
Financial Derivatives - Liabilities [Member] | Affiliates of JP Morgan [Member]
Investment Holdings, Other than Securities [Line Items]
Financial Derivative Liabilities, Percent of Net Assets		(8.85%)		(6.32%)
Financial Derivatives - Liabilities [Member] | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (76,791,000)	[2],[6]	$ (58,163,000)	[3],[7]
Financial Derivative Liabilities, Percent of Net Assets		(11.05%)	[2],[4],[6]	(7.87%)	[3],[5],[7]
Net proceeds		$ (49,471,000)	[2],[6]	$ (53,679,000)	[3],[7]
Financial Derivatives - Liabilities [Member] | Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (377,000)	[2]	$ (528,000)	[3]
Financial Derivative Liabilities, Percent of Net Assets		(0.05%)	[2],[4]	(0.07%)	[3],[5]
Financial Derivatives - Liabilities [Member] | Options [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (6,589,000)	[2]	$ (1,760,000)	[3]
Financial Derivative Liabilities, Percent of Net Assets		(0.95%)	[2],[4]	(0.24%)	[3],[5]
Net proceeds		$ (1,972,000)	[2]	$ (2,521,000)	[3]
Financial Derivatives - Liabilities [Member] | Forwards [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (1,922,000)	[2]	$ (13,000)	[3]
Financial Derivative Liabilities, Percent of Net Assets		(0.28%)	[2],[4]	0.00%	[3],[5]
Financial Derivatives - Liabilities [Member] | Mortgage Loan Purchase Commitments [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3]			$ (8,000)
Financial Derivative Liabilities, Percent of Net Assets	[3],[5]			0.00%
Put Option [Member] | Options on U.S. Treasury Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contracts				39
Call Option [Member] | Options on U.S. Treasury Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contracts				39
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Mortgage Loan Purchase Commitments [Member] | Mortgage-related Residential [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[8]	$ 43,000
Derivative Asset, Notional Amount	[2],[8]	$ 13,570,000
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Mortgage Loan Purchase Commitments [Member] | Mortgage-related Residential [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[8]	2016-04
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Mortgage Loan Purchase Commitments [Member] | Mortgage-related Residential [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[8]	2016-05
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Mortgage Loan Purchase Commitments [Member] | Mortgage-related Residential [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3],[9]			$ (8,000)
Derivative Liability, Notional Amount	[3],[9]			$ 7,713,000
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Mortgage Loan Purchase Commitments [Member] | Mortgage-related Residential [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[9]			2016-01
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Mortgage Loan Purchase Commitments [Member] | Mortgage-related Residential [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[9]			2016-02
Equity Market Risk [Member] | Financial Derivatives - Assets [Member] | Warrant [Member] | North America [Member] | Mortgage-related Residential [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 100,000	[2],[10]	$ 150,000	[3],[11]
Derivative Asset, Notional Amount		$ 1,554,000	[2],[10]	$ 1,555,000	[3],[11]
Long [Member] | US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contracts		84		343
Long [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[6],[12]	$ 139,784,000
Long [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		1,074,000	[2],[6],[13]	$ 85,000	[3],[7]
Long [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bonds [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[6],[12]	98,000
Long [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		(674,000)	[2],[6]	(4,662,000)	[3],[7]
Long [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bonds [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[6],[12]	(204,000)
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[3],[7],[14]			135,752,000
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		54,000	[2],[6],[12]	56,000	[3],[7],[14]
Derivative Asset, Notional Amount		$ 1,415,000	[2],[6],[12]	$ 1,468,000	[3],[7],[14]
Range of expiration dates		2037-12	[2],[6],[12]	2037-12	[3],[7],[14]
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Basic Materials [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[6],[13]	$ 11,000
Derivative Asset, Notional Amount	[2],[6],[13]	$ 184,000
Range of expiration dates	[2],[6],[13]	2017-03
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Communications [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 171,000	[2],[6],[13]	$ 49,000	[3],[7],[15]
Derivative Asset, Notional Amount		$ 10,662,000	[2],[6],[13]	$ 3,836,000	[3],[7],[15]
Range of expiration dates	[2],[6],[13]	2017-02
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Communications [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[7],[15]			2016-03
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Communications [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[7],[15]			2016-12
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Consumer [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 276,000	[2],[6],[13]	$ 31,000	[3],[7],[15]
Derivative Asset, Notional Amount		$ 8,648,000	[2],[6],[13]	$ 4,880,000	[3],[7],[15]
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Consumer [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2017-02	[2],[6],[13]	2016-03	[3],[7],[15]
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Consumer [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2017-03	[2],[6],[13]	2017-01	[3],[7],[15]
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Energy [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 7,000	[2],[6],[13]	$ 5,000	[3],[7],[15]
Derivative Asset, Notional Amount		$ 2,308,000	[2],[6],[13]	$ 729,000	[3],[7],[15]
Range of expiration dates		2017-02	[2],[6],[13]	2016-10	[3],[7],[15]
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Financial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[6],[13]	$ 57,000
Derivative Asset, Notional Amount	[2],[6],[13]	$ 938,000
Range of expiration dates	[2],[6],[13]	2017-02
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Industrial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[6],[13]	$ 283,000
Derivative Asset, Notional Amount	[2],[6],[13]	$ 3,710,000
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Industrial [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[6],[13]	2017-02
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Industrial [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[6],[13]	2017-03
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Technology [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[6],[13]	$ 239,000
Derivative Asset, Notional Amount	[2],[6],[13]	$ 3,160,000
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Technology [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[6],[13]	2017-02
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Technology [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[6],[13]	2017-03
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Total Return Swaps [Member] | North America [Member] | Utilities [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[6],[13]	$ 30,000
Derivative Asset, Notional Amount	[2],[6],[13]	$ 2,330,000
Range of expiration dates	[2],[6],[13]	2017-02
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bonds [Member] | North America [Member] | Consumer [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[6],[12]	$ 90,000
Derivative Asset, Notional Amount	[2],[6],[12]	$ 571,000
Range of expiration dates	[2],[6],[12]	2021-06
Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bonds [Member] | North America [Member] | Industrial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[6],[12]	$ 8,000
Derivative Asset, Notional Amount	[2],[6],[12]	$ 643,000
Range of expiration dates	[2],[6],[12]	2020-12
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Asset Backed Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (1,330,000)	[2],[6],[12]	$ (365,000)	[3],[7],[14]
Derivative Liability, Notional Amount		$ 7,543,000	[2],[6],[12]	$ 4,458,000	[3],[7],[14]
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2052-10	[2],[6],[12]	2052-10	[3],[7],[14]
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2063-05	[2],[6],[12]	2063-05	[3],[7],[14]
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Basic Materials [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (343,000)	[2],[6],[13]	$ (822,000)	[3],[7],[15]
Derivative Liability, Notional Amount		$ 6,463,000	[2],[6],[13]	$ 6,477,000	[3],[7],[15]
Range of expiration dates	[3],[7],[15]			2016-03
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Basic Materials [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[6],[13]	2017-02
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Basic Materials [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[6],[13]	2017-03
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Communications [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (104,000)	[2],[6],[13]	$ (2,581,000)	[3],[7],[15]
Derivative Liability, Notional Amount		$ 5,925,000	[2],[6],[13]	$ 11,009,000	[3],[7],[15]
Range of expiration dates	[2],[6],[13]	2017-02
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Communications [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[7],[15]			2016-03
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Communications [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[7],[15]			2016-08
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Consumer [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (24,000)	[2],[6],[13]	$ (143,000)	[3],[7],[15]
Derivative Liability, Notional Amount		$ 3,847,000	[2],[6],[13]	$ 4,983,000	[3],[7],[15]
Range of expiration dates	[2],[6],[13]	2017-02
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Consumer [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[7],[15]			2016-06
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Consumer [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[7],[15]			2016-08
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Diversified [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (153,000)	[2],[6],[13]	$ (171,000)	[3],[7],[15]
Derivative Liability, Notional Amount		$ 2,758,000	[2],[6],[13]	$ 2,765,000	[3],[7],[15]
Range of expiration dates		2017-02	[2],[6],[13]	2016-03	[3],[7],[15]
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Energy [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3],[7],[15]			$ (812,000)
Derivative Liability, Notional Amount	[3],[7],[15]			$ 4,076,000
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Energy [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[7],[15]			2016-04
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Energy [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[7],[15]			2016-08
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Financial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (50,000)	[2],[6],[13]	$ (10,000)	[3],[7],[15]
Derivative Liability, Notional Amount		$ 2,086,000	[2],[6],[13]	$ 2,646,000	[3],[7],[15]
Range of expiration dates		2017-02	[2],[6],[13]	2016-09	[3],[7],[15]
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Industrial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3],[7],[15]			$ (39,000)
Derivative Liability, Notional Amount	[3],[7],[15]			$ 1,000,000
Range of expiration dates	[3],[7],[15]			2016-03
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Technology [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3],[7],[15]			$ (84,000)
Derivative Liability, Notional Amount	[3],[7],[15]			$ 2,650,000
Range of expiration dates	[3],[7],[15]			2017-01
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bonds [Member] | North America [Member] | Basic Materials [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[6],[12]	$ (202,000)
Derivative Liability, Notional Amount	[2],[6],[12]	$ 571,000
Range of expiration dates	[2],[6],[12]	2021-06
Long [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bonds [Member] | North America [Member] | Consumer [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[6],[12]	$ (2,000)
Derivative Liability, Notional Amount	[2],[6],[12]	$ 1,427,000
Range of expiration dates	[2],[6],[12]	2021-06
Long [Member] | Credit Risk [Member] | Put Option [Member] | Financial Derivatives - Assets [Member] | Options on Credit Default Swaps on Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[3],[16]			$ 2,050,000
Derivative Asset, Notional Amount	[3],[16]			$ 138,000,000
Range of expiration dates	[3],[16]			2016-03
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Interest Rate Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 17,321,000	[2],[6],[17]	$ 7,254,000	[3],[7],[18]
Derivative Asset, Notional Amount		$ 495,980,000	[2],[6],[17]	$ 545,232,000	[3],[7],[18]
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Interest Rate Swaps [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2016-10	[2],[6],[17]	2016-12	[3],[7],[18]
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Interest Rate Swaps [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2046-04	[2],[6],[17]	2045-12	[3],[7],[18]
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 2,000	[2],[19]	$ 2,000	[3],[20]
Derivative Asset, Notional Amount		$ 16,800,000	[2],[19]	$ 6,300,000	[3],[20]
Range of expiration dates		2016-06	[2],[19]	2016-03	[3],[20]
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[3],[21]			$ 17,000
Derivative Asset, Notional Amount	[3],[21]			$ 23,000,000
Range of expiration dates	[3],[21]			2017-06
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Payer Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[22]	$ 77,000
Derivative Asset, Notional Amount	[2],[22]	$ 17,000,000
Range of expiration dates	[2],[22]	2016-05
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Interest Rate Cap [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[23]	$ 1,000
Derivative Asset, Notional Amount	[2],[23]	$ 23,200,000
Range of expiration dates	[2],[23]	2018-03
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Interest Rate Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (23,000)	[2],[6],[17]	$ (278,000)	[3],[7],[18]
Derivative Liability, Notional Amount		$ 1,200,000	[2],[6],[17]	$ 129,975,000	[3],[7],[18]
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Interest Rate Swaps [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2021-03	[2],[6],[17]	2016-10	[3],[7],[18]
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Interest Rate Swaps [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2026-03	[2],[6],[17]	2045-12	[3],[7],[18]
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3],[20]			$ (235,000)
Derivative Liability, Notional Amount	[3],[20]			$ 37,700,000
Range of expiration dates	[3],[20]			2016-03
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[24]	$ (2,000)
Derivative Liability, Notional Amount	[2],[24]	$ 22,000,000
Range of expiration dates	[2],[24]	2017-06
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Straddle Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3],[25]			$ (31,000)
Derivative Liability, Notional Amount	[3],[25]			$ 8,400,000
Range of expiration dates	[3],[25]			2018-11
Long [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Payer Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[22]	$ (173,000)
Derivative Liability, Notional Amount	[2],[22]	$ 145,000,000
Range of expiration dates	[2],[22]	2016-04
Long [Member] | Interest Rate Risk [Member] | Put Option [Member] | Financial Derivatives - Assets [Member] | Options on U.S. Treasury Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[3],[26]			$ 61,000
Derivative Asset, Notional Amount	[3],[26]			$ 3,900,000
Range of expiration dates	[3],[26]			2016-02
Long [Member] | Interest Rate Risk [Member] | Call Option [Member] | Financial Derivatives - Assets [Member] | Options on U.S. Treasury Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[3],[26]			$ 51,000
Derivative Asset, Notional Amount	[3],[26]			$ 3,900,000
Range of expiration dates	[3],[26]			2016-02
Long [Member] | Equity Market Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Energy [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3],[7],[27]			$ 0
Derivative Liability, Notional Amount	[3],[7],[27]			$ 35,000
Range of expiration dates	[3],[7],[27]			2017-07
Long [Member] | Equity Market Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Financial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ 0	[2],[6],[28]	$ 0	[3],[7],[27]
Derivative Liability, Notional Amount		$ 21,277,000	[2],[6],[28]	$ 21,635,000	[3],[7],[27]
Range of expiration dates		2016-11	[2],[6],[28]	2016-11	[3],[7],[27]
Long [Member] | Currency risk [Member] | Financial Derivatives - Liabilities [Member] | Forwards [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3],[29]			$ (13,000)
Derivative Liability, Notional Amount	[3],[29]			$ 2,734,000
Range of expiration dates	[3],[29]			2016-03
Short [Member] | US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contracts		91
Short [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bonds [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[6],[30]	$ 16,000
Short [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3],[7]			$ 0
Short [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bonds [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		(572,000)	[2],[6],[30]	(683,000)	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		4,564,000	[2],[6],[30]	1,891,000	[3],[7],[31]
Derivative Asset, Notional Amount		$ (23,307,000)	[2],[6],[30]	$ (15,208,000)	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2017-12	[2],[6],[30]	2017-12	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2019-12	[2],[6],[30]	2019-12	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 21,257,000	[2],[6],[30]	$ 5,354,000	[3],[7],[31]
Derivative Asset, Notional Amount		$ (146,886,000)	[2],[6],[30]	$ (95,589,000)	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2046-05	[2],[6],[30]	2046-05	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2063-05	[2],[6],[30]	2063-05	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bonds [Member] | North America [Member] | Communications [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[6],[30]	$ 5,000
Derivative Asset, Notional Amount	[2],[6],[30]	$ (1,390,000)
Range of expiration dates	[2],[6],[30]	2020-06
Short [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bonds [Member] | North America [Member] | Consumer [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 11,000	[2],[6],[30]	$ 10,000	[3],[7],[31]
Derivative Asset, Notional Amount		$ (590,000)	[2],[6],[30]	$ (590,000)	[3],[7],[31]
Range of expiration dates		2019-12	[2],[6],[30]	2019-12	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Securities [Member] | North America [Member] | Mortgage-related Residential [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 6,227,000	[2],[6],[30]	$ 6,332,000	[3],[7],[31]
Derivative Asset, Notional Amount		$ (8,638,000)	[2],[6],[30]	$ (8,967,000)	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Securities [Member] | North America [Member] | Mortgage-related Residential [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2035-05	[2],[6],[30]	2034-09	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Asset Backed Securities [Member] | North America [Member] | Mortgage-related Residential [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2035-12	[2],[6],[30]	2035-12	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (55,176,000)	[2],[6],[30]	$ (47,298,000)	[3],[7],[31]
Derivative Liability, Notional Amount		$ (1,292,314,000)	[2],[6],[30]	$ (1,001,913,000)	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2016-12	[2],[6],[30]	2016-12	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2020-12	[2],[6],[30]	2020-12	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[6],[32]	$ (129,000)
Derivative Liability, Notional Amount	[2],[6],[32]	$ (13,062,000)
Range of expiration dates	[2],[6],[32]	2016-06
Short [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bonds [Member] | North America [Member] | Consumer [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (528,000)	[2],[6],[30]	$ (584,000)	[3],[7],[31]
Derivative Liability, Notional Amount		$ (7,680,000)	[2],[6],[30]	$ (8,780,000)	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bonds [Member] | North America [Member] | Consumer [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2019-09	[2],[6],[30]	2019-09	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bonds [Member] | North America [Member] | Consumer [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2020-12	[2],[6],[30]	2020-12	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Corporate Bonds [Member] | North America [Member] | Financial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (44,000)	[2],[6],[30]	$ (99,000)	[3],[7],[31]
Derivative Liability, Notional Amount		$ (4,000,000)	[2],[6],[30]	$ (4,000,000)	[3],[7],[31]
Range of expiration dates		2020-03	[2],[6],[30]	2020-03	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Asset Backed Securities [Member] | North America [Member] | Mortgage-related Residential [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (220,000)	[2],[6],[30]	$ (221,000)	[3],[7],[31]
Derivative Liability, Notional Amount		$ (3,175,000)	[2],[6],[30]	$ (3,209,000)	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Asset Backed Securities [Member] | North America [Member] | Mortgage-related Residential [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2034-10	[2],[6],[30]	2034-10	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaps On Asset Backed Securities [Member] | North America [Member] | Mortgage-related Residential [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2035-03	[2],[6],[30]	2035-03	[3],[7],[31]
Short [Member] | Credit Risk [Member] | Put Option [Member] | Financial Derivatives - Liabilities [Member] | Options on Credit Default Swaps on Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (6,338,000)	[2],[33]	$ (720,000)	[3],[34]
Derivative Liability, Notional Amount		$ (211,000,000)	[2],[33]	$ (171,750,000)	[3],[34]
Range of expiration dates	[2],[33]	2016-04
Short [Member] | Credit Risk [Member] | Put Option [Member] | Financial Derivatives - Liabilities [Member] | Options on Credit Default Swaps on Corporate Bond Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[34]			2016-02
Short [Member] | Credit Risk [Member] | Put Option [Member] | Financial Derivatives - Liabilities [Member] | Options on Credit Default Swaps on Corporate Bond Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[34]			2016-03
Short [Member] | Credit Risk [Member] | Call Option [Member] | Financial Derivatives - Liabilities [Member] | Options on Credit Default Swaps on Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (6,000)	[2],[35]	$ (884,000)	[3],[36]
Derivative Liability, Notional Amount		$ (51,000,000)	[2],[35]	$ (273,100,000)	[3],[36]
Range of expiration dates	[2],[35]	2016-04
Short [Member] | Credit Risk [Member] | Call Option [Member] | Financial Derivatives - Liabilities [Member] | Options on Credit Default Swaps on Corporate Bond Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[36]			2016-01
Short [Member] | Credit Risk [Member] | Call Option [Member] | Financial Derivatives - Liabilities [Member] | Options on Credit Default Swaps on Corporate Bond Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[36]			2016-02
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Interest Rate Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[3],[7],[37]			$ 2,689,000
Derivative Asset, Notional Amount	[3],[7],[37]			$ (608,365,000)
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Interest Rate Swaps [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[7],[37]			2016-12
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Interest Rate Swaps [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[7],[37]			2045-12
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 6,000	[2],[24]	$ 13,000	[3],[21]
Derivative Asset, Notional Amount		$ (91,000,000)	[2],[24]	$ (90,000,000)	[3],[21]
Range of expiration dates		2016-06	[2],[24]	2016-12	[3],[21]
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Payer Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2],[38]	$ 174,000
Derivative Asset, Notional Amount	[2],[38]	$ (32,000,000)
Range of expiration dates	[2],[38]	2016-04
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Interest Rate Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (18,462,000)	[2],[6],[39]	$ (4,656,000)	[3],[7],[37]
Derivative Liability, Notional Amount		$ (899,859,000)	[2],[6],[39]	$ (518,235,000)	[3],[7],[37]
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Interest Rate Swaps [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2016-09	[2],[6],[39]	2016-01	[3],[7],[37]
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Interest Rate Swaps [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2045-12	[2],[6],[39]	2046-01	[3],[7],[37]
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[19]	$ (72,000)
Derivative Liability, Notional Amount	[2],[19]	$ (9,100,000)
Range of expiration dates	[2],[19]	2016-06
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (303,000)	[2],[24]	$ (293,000)	[3],[21]
Derivative Liability, Notional Amount		$ (275,000,000)	[2],[24]	$ (306,000,000)	[3],[21]
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Eurodollar Future [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2016-09	[2],[24]	2016-03	[3],[21]
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Eurodollar Future [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2017-09	[2],[24]	2017-09	[3],[21]
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Straddle Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3],[25]			$ (125,000)
Derivative Liability, Notional Amount	[3],[25]			$ (13,100,000)
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Straddle Swaption [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3]			2016-01
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Straddle Swaption [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3]			2016-06
Short [Member] | Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Payer Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[38]	$ (72,000)
Derivative Liability, Notional Amount	[2],[38]	$ (17,100,000)
Range of expiration dates	[2],[38]	2016-05
Short [Member] | Equity Market Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Energy [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3],[7],[27]			$ 0
Derivative Liability, Notional Amount	[3],[7],[27]			$ (58,000)
Range of expiration dates	[3],[7],[27]			2017-07
Short [Member] | Equity Market Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Financial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (1,000)	[2],[6],[28]	$ 0	[3],[7],[27]
Derivative Liability, Notional Amount		$ (31,491,000)	[2],[6],[28]	$ (4,048,000)	[3],[7],[27]
Range of expiration dates	[3],[7],[27]			2017-03
Short [Member] | Equity Market Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Financial [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[6],[28]	2017-02
Short [Member] | Equity Market Risk [Member] | Financial Derivatives - Liabilities [Member] | Total Return Swaps [Member] | North America [Member] | Financial [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[6],[28]	2018-02
Short [Member] | Currency risk [Member] | Financial Derivatives - Assets [Member] | Forwards [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[3],[40]			$ 1,138,000
Derivative Asset, Notional Amount	[3],[40]			$ (95,326,000)
Range of expiration dates	[3],[40]			2016-03
Short [Member] | Currency risk [Member] | Financial Derivatives - Liabilities [Member] | Forwards [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[41]	$ (1,922,000)
Derivative Liability, Notional Amount	[2],[41]	$ (83,820,000)
Range of expiration dates	[2],[41]	2016-06
CDX.NA.HY 25 35-100 [Member] | Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 95,620,000	[2],[6],[12]	$ 81,758,000	[3],[7],[14]
Derivative Asset, Notional Amount		$ 495,250,000	[2],[6],[12]	$ 442,140,000	[3],[7],[14]
Range of expiration dates		2020-12	[2],[6],[12]	2020-12	[3],[7],[14]
ITRX EUR XOVER 24 5Y 35-100 [Member] | Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 36,859,000	[2],[6],[12]	$ 46,716,000	[3],[7],[14]
Derivative Asset, Notional Amount		$ 189,351,000	[2],[6],[12]	$ 229,954,000	[3],[7],[14]
Range of expiration dates		2020-12	[2],[6],[12]	2020-12	[3],[7],[14]
Other Credit Default Swaps on Corporate Bond Indices [Member] | Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 7,305,000	[2],[6],[12]	$ 7,278,000	[3],[7],[14]
Derivative Asset, Notional Amount		$ 121,840,000	[2],[6],[12]	$ 121,730,000	[3],[7],[14]
Other Credit Default Swaps on Corporate Bond Indices [Member] | Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2018-06	[2],[6],[12]	2018-06	[3],[7],[14]
Other Credit Default Swaps on Corporate Bond Indices [Member] | Long [Member] | Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2020-06	[2],[6],[12]	2020-06	[3],[7],[14]

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

[4] Classification percentages are based on Total Equity.

[5] Classification percentages are based on Total Equity.

[6] 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 8.40 %Affiliates of JP Morgan Financial derivatives—asset 6.32 %Affiliates of Goldman Sachs Financial derivatives—asset 5.21 %Affiliates of JP Morgan Financial derivatives—liability (8.85)%

[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 6.01 %Affiliates of JP Morgan Financial derivatives—liability (6.32)%

[8] Notional value represents principal balance of mortgage loan purchase commitments. Actual loan purchases are contingent upon successful loan closings in accordance with agreed-upon parameters.

[9] Notional value represents principal balance of mortgage loan purchase commitments. Actual loan purchases are contingent upon successful loan closings in accordance with agreed-upon parameters.

[10] Notional value represents number of warrants.

[11] Notional value represents number of warrants.

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

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

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

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

[16] 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.

[17] For long interest rate swap contracts, the Company pays a floating rate and receives a fixed rate.

[18] For long interest rate swap contracts, the Company pays a floating rate and receives a fixed rate.

[19] Notional value represents the total face amount of U.S. Treasury Notes underlying all contracts held; as of March 31, 2016, 84 long contracts and 91 short contracts were held.

[20] Notional value represents the total face amount of U.S. Treasury Notes underlying all contracts held; as of December 31, 2015, 343 long futures contracts were held.

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

[22] 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.

[23] Notional value represents the amount on which interest payments are calculated to the extent the market interest rate exceeds the rate cap on the contract.

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

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

[26] Represents the option on the part of the Company to enter into a futures contract with a counterparty; as of December 31, 2015, 39 put options and 39 call options contracts were held.

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

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

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

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

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

[32] Notional value represents notional of underlying reference index times the closing price of the underlying reference index.

[33] 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 receive a fixed rate and pay credit protection payments.

[34] 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 receive a fixed rate and pay credit protection payments.

[35] 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.

[36] 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.

[37] For short interest rate swap contracts, the Company pays a fixed rate and receives a floating rate.

[38] 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.

[39] For short interest rate swap contracts, the Company pays a fixed rate and receives a floating rate.

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

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