v3.8.0.1

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]
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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] |  |  |  |  |
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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] |  |  |  |  |
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Derivative Liabilities |  | $ (611,000) | [2],[6] | $ (345,000) | [3],[18]
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Derivative Liabilities |  | $ (1,169,000) | [2],[6] | $ (107,000) | [3],[18]
Investment Maturity Date | [3],[18] |  |  | 2021-06 |
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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] |  |  |  |  |
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[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.

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