Consolidated Condensed Schedule Of Investments (Financial Derivatives)		3 Months Ended		12 Months Ended
		Mar. 31, 2017 USD ($) contracts		Dec. 31, 2016 USD ($) contracts
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	[1]	$ 29,907,000		$ 35,595,000
Derivative Liabilities	[1]	(20,938,000)		(18,687,000)
Net cost		37,658,000		40,724,000
Net proceeds		16,024,000		12,012,000
Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Future contract notional		$ 1,000,000		$ 1,000,000
Future contract | contracts		1		1
Short [Member] | US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contracts		68		70
Financial Derivatives - Assets [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-		$ 29,907,000	[2]	$ 35,595,000	[3]
Financial Derivative Assets, Percent of Net Assets		4.57%	[2],[4]	5.52%	[3],[5]
Net cost		$ 37,658,000	[2]	$ 40,724,000	[3]
Financial Derivatives - Assets [Member] | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-		$ 29,827,000	[2]	$ 35,400,000	[3]
Financial Derivative Assets, Percent of Net Assets		4.56%	[2],[4]	5.49%	[3],[5]
Net cost		$ 37,512,000	[2]	$ 40,491,000	[3]
Financial Derivatives - Assets [Member] | Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	[3]			$ 29,000
Financial Derivative Assets, Percent of Net Assets	[3],[5]			0.00%
Financial Derivatives - Assets [Member] | Options [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-		$ 67,000	[2]	$ 44,000	[3]
Financial Derivative Assets, Percent of Net Assets		0.01%	[2],[4]	0.01%	[3],[5]
Net cost		$ 146,000	[2]	$ 133,000	[3]
Financial Derivatives - Assets [Member] | Warrant [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	[3]			$ 106,000
Financial Derivative Assets, Percent of Net Assets	[3],[5]			0.02%
Net cost	[3]			$ 100,000
Financial Derivatives - Assets [Member] | Forwards [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-		$ 13,000	[2]	$ 16,000	[3]
Financial Derivative Assets, Percent of Net Assets		0.00%	[2],[4]	0.00%	[3],[5]
Financial Derivatives - Assets [Member] | North America [Member] | Warrant [Member] | Mortgage-related Residential [Member] | Equity Market Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[3],[6]			$ 1,639,000
Financial derivatives–assets, at fair value-	[3],[6]			106,000
Financial Derivatives - Assets [Member] | Long [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 1,126,000	[2],[7]	1,202,000	[3],[8]
Financial derivatives–assets, at fair value-		$ 11,000	[2],[7]	$ 12,000	[3],[8]
Investment Maturity Date		2037-12	[2],[7]	2037-12	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 11,909,000	[2],[7]	$ 40,611,000	[3],[8]
Financial derivatives–assets, at fair value-		$ 832,000	[2],[7]	$ 2,744,000	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2018-12	[2],[7]	2018-12	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2021-06	[2],[7]	2021-12	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | Interest Rate Swaps [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 215,826,000	[2],[9]	$ 215,826,000	[3],[10]
Financial derivatives–assets, at fair value-		$ 1,939,000	[2],[9]	$ 2,274,000	[3],[10]
Financial Derivatives - Assets [Member] | Long [Member] | Interest Rate Swaps [Member] | Minimum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2017-12	[2],[9]	2017-12	[3],[10]
Financial Derivatives - Assets [Member] | Long [Member] | Interest Rate Swaps [Member] | Maximum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2045-01	[2],[9]	2045-01	[3],[10]
Financial Derivatives - Assets [Member] | Long [Member] | Options on Credit Default Swaps on Corporate Bond Indices [Member] | Credit Risk [Member] | Put Option [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[3],[11]			$ 10,000,000
Financial derivatives–assets, at fair value-	[3],[11]			$ 0
Investment Maturity Date	[3],[11]			2017-01
Financial Derivatives - Assets [Member] | Long [Member] | Interest Rate Cap [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 61,908,000	[2],[12]	$ 61,908,000	[3],[13]
Financial derivatives–assets, at fair value-		$ 1,000	[2],[12]	$ 2,000	[3],[13]
Financial Derivatives - Assets [Member] | Long [Member] | Interest Rate Cap [Member] | Minimum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2018-03	[2],[12]	2018-03	[3],[13]
Financial Derivatives - Assets [Member] | Long [Member] | Interest Rate Cap [Member] | Maximum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2018-10	[2],[12]	2018-10	[3],[13]
Financial Derivatives - Assets [Member] | Long [Member] | Equity Option [Member] | Equity Market Risk [Member] | Call Option [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[3],[14]			$ 16,000
Financial derivatives–assets, at fair value-	[3],[14]			$ 42,000
Investment Maturity Date	[3],[14]			2017-04
Financial Derivatives - Assets [Member] | Long [Member] | Equity Option [Member] | Consumer [Member] | Equity Market Risk [Member] | Put Option [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[15]	$ 5,000
Financial derivatives–assets, at fair value-	[2],[15]	$ 38,000
Investment Maturity Date	[2],[15]	2017-07
Financial Derivatives - Assets [Member] | Long [Member] | Equity Option [Member] | Consumer [Member] | Equity Market Risk [Member] | Call Option [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[15]	$ 23,000
Financial derivatives–assets, at fair value-	[2],[15]	$ 28,000
Financial Derivatives - Assets [Member] | Long [Member] | Equity Option [Member] | Consumer [Member] | Minimum [Member] | Equity Market Risk [Member] | Call Option [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[15]	2017-04
Financial Derivatives - Assets [Member] | Long [Member] | Equity Option [Member] | Consumer [Member] | Maximum [Member] | Equity Market Risk [Member] | Call Option [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[15]	2017-10
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-		$ 3,449,000	[2],[7]	$ 1,361,000	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		760,000	[2],[7]	760,000	[3],[8]
Financial derivatives–assets, at fair value-		$ 90,000	[2],[7]	$ 90,000	[3],[8]
Investment Maturity Date		2021-03	[2],[7]	2021-03	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[7]	$ 6,400,000
Financial derivatives–assets, at fair value-	[2],[7]	$ 687,000
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[7]	2019-09
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[7]	2020-06
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 34,339,000	[2],[7]	$ 8,043,000	[3],[8]
Financial derivatives–assets, at fair value-		$ 2,250,000	[2],[7]	$ 973,000	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2019-03	[2],[7]	2019-03	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2022-06	[2],[7]	2021-12	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 7,310,000	[2],[7]	$ 4,120,000	[3],[8]
Financial derivatives–assets, at fair value-		$ 89,000	[2],[7]	$ 7,000	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2019-03	[2],[7]	2019-03	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2022-06	[2],[7]	2021-12	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Financial [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 1,180,000	[2],[7]	$ 1,120,000	[3],[8]
Financial derivatives–assets, at fair value-		$ 157,000	[2],[7]	$ 140,000	[3],[8]
Investment Maturity Date		2021-12	[2],[7]	2021-12	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[7]	$ 720,000
Financial derivatives–assets, at fair value-	[2],[7]	$ 25,000
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[7]	2020-03
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[7]	2021-12
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Utilities [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 1,490,000	[2],[7]	$ 2,060,000	[3],[8]
Financial derivatives–assets, at fair value-		$ 151,000	[2],[7]	$ 151,000	[3],[8]
Investment Maturity Date		2012-12	[2],[7]	2021-06	[3],[8]
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	[3],[16]			$ 155,000
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Total Return Swaps [Member] | Consumer [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[3],[16]			3,130,000
Financial derivatives–assets, at fair value-	[3],[16]			$ 87,000
Investment Maturity Date	[3],[16]			2019-07
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Total Return Swaps [Member] | Utilities [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[3],[16]			$ 685,000
Financial derivatives–assets, at fair value-	[3],[16]			$ 68,000
Investment Maturity Date	[3],[16]			2020-02
Financial Derivatives - Assets [Member] | Short [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (79,502,000)	[2],[17]	$ (112,999,000)	[3],[18]
Financial derivatives–assets, at fair value-		$ 10,642,000	[2],[17]	$ 16,701,000	[3],[18]
Financial Derivatives - Assets [Member] | Short [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2046-05	[2],[17]	2046-05	[3],[18]
Financial Derivatives - Assets [Member] | Short [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2063-05	[2],[17]	2058-09	[3],[18]
Financial Derivatives - Assets [Member] | Short [Member] | Interest Rate Swaps [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (692,387,000)	[2],[19]	$ (607,499,000)	[3],[20]
Financial derivatives–assets, at fair value-		$ 5,985,000	[2],[19]	$ 5,828,000	[3],[20]
Financial Derivatives - Assets [Member] | Short [Member] | Interest Rate Swaps [Member] | Minimum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2017-09	[2],[19]	2017-04	[3],[20]
Financial Derivatives - Assets [Member] | Short [Member] | Interest Rate Swaps [Member] | Maximum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2045-12	[2],[19]	2045-12	[3],[20]
Financial Derivatives - Assets [Member] | Short [Member] | Interest Rate Swaps Variable rates only [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[21]	$ (26,600,000)
Financial derivatives–assets, at fair value-	[2],[21]	$ 13,000
Financial Derivatives - Assets [Member] | Short [Member] | Interest Rate Swaps Variable rates only [Member] | Minimum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[21]	2018-04
Financial Derivatives - Assets [Member] | Short [Member] | Interest Rate Swaps Variable rates only [Member] | Maximum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[21]	2019-06
Financial Derivatives - Assets [Member] | Short [Member] | Eurodollar Future [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[3],[22]			$ (13,000,000)
Financial derivatives–assets, at fair value-	[3],[22]			$ 10,000
Investment Maturity Date	[3],[22]			2017-09
Financial Derivatives - Assets [Member] | Short [Member] | US Treasury Note Futures [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[3],[23]			$ (7,000,000)
Financial derivatives–assets, at fair value-	[3],[23]			$ 19,000
Investment Maturity Date	[3],[23]			2017-03
Financial Derivatives - Assets [Member] | Short [Member] | Forwards [Member] | Currency risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (55,242,000)	[2],[24]	$ (6,529,000)	[3],[25]
Financial derivatives–assets, at fair value-		$ 13,000	[2],[24]	$ 16,000	[3],[25]
Investment Maturity Date		2017-06	[2],[24]	2017-03	[3],[25]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-		$ 1,128,000	[2],[17]	$ 999,000	[3],[18]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[17]	(4,800,000)
Financial derivatives–assets, at fair value-	[2],[17]	$ 95,000
Investment Maturity Date	[2],[17]	2020-03
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (5,120,000)	[2],[17]	(1,930,000)	[3],[18]
Financial derivatives–assets, at fair value-		$ 76,000	[2],[17]	$ 30,000	[3],[18]
Investment Maturity Date		2020-06	[2],[17]	2021-06	[3],[18]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (200,000)	[2],[17]	$ (2,880,000)	[3],[18]
Financial derivatives–assets, at fair value-		$ 9,000	[2],[17]	$ 102,000	[3],[18]
Investment Maturity Date		2021-12	[2],[17]	2021-12	[3],[18]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (32,433,000)	[2],[17]	$ (20,507,000)	[3],[18]
Financial derivatives–assets, at fair value-		$ 948,000	[2],[17]	$ 867,000	[3],[18]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2017-06	[2],[17]	2017-06	[3],[18]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2021-12	[2],[17]	2021-06	[3],[18]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member] | Mortgage-related Residential [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (7,005,000)	[2],[17]	$ (7,077,000)	[3],[18]
Financial derivatives–assets, at fair value-		$ 5,828,000	[2],[17]	$ 5,326,000	[3],[18]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member] | Mortgage-related Residential [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2035-05	[2],[17]	2035-05	[3],[18]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member] | Mortgage-related Residential [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2035-12	[2],[17]	2035-12	[3],[18]
Financial Derivatives - Liabilities [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (20,938,000)	[2]	$ (18,687,000)	[3]
Financial Derivative Liabilities, Percent of Net Assets		(3.20%)	[2],[4]	(2.90%)	[3],[5]
Net proceeds		$ (16,024,000)	[2]	$ (12,012,000)	[3]
Financial Derivatives - Liabilities [Member] | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (20,743,000)	[2]	$ (18,115,000)	[3]
Financial Derivative Liabilities, Percent of Net Assets		(3.17%)	[2],[4]	(2.81%)	[3],[5]
Net proceeds		$ (16,024,000)	[2]	$ (12,012,000)	[3]
Financial Derivatives - Liabilities [Member] | Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (57,000)	[2]	$ (69,000)	[3]
Financial Derivative Liabilities, Percent of Net Assets		(0.01%)	[2],[4]	(0.01%)	[3],[5]
Financial Derivatives - Liabilities [Member] | Forwards [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (138,000)	[2]	$ (472,000)	[3]
Financial Derivative Liabilities, Percent of Net Assets		(0.02%)	[2],[4]	(0.07%)	[3],[5]
Financial Derivatives - Liabilities [Member] | Mortgage Loan Purchase Commitments [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2]			$ (31,000)
Financial Derivative Liabilities, Percent of Net Assets	[3],[5]			(0.01%)
Financial Derivatives - Liabilities [Member] | Mortgage Loan Purchase Commitments [Member] | Mortgage-related Residential [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[3],[26]			$ 20,601,000
Derivative Liabilities	[3],[26]			$ (31,000)
Investment Maturity Date	[3],[26]			2017-02
Financial Derivatives - Liabilities [Member] | Long [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 13,845,000	[2],[7]	$ 16,026,000	[3],[8]
Derivative Liabilities		$ (2,255,000)	[2],[7]	$ (2,899,000)	[3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2047-01	[2],[7]	2047-01	[3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | Credit Default Swaps On Asset Backed Indices [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2063-05	[2],[7]	2063-05	[3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | Interest Rate Swaps [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 149,980,000	[2],[9]	$ 160,248,000	[3],[10]
Derivative Liabilities		$ (4,317,000)	[2],[9]	$ (4,396,000)	[3],[10]
Financial Derivatives - Liabilities [Member] | Long [Member] | Interest Rate Swaps [Member] | Minimum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2019-02	[2],[9]	2019-02	[3],[10]
Financial Derivatives - Liabilities [Member] | Long [Member] | Interest Rate Swaps [Member] | Maximum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2045-01	[2],[9]	2045-01	[3],[10]
Financial Derivatives - Liabilities [Member] | Long [Member] | Eurodollar Future [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 11,000,000	[2],[27]	$ 11,000,000	[3],[22]
Derivative Liabilities		$ (11,000)	[2],[27]	$ (8,000)	[3],[22]
Investment Maturity Date		2017-06	[2],[27]	2017-06	[3],[22]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (3,172,000)	[2],[7]	$ (2,763,000)	[3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		6,840,000	[2],[7]	9,480,000	[3],[8]
Derivative Liabilities		$ (609,000)	[2],[7]	$ (1,107,000)	[3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2021-06	[2],[7]	2021-06	[3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2022-06	[2],[7]	2021-12	[3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 9,975,000	[2],[7]	$ 9,990,000	[3],[8]
Derivative Liabilities		$ (682,000)	[2],[7]	$ (430,000)	[3],[8]
Investment Maturity Date	[2],[7]	2021-12
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[3],[8]			2021-06
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[3],[8]			2021-12
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 13,476,000	[2],[7]	$ 9,736,000	[3],[8]
Derivative Liabilities		$ (577,000)	[2],[7]	$ (298,000)	[3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2021-06	[2],[7]	2021-06	[3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2022-06	[2],[7]	2021-12	[3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 25,527,000	[2],[7]	$ 14,317,000	[3],[8]
Derivative Liabilities		$ (1,304,000)	[2],[7]	$ (928,000)	[3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2018-03	[2],[7]	2018-03	[3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2022-06	[2],[7]	2021-12	[3],[8]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3],[16]			$ (249,000)
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Total Return Swaps [Member] | Communications [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[3],[16]			1,623,000
Derivative Liabilities	[3],[16]			$ (249,000)
Investment Maturity Date	[3],[16]			2019-07
Financial Derivatives - Liabilities [Member] | Long [Member] | Europe [Member] | Credit Default Swaps On Corporate Bonds [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[7]	$ (8,000)
Financial Derivatives - Liabilities [Member] | Long [Member] | Europe [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		11,000	[2],[7]	$ 11,000	[3],[8]
Derivative Liabilities		$ (8,000)	[2],[7]	$ (6,000)	[3],[8]
Investment Maturity Date		2019-12	[2],[7]	2019-12	[3],[8]
Financial Derivatives - Liabilities [Member] | Short [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (62,821,000)	[2],[17]	$ (49,306,000)	[3],[18]
Derivative Liabilities		$ (2,911,000)	[2],[17]	$ (2,840,000)	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2018-12	[2],[17]	2018-12	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | Credit Default Swaps On Corporate Bond Indices [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2021-12	[2],[17]	2021-12	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | Interest Rate Swaps [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (86,727,000)	[2],[19]	$ (154,836,000)	[3],[20]
Derivative Liabilities		$ (392,000)	[2],[19]	$ (742,000)	[3],[20]
Financial Derivatives - Liabilities [Member] | Short [Member] | Interest Rate Swaps [Member] | Minimum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2017-04	[2],[19]	2017-08	[3],[20]
Financial Derivatives - Liabilities [Member] | Short [Member] | Interest Rate Swaps [Member] | Maximum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2026-12	[2],[19]	2045-11	[3],[20]
Financial Derivatives - Liabilities [Member] | Short [Member] | Interest Rate Swaps Variable rates only [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (73,600,000)	[2],[21]	$ (100,200,000)	[3],[28]
Derivative Liabilities		$ (1,000)	[2],[21]	$ (24,000)	[3],[28]
Investment Maturity Date	[2],[21]	2017-06
Financial Derivatives - Liabilities [Member] | Short [Member] | Interest Rate Swaps Variable rates only [Member] | Minimum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[3],[28]			2017-06
Financial Derivatives - Liabilities [Member] | Short [Member] | Interest Rate Swaps Variable rates only [Member] | Maximum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[3],[28]			2019-06
Financial Derivatives - Liabilities [Member] | Short [Member] | Eurodollar Future [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (42,000,000)	[2],[27]	$ (49,000,000)	[3],[22]
Derivative Liabilities		$ (39,000)	[2],[27]	$ (61,000)	[3],[22]
Investment Maturity Date	[2],[27]	2017-09
Financial Derivatives - Liabilities [Member] | Short [Member] | Eurodollar Future [Member] | Minimum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[3],[22]			2017-03
Financial Derivatives - Liabilities [Member] | Short [Member] | Eurodollar Future [Member] | Maximum [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[3],[22]			2017-09
Financial Derivatives - Liabilities [Member] | Short [Member] | US Treasury Note Futures [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[29]	$ (6,800,000)
Derivative Liabilities	[2],[29]	$ (7,000)
Investment Maturity Date	[2],[29]	2017-06
Financial Derivatives - Liabilities [Member] | Short [Member] | Forwards [Member] | Currency risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (7,981,000)	[2],[24]	$ (48,258,000)	[3],[25]
Derivative Liabilities		$ (138,000)	[2],[24]	$ (472,000)	[3],[25]
Investment Maturity Date		2017-06	[2],[24]	2017-03	[3],[25]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (7,458,000)	[2],[17]	$ (3,885,000)	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		(3,970,000)	[2],[17]	(2,260,000)	[3],[18]
Derivative Liabilities		$ (230,000)	[2],[17]	$ (93,000)	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2017-06	[2],[17]	2017-06	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Basic Materials [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2021-12	[2],[17]	2021-03	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (18,750,000)	[2],[17]	$ (3,140,000)	[3],[18]
Derivative Liabilities		$ (1,408,000)	[2],[17]	$ (44,000)	[3],[18]
Investment Maturity Date	[3],[18]			2020-06
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[17]	2017-12
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Communications [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[17]	2020-09
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (65,081,000)	[2],[17]	$ (30,901,000)	[3],[18]
Derivative Liabilities		$ (5,440,000)	[2],[17]	$ (3,097,000)	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2018-12	[2],[17]	2019-03	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Consumer [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2022-06	[2],[17]	2021-12	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (8,977,000)	[2],[17]	$ (5,150,000)	[3],[18]
Derivative Liabilities		$ (136,000)	[2],[17]	$ (80,000)	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2017-12	[2],[17]	2017-12	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2021-12	[2],[17]	2021-12	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (5,770,000)	[2],[17]	$ (12,460,000)	[3],[18]
Derivative Liabilities		$ (99,000)	[2],[17]	$ (119,000)	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2020-03	[2],[17]	2020-03	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date		2021-06	[2],[17]	2021-12	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (440,000)	[2],[17]	$ (3,020,000)	[3],[18]
Derivative Liabilities		$ (59,000)	[2],[17]	$ (345,000)	[3],[18]
Investment Maturity Date		2022-06	[2],[17]	2020-03	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Utilities [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (850,000)	[2],[17]	$ (860,000)	[3],[18]
Derivative Liabilities		$ (86,000)	[2],[17]	$ (107,000)	[3],[18]
Investment Maturity Date		2021-12	[2],[17]	2021-06	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member] | Mortgage-related Residential [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (3,000,000)	[2],[17]	$ (3,057,000)	[3],[18]
Derivative Liabilities		$ (218,000)	[2],[17]	$ (256,000)	[3],[18]
Investment Maturity Date	[2],[17]	2035-03
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member] | Mortgage-related Residential [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[3],[18]			2034-10
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member] | Mortgage-related Residential [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[3],[18]			2035-03
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2]	$ (11,000)
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Total Return Swaps [Member] | Financial [Member] | Equity Market Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		(21,683,000)	[2],[30]	$ (42,093,000)	[3],[31]
Derivative Liabilities		$ (11,000)	[2],[30]	$ (55,000)	[3],[31]
Investment Maturity Date	[2],[30]	2017-08
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Total Return Swaps [Member] | Financial [Member] | Minimum [Member] | Equity Market Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[3],[31]			2017-05
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Total Return Swaps [Member] | Financial [Member] | Maximum [Member] | Equity Market Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[3],[31]			2017-08

[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] Notional value represents number of shares that warrants are convertible into.

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

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

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

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

[11] 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.

[12] 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.

[13] 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.

[14] Notional value represents the number of common shares we have the option to purchase multiplied by the strike price.

[15] Notional value represents the number of common shares we have the option to purchase multiplied by the strike price.

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

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

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

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

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

[21] The Company pays a floating rate and receives a floating rate.

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

[23] Notional value represents the total face amount of U.S. Treasury securities underlying all contracts held. As of December 31, 2016, a total of 70 contracts were held.

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

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

[26] 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.

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

[28] The Company pays a floating rate and receives a floating rate.

[29] Notional value represents the total face amount of U.S. Treasury Notes underlying all contracts held; as of March 31, 2017, 68 contracts were held.

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

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