Consolidated Condensed Schedule Of Investments (Financial Derivatives) (USD $)

12 Months Ended

Dec. 31, 2014

contracts

Dec. 31, 2013

contracts

Investment Holdings, Other than Securities [Line Items]

Derivative Asset

$ 80,029,000

^[1]

$ 59,664,000

^[1]

Derivative Liabilities

(66,116,000)

^[1]

(44,791,000)

^[1]

Net cost

61,560,000

50,533,000

Net proceeds

(33,555,000)

(29,746,000)

Eurodollar Future [Member]

Investment Holdings, Other than Securities [Line Items]

Future contract notional

1,000,000

1,000,000

Future contract

1

1

Long US Treasury Note Futures [Member]

Investment Holdings, Other than Securities [Line Items]

Number of contracts

1,346

1,847

Purchased Options on U.S. Treasury Futures [Member]

Investment Holdings, Other than Securities [Line Items]

Number of contracts

110

Financial Derivatives - Assets [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Asset, Notional Amount

1,401,261,000

Derivative Asset

80,029,000

^[2],[3]

59,664,000

^[2],[4]

Investment owned as a percentage of equity

10.15%

^[2],[3],[5]

9.53%

^[2],[4],[5]

Net cost

61,560,000

^[2],[3]

50,533,000

^[2],[4]

Financial Derivatives - Assets [Member] | Long Credit Default Swap On Asset Backed Indices [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Credit

^[2],[3],[6]

Credit

^[2],[4],[7]

Derivative Asset, Notional Amount

3,734,000

^[2],[3],[6]

1,990,000

^[2],[4],[7]

Range of expiration dates

2037-12

^[2],[4],[7]

Derivative Asset

61,000

^[2],[3],[6]

61,000

^[2],[4],[7]

Net proceeds

(249,000)

^[2],[3],[6]

(217,000)

^[2],[4],[7]

Financial Derivatives - Assets [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2037-12

^[2],[3],[6]

Financial Derivatives - Assets [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2063-05

^[2],[3],[6]

Financial Derivatives - Assets [Member] | Long Credit Default Swap On Corporate Bond Indices [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Credit

^[2],[3],[6]

Credit

^[2],[4],[8]

Derivative Asset, Notional Amount

311,983,000

^[2],[3],[6]

70,425,000

^[2],[4],[8]

Range of expiration dates

2018-12

^[2],[4],[8]

Derivative Asset

35,865,000

^[2],[3],[6]

14,273,000

^[2],[4],[8]

Net cost

37,428,000

^[2],[3],[6]

13,248,000

^[2],[4],[8]

Financial Derivatives - Assets [Member] | Long Credit Default Swap On Corporate Bond Indices [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2017-12

^[2],[3],[6]

Financial Derivatives - Assets [Member] | Long Credit Default Swap On Corporate Bond Indices [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2019-12

^[2],[3],[6]

Financial Derivatives - Assets [Member] | Long Interest Rate Swaps [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^[2],[3],[9]

Interest Rates

^[2],[4],[9]

Derivative Asset, Notional Amount

1,017,067,000

^[2],[3],[9]

153,100,000

^[2],[4],[9]

Derivative Asset

23,243,000

^[2],[3],[9]

1,978,000

^[2],[4],[9]

Financial Derivatives - Assets [Member] | Long Interest Rate Swaps [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2016-07

^[2],[3],[9]

2018-07

^[2],[4],[9]

Financial Derivatives - Assets [Member] | Long Interest Rate Swaps [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2044-12

^[2],[3],[9]

2023-09

^[2],[4],[9]

Financial Derivatives - Assets [Member] | Long Total Return Swaps [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Equity Market

^[10],[2],[3]

Equity Market

^[10],[2],[4]

Derivative Asset, Notional Amount

875,000

^[10],[2],[3]

3,044,000

^[10],[2],[4]

Range of expiration dates

2015-06

^[10],[2],[3]

Derivative Asset

8,000

^[10],[2],[3]

4,000

^[10],[2],[4]

Financial Derivatives - Assets [Member] | Long Total Return Swaps [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2014-06

^[10],[2],[4]

Financial Derivatives - Assets [Member] | Long Total Return Swaps [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2015-06

^[10],[2],[4]

Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Securities [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Credit

^[11],[2],[3]

Credit

^[12],[2],[4]

Derivative Asset, Notional Amount

(17,691,000)

^[11],[2],[3]

(23,426,000)

^[12],[2],[4]

Derivative Asset

11,387,000

^[11],[2],[3]

16,646,000

^[12],[2],[4]

Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Securities [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2034-09

^[11],[2],[3]

2034-09

^[12],[2],[4]

Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Securities [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2036-05

^[11],[2],[3]

2036-05

^[12],[2],[4]

Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Credit

^[11],[2],[3]

Credit

^[13],[2],[4]

Derivative Asset, Notional Amount

(50,981,000)

^[11],[2],[3]

(72,422,000)

^[13],[2],[4]

Derivative Asset

1,820,000

^[11],[2],[3]

4,876,000

^[13],[2],[4]

Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2046-05

^[11],[2],[3]

2046-05

^[13],[2],[4]

Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2052-10

^[11],[2],[3]

2063-05

^[13],[2],[4]

Financial Derivatives - Assets [Member] | Short Interest Rate Swaps [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^[14],[2],[3]

Interest Rates

^[14],[2],[4]

Derivative Asset, Notional Amount

(627,931,000)

^[14],[2],[3]

(840,600,000)

^[14],[2],[4]

Derivative Asset

5,411,000

^[14],[2],[3]

21,575,000

^[14],[2],[4]

Financial Derivatives - Assets [Member] | Short Interest Rate Swaps [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2016-10

^[14],[2],[3]

2016-11

^[14],[2],[4]

Financial Derivatives - Assets [Member] | Short Interest Rate Swaps [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2044-12

^[14],[2],[3]

2043-08

^[14],[2],[4]

Financial Derivatives - Assets [Member] | Short Total Return Swaps [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Equity Market

^[10],[2],[4]

Derivative Asset, Notional Amount

(23,000)

^[10],[2],[4]

Range of expiration dates

2015-09

^[10],[2],[4]

Derivative Asset

0

^[10],[2],[4]

Financial Derivatives - Assets [Member] | Swap [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Asset

77,795,000

^[2],[3]

59,413,000

^[2],[4]

Investment owned as a percentage of equity

9.87%

^[2],[3],[5]

9.49%

^[2],[4],[5]

Net cost

59,299,000

^[2],[3]

50,039,000

^[2],[4]

Financial Derivatives - Assets [Member] | Long US Treasury Note Futures [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^[15],[2],[3]

Derivative Asset, Notional Amount

109,300,000

^[15],[2],[3]

Range of expiration dates

2015-03

^[15],[2],[3]

Derivative Asset

162,000

^[15],[2],[3]

Financial Derivatives - Assets [Member] | Long Eurodollar Future [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^[16],[2],[3]

Derivative Asset, Notional Amount

11,000,000

^[16],[2],[3]

Range of expiration dates

2017-06

^[16],[2],[3]

Derivative Asset

7,000

^[16],[2],[3]

Financial Derivatives - Assets [Member] | Short Eurodollar Future [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^[16],[2],[3]

Derivative Asset, Notional Amount

(520,000,000)

^[16],[2],[3]

Derivative Asset

92,000

^[16],[2],[3]

Financial Derivatives - Assets [Member] | Short Eurodollar Future [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2015-09

^[16],[2],[3]

Financial Derivatives - Assets [Member] | Short Eurodollar Future [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2017-09

^[16],[2],[3]

Financial Derivatives - Assets [Member] | Futures [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Asset

261,000

^[2],[3]

Investment owned as a percentage of equity

0.03%

^[2],[3],[5]

Financial Derivatives - Assets [Member] | Purchased Payer Swaption [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^[17],[2],[3]

Derivative Asset, Notional Amount

822,800,000

^[17],[2],[3]

Derivative Asset

344,000

^[17],[2],[3]

Financial Derivatives - Assets [Member] | Purchased Payer Swaption [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2015-01

^[17],[2],[3]

Financial Derivatives - Assets [Member] | Purchased Payer Swaption [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2015-06

^[17],[2],[3]

Financial Derivatives - Assets [Member] | Option on CDS on Corporate Bond Indices [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Credit

^[18],[2],[3]

Credit

^[18],[2],[4]

Derivative Asset, Notional Amount

364,400,000

^[18],[2],[3]

22,588,000

^[18],[2],[4]

Range of expiration dates

2014-06

^[18],[2],[4]

Derivative Asset

625,000

^[18],[2],[3]

190,000

^[18],[2],[4]

Financial Derivatives - Assets [Member] | Option on CDS on Corporate Bond Indices [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2015-01

^[18],[2],[3]

Financial Derivatives - Assets [Member] | Option on CDS on Corporate Bond Indices [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2015-03

^[18],[2],[3]

Financial Derivatives - Assets [Member] | Purchased Options on U.S. Treasury Futures [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^[19],[2],[3]

Derivative Asset, Notional Amount

11,000,000

^[19],[2],[3]

Derivative Asset

20,000

^[19],[2],[3]

Financial Derivatives - Assets [Member] | Purchased Options on U.S. Treasury Futures [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2015-02

^[19],[2],[3]

Financial Derivatives - Assets [Member] | Purchased Options on U.S. Treasury Futures [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2015-03

^[19],[2],[3]

Financial Derivatives - Assets [Member] | Options [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Asset

989,000

^[2],[3]

251,000

^[2],[4]

Investment owned as a percentage of equity

0.13%

^[2],[3],[5]

0.04%

^[2],[4],[5]

Net cost

2,161,000

^[2],[3]

494,000

^[2],[4]

Financial Derivatives - Assets [Member] | Short Currency Forward [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Currency

^[2],[20],[3]

Derivative Asset, Notional Amount

(35,849,000)

^[2],[20],[3]

Range of expiration dates

2015-03

^[2],[20],[3]

Derivative Asset

884,000

^[2],[20],[3]

Financial Derivatives - Assets [Member] | Forwards [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Asset

884,000

^[2],[3]

Investment owned as a percentage of equity

0.11%

^[2],[3],[5]

Financial Derivatives - Assets [Member] | Interest Rate Swaption [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^[17],[2],[4]

Derivative Asset, Notional Amount

15,000,000

^[17],[2],[4]

Range of expiration dates

2014-04

^[17],[2],[4]

Derivative Asset

61,000

^[17],[2],[4]

Financial Derivatives - Assets [Member] | Warrant [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Equity Market

^{[2],[20],[21]}

Derivative Asset, Notional Amount

1,554,000

^[2],[21],[3]

Derivative Asset

100,000

^[2],[21],[3]

Investment owned as a percentage of equity

0.01%

^[2],[3],[5]

Net cost

100,000

^[2],[3]

Financial Derivatives - Liabilities [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Liability, Notional Amount

(973,998,000)

Derivative Liabilities

(66,116,000)

^[2],[22],[3]

(44,791,000)

^[2],[4]

Investment owned as a percentage of equity

(8.39%)

^{[2],[22],[3],[5]}

(7.16%)

^[2],[4],[5]

Net proceeds

(33,555,000)

^[2],[22],[3]

(29,746,000)

^[2],[4]

Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Asset Backed Indices [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Credit

^{[2],[22],[3],[6]}

Credit

^[2],[4],[7]

Derivative Liability, Notional Amount

17,113,000

^{[2],[22],[3],[6]}

44,082,000

^[2],[4],[7]

Derivative Liabilities

(4,248,000)

^{[2],[22],[3],[6]}

(11,866,000)

^[2],[4],[7]

Net proceeds

(5,160,000)

^{[2],[22],[3],[6]}

(14,331,000)

^[2],[4],[7]

Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2049-03

^{[2],[22],[3],[6]}

2049-12

^[2],[4],[7]

Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2052-10

^{[2],[22],[3],[6]}

2052-10

^[2],[4],[7]

Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Corporate Bond Indices [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Credit

^{[2],[22],[3],[6]}

Credit

^[2],[4],[8]

Derivative Liability, Notional Amount

3,756,000

^{[2],[22],[3],[6]}

4,000,000

^[2],[4],[8]

Range of expiration dates

2017-12

^{[2],[22],[3],[6]}

2017-12

^[2],[4],[8]

Derivative Liabilities

(1,231,000)

^{[2],[22],[3],[6]}

(1,047,000)

^[2],[4],[8]

Net proceeds

(1,200,000)

^{[2],[22],[3],[6]}

(1,200,000)

^[2],[4],[8]

Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Corporate Bonds [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Credit

^{[2],[22],[3],[6]}

Derivative Liability, Notional Amount

4,428,000

^{[2],[22],[3],[6]}

Derivative Liabilities

(2,706,000)

^{[2],[22],[3],[6]}

Net proceeds

(1,951,000)

^{[2],[22],[3],[6]}

Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Corporate Bonds [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2019-06

^{[2],[22],[3],[6]}

Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Corporate Bonds [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2019-12

^{[2],[22],[3],[6]}

Financial Derivatives - Liabilities [Member] | Long Interest Rate Swaps [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^{[2],[22],[3],[9]}

Interest Rates

^[2],[4],[9]

Derivative Liability, Notional Amount

230,410,000

^{[2],[22],[3],[9]}

234,600,000

^[2],[4],[9]

Derivative Liabilities

(678,000)

^{[2],[22],[3],[9]}

(2,857,000)

^[2],[4],[9]

Financial Derivatives - Liabilities [Member] | Long Interest Rate Swaps [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2016-10

^{[2],[22],[3],[9]}

2017-10

^[2],[4],[9]

Financial Derivatives - Liabilities [Member] | Long Interest Rate Swaps [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2044-12

^{[2],[22],[3],[9]}

2043-07

^[2],[4],[9]

Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Equity Market

^{[10],[2],[22],[3]}

Equity Market

^[10],[2],[4]

Derivative Liability, Notional Amount

72,075,000

^{[10],[2],[22],[3]}

47,974,000

^[10],[2],[4]

Range of expiration dates

2015-06

^[10],[2],[4]

Derivative Liabilities

(21,000)

^{[10],[2],[22],[3]}

0

^[10],[2],[4]

Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2015-01

^{[10],[2],[22],[3]}

Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2016-11

^{[10],[2],[22],[3]}

Financial Derivatives - Liabilities [Member] | Short Credit Default Swap On Asset Backed Securities [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Credit

^{[11],[2],[22],[3]}

Credit

^[12],[2],[4]

Derivative Liability, Notional Amount

(3,000,000)

^{[11],[2],[22],[3]}

(3,000,000)

^[12],[2],[4]

Range of expiration dates

2035-03

^{[11],[2],[22],[3]}

2035-03

^[12],[2],[4]

Derivative Liabilities

(239,000)

^{[11],[2],[22],[3]}

(350,000)

^[12],[2],[4]

Financial Derivatives - Liabilities [Member] | Short Credit Default Swap On Asset Backed Indices [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Credit

^{[11],[2],[22],[3]}

Derivative Liability, Notional Amount

(20,050,000)

^{[11],[2],[22],[3]}

Range of expiration dates

2063-05

^{[11],[2],[22],[3]}

Derivative Liabilities

(162,000)

^{[11],[2],[22],[3]}

Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps On Corporate Bond Indices [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Credit

^{[11],[2],[22],[3]}

Credit

^[2],[23],[4]

Derivative Liability, Notional Amount

(352,945,000)

^{[11],[2],[22],[3]}

(337,815,000)

^[2],[23],[4]

Derivative Liabilities

(27,357,000)

^{[11],[2],[22],[3]}

(23,902,000)

^[2],[23],[4]

Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps On Corporate Bond Indices [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2016-12

^{[11],[2],[22],[3]}

2016-12

^[2],[23],[4]

Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps On Corporate Bond Indices [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2019-12

^{[11],[2],[22],[3]}

2018-12

^[2],[23],[4]

Financial Derivatives - Liabilities [Member] | Short Interest Rate Swaps [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^{[14],[2],[22],[3]}

Interest Rates

^[14],[2],[4]

Derivative Liability, Notional Amount

(1,024,716,000)

^{[14],[2],[22],[3]}

(323,800,000)

^[14],[2],[4]

Derivative Liabilities

(28,727,000)

^{[14],[2],[22],[3]}

(2,207,000)

^[14],[2],[4]

Financial Derivatives - Liabilities [Member] | Short Interest Rate Swaps [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2015-03

^{[14],[2],[22],[3]}

2015-03

^[14],[2],[4]

Financial Derivatives - Liabilities [Member] | Short Interest Rate Swaps [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2044-11

^{[14],[2],[22],[3]}

2043-09

^[14],[2],[4]

Financial Derivatives - Liabilities [Member] | Short Total Return Swaps [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Equity Market

^[10],[2],[4]

Derivative Liability, Notional Amount

(10,374,000)

^[10],[2],[4]

Derivative Liabilities

(67,000)

^[10],[2],[4]

Financial Derivatives - Liabilities [Member] | Short Total Return Swaps [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2014-09

^[10],[2],[4]

Financial Derivatives - Liabilities [Member] | Short Total Return Swaps [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2015-09

^[10],[2],[4]

Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps on Corporate Bonds [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Credit

^{[11],[2],[22],[3]}

Derivative Liability, Notional Amount

(5,970,000)

^{[11],[2],[22],[3]}

Derivative Liabilities

(247,000)

^{[11],[2],[22],[3]}

Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps on Corporate Bonds [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2019-09

^{[11],[2],[22],[3]}

Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps on Corporate Bonds [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2019-12

^{[11],[2],[22],[3]}

Financial Derivatives - Liabilities [Member] | Swap [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Liabilities

(65,616,000)

^[2],[22],[3]

(42,296,000)

^[2],[4]

Investment owned as a percentage of equity

(8.32%)

^{[2],[22],[3],[5]}

(6.76%)

^[2],[4],[5]

Net proceeds

(33,400,000)

^[2],[22],[3]

(29,746,000)

^[2],[4]

Financial Derivatives - Liabilities [Member] | Long US Treasury Note Futures [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^{[15],[2],[22],[3]}

Interest Rates

^[2],[24],[4]

Derivative Liability, Notional Amount

50,600,000

^{[15],[2],[22],[3]}

227,200,000

^[2],[24],[4]

Range of expiration dates

2015-03

^{[15],[2],[22],[3]}

2014-03

^[2],[24],[4]

Derivative Liabilities

(13,000)

^{[15],[2],[22],[3]}

(2,370,000)

^[2],[24],[4]

Financial Derivatives - Liabilities [Member] | Short Eurodollar Future [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^{[16],[2],[22],[3]}

Interest Rates

^[16],[2],[4]

Derivative Liability, Notional Amount

(179,000,000)

^{[16],[2],[22],[3]}

(14,000,000)

^[16],[2],[4]

Derivative Liabilities

(68,000)

^{[16],[2],[22],[3]}

(3,000)

^[16],[2],[4]

Financial Derivatives - Liabilities [Member] | Short Eurodollar Future [Member] | Minimum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2015-03

^{[16],[2],[22],[3]}

2014-03

^[16],[2],[4]

Financial Derivatives - Liabilities [Member] | Short Eurodollar Future [Member] | Maximum [Member]

Investment Holdings, Other than Securities [Line Items]

Range of expiration dates

2015-06

^{[16],[2],[22],[3]}

2015-09

^[16],[2],[4]

Financial Derivatives - Liabilities [Member] | Futures [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Liabilities

(81,000)

^[2],[22],[3]

(2,373,000)

^[2],[4]

Investment owned as a percentage of equity

(0.01%)

^{[2],[22],[3],[5]}

(0.38%)

^[2],[4],[5]

Financial Derivatives - Liabilities [Member] | Purchased Payer Swaption [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^{[17],[2],[22],[3]}

Derivative Liability, Notional Amount

260,000,000

^{[17],[2],[22],[3]}

Range of expiration dates

2015-03

^{[17],[2],[22],[3]}

Derivative Liabilities

(137,000)

^{[17],[2],[22],[3]}

Financial Derivatives - Liabilities [Member] | Option on CDS on Corporate Bond Indices [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Credit

^{[2],[22],[25],[3]}

Derivative Liability, Notional Amount

(25,900,000)

^{[2],[22],[25],[3]}

Range of expiration dates

2018-03

^{[2],[22],[25],[3]}

Derivative Liabilities

(146,000)

^{[2],[22],[25],[3]}

Financial Derivatives - Liabilities [Member] | Written Payer Swaption [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^{[2],[22],[26],[3]}

Derivative Liability, Notional Amount

(10,200,000)

^{[2],[22],[26],[3]}

Range of expiration dates

2015-01

^{[2],[22],[26],[3]}

Derivative Liabilities

0

^{[2],[22],[26],[3]}

Financial Derivatives - Liabilities [Member] | Options [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Liabilities

(283,000)

^[2],[22],[3]

(84,000)

^[2],[4]

Investment owned as a percentage of equity

(0.04%)

^{[2],[22],[3],[5]}

(0.01%)

^[2],[4],[5]

Net proceeds

(155,000)

^[2],[22],[3]

Financial Derivatives - Liabilities [Member] | Short Currency Forward [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Currency

^{[2],[20],[22],[3]}

Currency

^[2],[4]

Derivative Liability, Notional Amount

(117,000)

^{[2],[20],[22],[3]}

(6,575,000)

^[2],[4]

Range of expiration dates

2015-03

^{[2],[20],[22],[3]}

2014-03

^[2],[4]

Derivative Liabilities

0

^{[2],[20],[22],[3]}

(38,000)

^[2],[4]

Financial Derivatives - Liabilities [Member] | Forwards [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Liabilities

(136,000)

^[2],[22],[3]

(38,000)

^[2],[4]

Investment owned as a percentage of equity

(0.02%)

^{[2],[22],[3],[5]}

(0.01%)

^[2],[4],[5]

Financial Derivatives - Liabilities [Member] | Interest Rate Swaption [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Interest Rates

^[2],[26],[4]

Derivative Liability, Notional Amount

(4,000,000)

^[2],[26],[4]

Range of expiration dates

2014-04

^[2],[26],[4]

Derivative Liabilities

(84,000)

^[2],[26],[4]

Financial Derivatives - Liabilities [Member] | Long Currency Forward [Member]

Investment Holdings, Other than Securities [Line Items]

Primary risk exposure

Currency

^{[2],[22],[27],[3]}

Derivative Liability, Notional Amount

9,518,000

^{[2],[22],[27],[3]}

Range of expiration dates

2015-03

^{[2],[22],[27],[3]}

Derivative Liabilities

(136,000)

^{[2],[22],[27],[3]}

North America [Member] | Financial Derivatives - Assets [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Asset, Notional Amount

1,401,261,000

Derivative Asset

80,029,000

Investment owned as a percentage of equity

10.15%

Net cost

61,560,000

North America [Member] | Financial Derivatives - Liabilities [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Liability, Notional Amount

(936,799,000)

Derivative Liabilities

(63,084,000)

Investment owned as a percentage of equity

(8.00%)

Net proceeds

(30,598,000)

Europe [Member] | Financial Derivatives - Assets [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Asset, Notional Amount

0

Derivative Asset

0

Investment owned as a percentage of equity

0.00%

Net cost

0

Europe [Member] | Financial Derivatives - Liabilities [Member]

Investment Holdings, Other than Securities [Line Items]

Derivative Liability, Notional Amount

(37,199,000)

Derivative Liabilities

(3,032,000)

Investment owned as a percentage of equity

(0.39%)

Net proceeds

$ (2,957,000)

Affiliates of JP Morgan [Member] | Financial Derivatives - Liabilities [Member]

Investment Holdings, Other than Securities [Line Items]

Investment owned as a percentage of equity

(5.18%)

[1]	In the Company's Consolidated Statement of Assets, Liabilities, and Equity, all balances associated with repurchase agreements, reverse repurchase agreements, and financial derivatives are presented on a gross basis.
[2]	See Note 2 and Note 3 in Notes to Consolidated Financial Statements.
[3]	The following table details the breakout by geographical region of long investments, investments sold short, repurchase agreements, financial derivatives–assets, and financial derivatives–liabilities.Region Current Principal/Notional Value/Number of Properties/Number of Shares Cost/(Proceeds) Fair Value Percent ofEquityLong Investments: (In thousands, Expressed in U.S. Dollars) North America 2,863,057 $2,038,249 $2,092,959 264.46 %Europe 69,724 69,360 64,611 9.16 %North America (Private Corporate Investments) n/a 14,717 14,512 1.84 %Total $2,122,326 $2,172,082 275.46 %Investments Sold Short: North America (TBAs and Government Debt) (1,159,703) $(1,230,478) $(1,234,248) (156.53)%Europe (Government Debt) (28,118) (32,008) (30,606) (3.88)%North America (Common Stock) (2,986) (27,605) (26,516) (3.36)%Total $(1,290,091) $(1,291,370) (163.77)%Repurchase Agreements: North America 140,248 $140,248 $140,248 17.78 %Europe 31,753 31,753 31,753 4.03 %Total 172,001 $172,001 $172,001 21.81 %Financial Derivatives–Assets: North America 1,401,261 $61,560 $80,029 10.15 %Europe — — — — %Total 1,401,261 $61,560 $80,029 10.15 %Financial Derivatives–Liabilities: North America (936,799) $(30,598) $(63,084) (8.00)%Europe (37,199) (2,957) (3,032) (0.39)%Total (973,998) $(33,555) $(66,116) (8.39)%
[4]	The following table details the breakout by geographical region of long investments, investments sold short, and repurchase agreements. All financial derivatives were concentrated in North America.Region Current Principal/Notional Value/Number of Shares Cost/(Proceeds) Fair Value Percent ofEquityLong Investments: (In thousands, Expressed in U.S. Dollars) North America 2,470,650 $1,682,533 $1,724,370 275.44 %Europe 7,641 5,724 5,760 0.92 %Total 2,478,291 $1,688,257 $1,730,130 276.36 %Investments Sold Short: North America (TBAs and Government Debt) (804,888) $(833,656) $(831,564) (132.82)%Europe (Government Debt) (7,337) (7,633) (7,681) (1.23)%North America (Common Stock) (763) (6,313) (6,369) (1.02)%Total $(847,602) $(845,614) (135.07)%Repurchase Agreements: North America 19,675 $19,675 $19,675 3.15 %Europe 8,287 8,268 8,287 1.32 %Total 27,962 $27,943 $27,962 4.47 %
[5]	Classification percentages are based on Total Equity.
[6]	For long credit default swaps, the Company sold protection.
[7]	For long credit default swaps on asset-backed indices, the Company sold protection.
[8]	For long credit default swaps on corporate bond indices, the Company sold protection.
[9]	For long interest rate swap contracts, a floating rate is being paid and a fixed rate is being received.
[10]	Notional value represents number of underlying shares times the closing price of the underlying security.
[11]	For short credit default swaps, the Company purchased protection.
[12]	For short credit default swaps on asset-backed securities, the Company purchased protection.
[13]	For short credit default swaps on asset-backed indices, the Company purchased protection.
[14]	For short interest rate swap contracts, a fixed rate is being paid and a floating rate is being received.
[15]	Notional value represents the total face amount of U.S. Treasury Notes underlying all contracts held; as of December 31, 2014, 1,346 contracts were held.
[16]	Every $1,000,000 in notional value represents one contract.
[17]	Represents the option on the part of the Company to enter into an interest rate swap whereby the Company would pay a fixed rate and receive a floating rate.
[18]	Represents the option on the part of the Company to enter into a credit default swap on a corporate bond index whereby the Company would pay a fixed rate and receive credit protection payments.
[19]	Represents the option on the part of the Company to enter into a futures contract with a counterparty; as of December 31, 2014, 110 contracts were held.
[20]	Notional amount represents U.S. Dollars to be received by the Company at the maturity of the forward contract.
[21]	Notional amount represents number of warrants.
[22]	The following table shows the Company's swap liabilities by dealer as a percentage of Total Equity:Dealer/Parent Company Percent of EquityAffiliates of JP Morgan (5.18)%
[23]	For short credit default swaps on corporate bond indices, the Company purchased protection.
[24]	Notional value represents the total face amount of U.S. Treasury Notes underlying all contracts held; as of December 31, 2013 1,847 contracts were held.
[25]	Represents the option on the part of a counterparty to enter into a credit default swap on a corporate bond index whereby the Company would receive a fixed rate and pay credit protection payments.
[26]	Represents the option on the part of a counterparty to enter into an interest rate swap with the Company whereby the Company would receive a fixed rate and pay a floating rate.
[27]	Notional amount represents U.S. Dollars to be paid by the Company at the maturity of the forward contract.