Consolidated Condensed Schedule Of Investments (Financial Derivatives)		9 Months Ended		12 Months Ended
		Sep. 30, 2017 USD ($) contracts		Dec. 31, 2016 USD ($) contracts
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	[1]	$ 29,896,000		$ 35,595,000
Derivative Liabilities	[1]	(32,278,000)		(18,687,000)
Net cost		41,041,000		40,724,000
Net proceeds		$ 28,507,000		12,012,000
Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Future contract notional				$ 1,000,000
Future contract | contracts				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-		$ 29,896,000	[2]	$ 35,595,000	[3]
Investment owned as a percentage of equity		4.75%	[2],[4]	5.52%	[3],[5]
Net cost		$ 41,041,000	[2]	$ 40,724,000	[3]
Financial Derivatives - Assets [Member] | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-		$ 28,978,000	[2]	$ 35,400,000	[3]
Investment owned as a percentage of equity		4.60%	[2],[4]	5.49%	[3],[5]
Net cost		$ 40,941,000	[2]	$ 40,491,000	[3]
Financial Derivatives - Assets [Member] | Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-		$ 143,000	[2]	$ 29,000	[3]
Investment owned as a percentage of equity		0.02%	[2],[4]	0.00%	[3],[5]
Financial Derivatives - Assets [Member] | Options [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-		$ 52,000	[2]	$ 44,000	[3]
Investment owned as a percentage of equity		0.01%	[2],[4]	0.01%	[3],[5]
Net cost		$ 100,000	[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
Investment owned as a percentage of equity	[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-		$ 723,000	[2]	$ 16,000	[3]
Investment owned as a percentage of equity		0.12%	[2],[4]	0.00%	[3],[5]
Financial Derivatives - Assets [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	[2],[6]	$ 4,530,000
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],[7]			$ 1,639,000
Financial derivatives–assets, at fair value-	[3],[7]			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		1,141,000	[2],[8]	1,202,000	[3],[9]
Financial derivatives–assets, at fair value-		$ 10,000	[2],[8]	$ 12,000	[3],[9]
Investment Maturity Date	[3],[9]			2037-12
Financial Derivatives - Assets [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	[2],[8]	2037-12
Financial Derivatives - Assets [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	[2],[8]	2059-11
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		$ 12,888,000	[2],[8]	$ 40,611,000	[3],[9]
Financial derivatives–assets, at fair value-		$ 631,000	[2],[8]	$ 2,744,000	[3],[9]
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],[8]	2018-12	[3],[9]
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		2022-06	[2],[8]	2021-12	[3],[9]
Financial Derivatives - Assets [Member] | Long [Member] | Interest Rate Swaps [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 273,926,000	[2],[10]	$ 215,826,000	[3],[11]
Financial derivatives–assets, at fair value-		$ 2,762,000	[2],[10]	$ 2,274,000	[3],[11]
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],[10]	2017-12	[3],[11]
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],[10]	2045-01	[3],[11]
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],[12]			$ 10,000,000
Financial derivatives–assets, at fair value-	[3],[12]			$ 0
Investment Maturity Date	[3],[12]			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		$ 113,453,000	[2],[13]	$ 61,908,000	[3],[14]
Financial derivatives–assets, at fair value-		$ 2,000	[2],[13]	$ 2,000	[3],[14]
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],[13]	2018-03	[3],[14]
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		2019-05	[2],[13]	2018-10	[3],[14]
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],[15]			$ 16,000
Financial derivatives–assets, at fair value-	[3],[15]			$ 42,000
Investment Maturity Date	[3],[15]			2017-04
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],[16]	$ 28,000
Financial derivatives–assets, at fair value-	[2],[16]	$ 50,000
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],[16]	2017-10
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],[16]	2018-01
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-		$ 5,622,000	[2],[8]	$ 1,361,000	[3],[9]
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		8,670,000	[2],[8]	760,000	[3],[9]
Financial derivatives–assets, at fair value-		$ 1,049,000	[2],[8]	$ 90,000	[3],[9]
Investment Maturity Date	[3],[9]			2021-03
Financial Derivatives - Assets [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	[2],[8]	2021-12
Financial Derivatives - Assets [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	[2],[8]	2022-12
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],[8]	$ 12,680,000
Financial derivatives–assets, at fair value-	[2],[8]	$ 1,456,000
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],[8]	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],[8]	2022-12
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		$ 29,935,000	[2],[8]	$ 8,043,000	[3],[9]
Financial derivatives–assets, at fair value-		$ 2,118,000	[2],[8]	$ 973,000	[3],[9]
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],[8]	2019-03	[3],[9]
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		2022-12	[2],[8]	2021-12	[3],[9]
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		$ 8,520,000	[2],[8]	$ 4,120,000	[3],[9]
Financial derivatives–assets, at fair value-		$ 82,000	[2],[8]	$ 7,000	[3],[9]
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		2019-06	[2],[8]	2019-03	[3],[9]
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],[8]	2021-12	[3],[9]
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		$ 3,940,000	[2],[8]	$ 1,120,000	[3],[9]
Financial derivatives–assets, at fair value-		$ 691,000	[2],[8]	$ 140,000	[3],[9]
Investment Maturity Date	[3],[9]			2021-12
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Financial [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[8]	2021-12
Financial Derivatives - Assets [Member] | Long [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Financial [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[8]	2022-06
Financial Derivatives - Assets [Member] | Long [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	[2],[8]	$ 1,030,000
Financial derivatives–assets, at fair value-	[2],[8]	$ 153,000
Investment Maturity Date	[2],[8]	2022-06
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		$ 850,000	[2],[8]	$ 2,060,000	[3],[9]
Financial derivatives–assets, at fair value-		$ 73,000	[2],[8]	$ 151,000	[3],[9]
Investment Maturity Date		2021-12	[2],[8]	2021-06	[3],[9]
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],[17]			$ 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],[17]			3,130,000
Financial derivatives–assets, at fair value-	[3],[17]			$ 87,000
Investment Maturity Date	[3],[17]			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],[17]			$ 685,000
Financial derivatives–assets, at fair value-	[3],[17]			$ 68,000
Investment Maturity Date	[3],[17]			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		$ (37,495,000)	[2],[6]	$ (112,999,000)	[3],[18]
Financial derivatives–assets, at fair value-		$ 6,977,000	[2],[6]	$ 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],[6]	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		2059-11	[2],[6]	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		$ (671,920,000)	[2],[19]	$ (607,499,000)	[3],[20]
Financial derivatives–assets, at fair value-		$ 3,934,000	[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		2018-12	[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		2027-06	[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]	$ 25,000
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		$ (6,800,000)	[2],[23]	$ (7,000,000)	[3],[24]
Financial derivatives–assets, at fair value-		$ 143,000	[2],[23]	$ 19,000	[3],[24]
Investment Maturity Date		2017-12	[2],[23]	2017-03	[3],[24]
Financial Derivatives - Assets [Member] | Short [Member] | Forwards [Member] | Currency risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (64,613,000)	[2],[25]	$ (6,529,000)	[3],[26]
Financial derivatives–assets, at fair value-		$ 723,000	[2],[25]	$ 16,000	[3],[26]
Investment Maturity Date		2017-12	[2],[25]	2017-03	[3],[26]
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-		$ 4,487,000	[2],[6]	$ 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],[6]	(3,820,000)
Financial derivatives–assets, at fair value-	[2],[6]	$ 130,000
Financial Derivatives - Assets [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	[2],[6]	2021-06
Financial Derivatives - Assets [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	[2],[6]	2022-06
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		$ (18,240,000)	[2],[6]	(1,930,000)	[3],[18]
Financial derivatives–assets, at fair value-		$ 2,533,000	[2],[6]	$ 30,000	[3],[18]
Investment Maturity Date	[3],[18]			2021-06
Financial Derivatives - Assets [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],[6]	2017-12
Financial Derivatives - Assets [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],[6]	2022-06
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		$ (5,620,000)	[2],[6]	$ (2,880,000)	[3],[18]
Financial derivatives–assets, at fair value-		$ 172,000	[2],[6]	$ 102,000	[3],[18]
Investment Maturity Date	[3],[18]			2021-12
Financial Derivatives - Assets [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	[2],[6]	2021-12
Financial Derivatives - Assets [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	[2],[6]	2022-06
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		$ (37,700,000)	[2],[6]	$ (20,507,000)	[3],[18]
Financial derivatives–assets, at fair value-		$ 1,652,000	[2],[6]	$ 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		2018-06	[2],[6]	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		2022-12	[2],[6]	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		$ (6,011,000)	[2],[6]	$ (7,077,000)	[3],[18]
Financial derivatives–assets, at fair value-		$ 4,530,000	[2],[6]	$ 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],[6]	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],[6]	2035-12	[3],[18]
Financial Derivatives - Assets [Member] | Short [Member] | North America [Member] | Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Financial derivatives–assets, at fair value-	[2]	$ 0
Financial Derivatives - Assets [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	[2],[27]	(10,486,000)
Financial derivatives–assets, at fair value-	[2],[27]	$ 0
Investment Maturity Date	[2],[27]	2019-07
Financial Derivatives - Liabilities [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (32,278,000)	[2]	$ (18,687,000)	[3]
Investment owned as a percentage of equity		(5.13%)	[2],[4]	(2.90%)	[3],[5]
Net proceeds		$ (28,507,000)	[2]	$ (12,012,000)	[3]
Financial Derivatives - Liabilities [Member] | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (32,262,000)	[2]	$ (18,115,000)	[3]
Investment owned as a percentage of equity		(5.12%)	[2],[4]	(2.81%)	[3],[5]
Net proceeds		$ (28,507,000)	[2]	$ (12,012,000)	[3]
Financial Derivatives - Liabilities [Member] | Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3]			$ (69,000)
Investment owned as a percentage of equity	[3],[5]			(0.01%)
Financial Derivatives - Liabilities [Member] | Forwards [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (16,000)	[2]	$ (472,000)	[3]
Investment owned as a percentage of equity		(0.01%)	[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)
Investment owned as a percentage of equity	[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],[28]			$ 20,601,000
Derivative Liabilities	[3],[28]			$ (31,000)
Investment Maturity Date	[3],[28]			2017-02
Financial Derivatives - Liabilities [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[6]	$ (207,000)
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		8,315,000	[2],[8]	$ 16,026,000	[3],[9]
Derivative Liabilities		$ (1,495,000)	[2],[8]	$ (2,899,000)	[3],[9]
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		2049-03	[2],[8]	2047-01	[3],[9]
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],[8]	2063-05	[3],[9]
Financial Derivatives - Liabilities [Member] | Long [Member] | Interest Rate Swaps [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ 241,517,000	[2],[10]	$ 160,248,000	[3],[11]
Derivative Liabilities		$ (3,826,000)	[2],[10]	$ (4,396,000)	[3],[11]
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],[10]	2019-02	[3],[11]
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		2027-09	[2],[10]	2045-01	[3],[11]
Financial Derivatives - Liabilities [Member] | Long [Member] | Eurodollar Future [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[3],[22]			$ 11,000,000
Derivative Liabilities	[3],[22]			$ (8,000)
Investment Maturity Date	[3],[22]			2017-06
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		$ (5,465,000)	[2],[8]	$ (2,763,000)	[3],[9]
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		3,820,000	[2],[8]	9,480,000	[3],[9]
Derivative Liabilities		$ (130,000)	[2],[8]	$ (1,107,000)	[3],[9]
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],[8]	2021-06	[3],[9]
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],[8]	2021-12	[3],[9]
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		$ 15,665,000	[2],[8]	$ 9,990,000	[3],[9]
Derivative Liabilities		$ (2,414,000)	[2],[8]	$ (430,000)	[3],[9]
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		2017-12	[2],[8]	2021-06	[3],[9]
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		2022-12	[2],[8]	2021-12	[3],[9]
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		$ 11,306,000	[2],[8]	$ 9,736,000	[3],[9]
Derivative Liabilities		$ (311,000)	[2],[8]	$ (298,000)	[3],[9]
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		2020-06	[2],[8]	2021-06	[3],[9]
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],[8]	2021-12	[3],[9]
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		$ 37,037,000	[2],[8]	$ 14,317,000	[3],[9]
Derivative Liabilities		$ (2,610,000)	[2],[8]	$ (928,000)	[3],[9]
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		2021-06	[2],[8]	2018-03	[3],[9]
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		2022-12	[2],[8]	2021-12	[3],[9]
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ 0	[2]	$ (249,000)	[3],[17]
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],[17]			1,623,000
Derivative Liabilities	[3],[17]			$ (249,000)
Investment Maturity Date	[3],[17]			2019-07
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Total Return Swaps [Member] | Financial [Member] | Equity Market Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[27]	63,000
Derivative Liabilities	[2],[27]	$ 0
Investment Maturity Date	[2],[27]	2019-07
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Recovery Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[29]	$ (8,000)
Financial Derivatives - Liabilities [Member] | Long [Member] | North America [Member] | Recovery Swap [Member] | Consumer [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[2],[29]	2,600,000
Derivative Liabilities	[2],[29]	$ (8,000)
Investment Maturity Date	[2],[29]	2019-06
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	[3],[9]			$ 11,000
Derivative Liabilities	[3],[9]			$ (6,000)
Investment Maturity Date	[3],[9]			2019-12
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		$ (261,060,000)	[2],[6]	$ (49,306,000)	[3],[18]
Derivative Liabilities		$ (11,646,000)	[2],[6]	$ (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],[6]	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		2022-06	[2],[6]	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		$ (256,696,000)	[2],[19]	$ (154,836,000)	[3],[20]
Derivative Liabilities		$ (1,477,000)	[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		2017-12	[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		2045-12	[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	[3],[30]			$ (100,200,000)
Derivative Liabilities	[3],[30]			$ (24,000)
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],[30]			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],[30]			2019-06
Financial Derivatives - Liabilities [Member] | Short [Member] | Eurodollar Future [Member] | Interest Rate Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[3],[22]			$ (49,000,000)
Derivative Liabilities	[3],[22]			$ (61,000)
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] | Forwards [Member] | Currency risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional		$ (2,358,000)	[2],[25]	$ (48,258,000)	[3],[26]
Derivative Liabilities		$ (16,000)	[2],[25]	$ (472,000)	[3],[26]
Investment Maturity Date		2017-12	[2],[25]	2017-03	[3],[26]
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		$ (8,138,000)	[2],[6]	$ (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		(12,210,000)	[2],[6]	(2,260,000)	[3],[18]
Derivative Liabilities		$ (918,000)	[2],[6]	$ (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		2019-06	[2],[6]	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		2022-12	[2],[6]	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		$ (23,380,000)	[2],[6]	$ (3,140,000)	[3],[18]
Derivative Liabilities		$ (920,000)	[2],[6]	$ (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],[6]	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],[6]	2022-12
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		$ (51,852,000)	[2],[6]	$ (30,901,000)	[3],[18]
Derivative Liabilities		$ (3,690,000)	[2],[6]	$ (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		2017-12	[2],[6]	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		2022-12	[2],[6]	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		$ (26,690,000)	[2],[6]	$ (5,150,000)	[3],[18]
Derivative Liabilities		$ (465,000)	[2],[6]	$ (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],[6]	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		2022-06	[2],[6]	2021-12	[3],[18]
Financial Derivatives - Liabilities [Member] | Short [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	[2],[6]	$ (1,400,000)
Derivative Liabilities	[2],[6]	$ (277,000)
Investment Maturity Date	[2],[6]	2022-06
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		$ (4,410,000)	[2],[6]	$ (12,460,000)	[3],[18]
Derivative Liabilities		$ (88,000)	[2],[6]	$ (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		2021-06	[2],[6]	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		2021-12	[2],[6]	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		$ (4,640,000)	[2],[6]	$ (3,020,000)	[3],[18]
Derivative Liabilities		$ (611,000)	[2],[6]	$ (345,000)	[3],[18]
Investment Maturity Date	[3],[18]			2020-03
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[6]	2019-06
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[6]	2022-12
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		$ (9,680,000)	[2],[6]	$ (860,000)	[3],[18]
Derivative Liabilities		$ (1,169,000)	[2],[6]	$ (107,000)	[3],[18]
Investment Maturity Date	[3],[18]			2021-06
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Utilities [Member] | Minimum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[6]	2019-06
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Utilities [Member] | Maximum [Member] | Credit Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Investment Maturity Date	[2],[6]	2022-12
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],[6]	$ (3,057,000)	[3],[18]
Derivative Liabilities		$ (207,000)	[2],[6]	$ (256,000)	[3],[18]
Investment Maturity Date	[2],[6]	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] | Financial [Member] | Equity Market Risk [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative notional	[3],[31]			$ (42,093,000)
Derivative Liabilities	[3],[31]			$ (55,000)
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] For short credit default swaps, the Company purchased protection.

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

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

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

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

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

[12] 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.

[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 amount on which interest payments are calculated to the extent the market interest rate exceeds the rate cap on the contract.

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

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

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

[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 Notes underlying all contracts held; as of September 30, 2017, 68 contracts were held.

[24] 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.

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

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

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

[28] 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.

[29] For long recovery swaps the Company receives a specified recovery rate in exchange for the actual recovery rate on the underlying.

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

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