v2.4.0.6
Consolidated Condensed Schedule Of Investments (Financial Derivatives) (USD $)
 9 Months Ended 12 Months Ended
Sep. 30, 2012
item
Dec. 31, 2011
item
Investment Holdings, Other than Securities [Line Items]    
Fair value $ 59,342,000 $ 102,871,000
Fair Value (20,165,000) (27,040,000)
Financial derivatives - assets, cost 75,677,000 118,281,000
Derivatives, proceeds (18,701,000) (9,636,000)
Deutsche Bank Affiliates Dealer [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Swap assets held by dealer as a percentage of stockholders equity 4.83% 5.65%
Morgan Stanley Affiliates Dealer [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Swap assets held by dealer as a percentage of stockholders equity   8.15%
Credit Suisse Affiliates Dealer [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Swap assets held by dealer as a percentage of stockholders equity   7.27%
Futures [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Future contract 1 1
Future contract notional 1,000,000 1,000,000
Financial Derivatives - Assets [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Fair value 59,342,000 [1] 102,871,000 [1]
Investments owned as a percentage of net assets 11.90% [1] 27.73% [1]
Financial derivatives - assets, cost 75,677,000 [1] 118,281,000 [1]
Financial Derivatives - Assets [Member] | Long Credit Default Swap On Asset Backed Indices [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure Credit [1],[2],[3]  
Notional value 10,135,000 [1],[2],[3]  
Fair value 752,000 [1],[2],[3]  
Financial derivatives - assets, cost 331,000 [1],[2],[3]  
Financial Derivatives - Assets [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Maximum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2037-09 [1],[2],[3]  
Financial Derivatives - Assets [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Minimum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2036-06 [1],[2],[3]  
Financial Derivatives - Assets [Member] | Long Interest Rate Swaps [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure Interest Rates [1],[3],[4] Interest Rates [1],[4],[5]
Notional value 12,200,000 [1],[3],[4] 4,500,000 [1],[4],[5]
Range of expiration dates   2016-10 [1],[4],[5]
Fair value 143,000 [1],[3],[4] 68,000 [1],[4],[5]
Financial Derivatives - Assets [Member] | Long Interest Rate Swaps [Member] | Maximum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2022-09 [1],[3],[4]  
Financial Derivatives - Assets [Member] | Long Interest Rate Swaps [Member] | Minimum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2022-08 [1],[3],[4]  
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Securities [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure Credit [1],[3],[6] Credit [1],[5],[6]
Notional value (39,178,000) [1],[3],[6] (74,787,000) [1],[5],[6]
Fair value 31,460,000 [1],[3],[6] 61,498,000 [1],[5],[6]
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Securities [Member] | Maximum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2036-05 [1],[3],[6] 2036-12 [1],[5],[6]
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Securities [Member] | Minimum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2034-09 [1],[3],[6] 2034-09 [1],[5],[6]
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure Credit [1],[3],[7]  
Notional value (108,412,000) [1],[3],[7]  
Fair value 26,361,000 [1],[3],[7]  
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices [Member] | Maximum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2052-10 [1],[3],[7]  
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices [Member] | Minimum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2037-08 [1],[3],[7]  
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices ABX.HE AAA 2006-2 Index [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure   Credit [1],[5],[7]
Notional value   (62,842,000) [1],[5],[7]
Range of expiration dates   2046-05 [1],[5],[7]
Fair value   35,542,000 [1],[5],[7]
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices Other [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure   Credit [1],[5],[7]
Notional value   (19,800,000) [1],[5],[7]
Fair value   4,761,000 [1],[5],[7]
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices Other [Member] | Maximum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates   2052-10 [1],[5],[7]
Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices Other [Member] | Minimum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates   2049-03 [1],[5],[7]
Financial Derivatives - Assets [Member] | Short Credit Default Swaps On Corporate Bond Indices [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure   Credit [1],[5],[8]
Notional value   (106,500,000) [1],[5],[8]
Range of expiration dates   2016-12 [1],[5],[8]
Fair value   963,000 [1],[5],[8]
Financial Derivatives - Assets [Member] | Short Interest Rate Swaps [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure Interest Rates [1],[3],[9] Interest Rates [1],[5],[9]
Notional value (43,800,000) [1],[3],[9] (25,000,000) [1],[5],[9]
Range of expiration dates   2014-12 [1],[5],[9]
Fair value 369,000 [1],[3],[9] 27,000 [1],[5],[9]
Financial Derivatives - Assets [Member] | Short Interest Rate Swaps [Member] | Maximum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2022-10 [1],[3],[9]  
Financial Derivatives - Assets [Member] | Short Interest Rate Swaps [Member] | Minimum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2022-07 [1],[3],[9]  
Financial Derivatives - Assets [Member] | Short Total Return Swaps [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure Equity Market [1],[10],[3]  
Notional value (5,769,000) [1],[10],[3]  
Range of expiration dates 2013-09 [1],[10],[3]  
Fair value 257,000 [1],[10],[3]  
Financial Derivatives - Assets [Member] | Swaps [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Fair value 59,342,000 [1],[3] 102,859,000 [1],[5]
Investments owned as a percentage of net assets 11.90% [1],[3] 27.73% [1],[5]
Financial derivatives - assets, cost 75,677,000 [1],[3] 118,281,000 [1],[5]
Financial Derivatives - Assets [Member] | Short Eurodollar Future [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure   Interest Rates [1],[11]
Notional value   (147,000,000) [1],[11]
Fair value   12,000 [1],[11]
Financial Derivatives - Assets [Member] | Short Eurodollar Future [Member] | Maximum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates   2013-09 [1],[11]
Financial Derivatives - Assets [Member] | Short Eurodollar Future [Member] | Minimum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates   2012-03 [1],[11]
Financial Derivatives - Assets [Member] | Futures [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Fair value   12,000 [1]
Investments owned as a percentage of net assets   0.00% [1]
Financial Derivatives - Liabilities [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Fair Value (20,165,000) [1] (27,040,000) [1]
Investments owned as a percentage of net assets (4.04%) [1] (7.29%) [1]
Derivatives, proceeds (18,701,000) [1] (9,636,000) [1]
Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Asset Backed Indices [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure Credit [1],[2] Credit [1],[2]
Notional value 46,370,000 [1],[2] 22,615,000 [1],[2]
Fair Value (16,924,000) [1],[2] (9,548,000) [1],[2]
Derivatives, proceeds (18,089,000) [1],[2] (9,636,000) [1],[2]
Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Maximum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2052-10 [1],[2] 2051-02 [1],[2]
Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Minimum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2037-08 [1],[2] 2036-06 [1],[2]
Financial Derivatives - Liabilities [Member] | Long Interest Rate Swaps [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure Interest Rates [1],[4]  
Notional value 10,000,000 [1],[4]  
Range of expiration dates 2022-10 [1],[4]  
Fair Value (2,000) [1],[4]  
Financial Derivatives - Liabilities [Member] | Short Credit Default Swap On Asset Backed Indices [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure Credit [1],[7]  
Notional value (10,135,000) [1],[7]  
Fair Value (752,000) [1],[7]  
Financial Derivatives - Liabilities [Member] | Short Credit Default Swap On Asset Backed Indices [Member] | Maximum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2037-09 [1],[7]  
Financial Derivatives - Liabilities [Member] | Short Credit Default Swap On Asset Backed Indices [Member] | Minimum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2036-06 [1],[7]  
Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps On Corporate Bond Indices [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure Credit [1],[8]  
Notional value (58,250,000) [1],[8]  
Range of expiration dates 2017-06 [1],[8]  
Fair Value (276,000) [1],[8]  
Financial Derivatives - Liabilities [Member] | Short Interest Rate Swaps [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure Interest Rates [1],[9] Interest Rates [1],[9]
Notional value (213,800,000) [1],[9] (280,400,000) [1],[9]
Fair Value (2,124,000) [1],[9] (17,218,000) [1],[9]
Financial Derivatives - Liabilities [Member] | Short Interest Rate Swaps [Member] | Maximum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2022-09 [1],[9] 2021-12 [1],[9]
Financial Derivatives - Liabilities [Member] | Short Interest Rate Swaps [Member] | Minimum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2014-08 [1],[9] 2014-04 [1],[9]
Financial Derivatives - Liabilities [Member] | Short Total Return Swaps [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure Equity Market [1],[10] Equity Market [1],[10]
Notional value (16,324,000) [1],[10] (20,571,000) [1],[10]
Range of expiration dates 2013-09 [1],[10]  
Fair Value 0 [1],[10] (274,000) [1],[10]
Financial Derivatives - Liabilities [Member] | Short Total Return Swaps [Member] | Maximum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates   2013-09 [1],[10]
Financial Derivatives - Liabilities [Member] | Short Total Return Swaps [Member] | Minimum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates   2012-09 [1],[10]
Financial Derivatives - Liabilities [Member] | Swaps [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Fair Value (20,078,000) [1] (27,040,000) [1]
Investments owned as a percentage of net assets (4.02%) [1] (7.29%) [1]
Derivatives, proceeds (18,701,000) [1] (9,636,000) [1]
Financial Derivatives - Liabilities [Member] | Short Eurodollar Future [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Primary risk exposure Interest Rates [1],[11]  
Notional value (84,000,000) [1],[11]  
Fair Value (87,000) [1],[11]  
Financial Derivatives - Liabilities [Member] | Short Eurodollar Future [Member] | Maximum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2013-09 [1],[11]  
Financial Derivatives - Liabilities [Member] | Short Eurodollar Future [Member] | Minimum [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Range of expiration dates 2012-12 [1],[11]  
Financial Derivatives - Liabilities [Member] | Futures [Member]
    
Investment Holdings, Other than Securities [Line Items]    
Fair Value $ (87,000) [1]  
Investments owned as a percentage of net assets (0.02%) [1]  
[1] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.
[2] For long credit default swaps on asset backed indices, the Company sold protection.
[3] The following table shows the Company's swap assets by dealer as a percentage of shareholders' equity: Percent of Shareholders' Dealer/Parent Company Equity Affiliates of Deutsche Bank 4.83 %
[4] For long interest rate swap contracts, a floating rate is being paid and a fixed rate is being received.
[5] The following table shows the Company's swap assets by dealer as a percentage of shareholders' equity: Percent of Dealer/Parent Company Shareholders' Equity Affiliates of Morgan Stanley 8.15 % Affiliates of Credit Suisse 7.27 % Affiliates of Deutsche Bank 5.65 %
[6] For short credit default swaps on asset backed securities, the Company purchased protection.
[7] For short credit default swaps on asset backed indices, the Company purchased protection.
[8] For short credit default swaps on corporate bond indices, the Company purchased protection.
[9] For short interest rate swap contracts, a fixed rate is being paid and a floating rate is being received.
[10] Notional value represents number of underlying shares or par value times the closing price of the underlying security.
[11] Every $1,000,000 in notional value represents one contract.