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]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Derivative notional $ (26,690,000) [2],[6] $ (5,150,000) [3],[18]
Derivative Liabilities $ (465,000) [2],[6] $ (80,000) [3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Minimum [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Investment Maturity Date 2017-12 [2],[6] 2017-12 [3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Energy [Member] | Maximum [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Investment Maturity Date 2022-06 [2],[6] 2021-12 [3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Financial [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Derivative notional [2],[6] $ (1,400,000)  
Derivative Liabilities [2],[6] $ (277,000)  
Investment Maturity Date [2],[6] 2022-06  
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Derivative notional $ (4,410,000) [2],[6] $ (12,460,000) [3],[18]
Derivative Liabilities $ (88,000) [2],[6] $ (119,000) [3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Minimum [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Investment Maturity Date 2021-06 [2],[6] 2020-03 [3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Industrial Sector [Member] | Maximum [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Investment Maturity Date 2021-12 [2],[6] 2021-12 [3],[18]
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Derivative notional $ (4,640,000) [2],[6] $ (3,020,000) [3],[18]
Derivative Liabilities $ (611,000) [2],[6] $ (345,000) [3],[18]
Investment Maturity Date [3],[18]   2020-03
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Minimum [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Investment Maturity Date [2],[6] 2019-06  
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Technology Sector [Member] | Maximum [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Investment Maturity Date [2],[6] 2022-12  
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Utilities [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Derivative notional $ (9,680,000) [2],[6] $ (860,000) [3],[18]
Derivative Liabilities $ (1,169,000) [2],[6] $ (107,000) [3],[18]
Investment Maturity Date [3],[18]   2021-06
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Utilities [Member] | Minimum [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Investment Maturity Date [2],[6] 2019-06  
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Corporate Bonds [Member] | Utilities [Member] | Maximum [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Investment Maturity Date [2],[6] 2022-12  
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member] | Mortgage-related Residential [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Derivative notional $ (3,000,000) [2],[6] $ (3,057,000) [3],[18]
Derivative Liabilities $ (207,000) [2],[6] $ (256,000) [3],[18]
Investment Maturity Date [2],[6] 2035-03  
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member] | Mortgage-related Residential [Member] | Minimum [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Investment Maturity Date [3],[18]   2034-10
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Credit Default Swaps On Asset Backed Securities [Member] | Mortgage-related Residential [Member] | Maximum [Member] | Credit Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Investment Maturity Date [3],[18]   2035-03
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Total Return Swaps [Member] | Financial [Member] | Equity Market Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Derivative notional [3],[31]   $ (42,093,000)
Derivative Liabilities [3],[31]   $ (55,000)
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Total Return Swaps [Member] | Financial [Member] | Minimum [Member] | Equity Market Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Investment Maturity Date [3],[31]   2017-05
Financial Derivatives - Liabilities [Member] | Short [Member] | North America [Member] | Total Return Swaps [Member] | Financial [Member] | Maximum [Member] | Equity Market Risk [Member]    
Investment Holdings, Other than Securities [Line Items]    
Investment Maturity Date [3],[31]   2017-08
[1] In the Company's Consolidated Statement of Assets, Liabilities, and Equity, all balances associated with repurchase agreements, reverse repurchase agreements, and financial derivatives are presented on a gross basis.
[2] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.
[3] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.
[4] Classification percentages are based on Total Equity.
[5] Classification percentages are based on Total Equity.
[6] For short credit default swaps, the Company purchased protection.
[7] Notional value represents number of shares that warrants are convertible into.
[8] For long credit default swaps, the Company sold protection.
[9] For long credit default swaps, the Company sold protection.
[10] For long interest rate swap contracts, the Company pays a floating rate and receives a fixed rate.
[11] For long interest rate swap contracts, the Company pays a floating rate and receives a fixed rate.
[12] Represents the option on the part of a counterparty to enter into a credit default swap on a corporate bond index whereby the Company would receive a fixed rate and pay credit protection payments.
[13] Notional value represents the amount on which interest payments are calculated to the extent the market interest rate exceeds the rate cap on the contract.
[14] Notional value represents the amount on which interest payments are calculated to the extent the market interest rate exceeds the rate cap on the contract.
[15] Notional value represents the number of common shares we have the option to purchase multiplied by the strike price.
[16] Notional value represents the number of common shares we have the option to purchase multiplied by the strike price.
[17] Notional value represents outstanding principal balance on underlying corporate debt.
[18] For short credit default swaps, the Company purchased protection.
[19] For short interest rate swap contracts, the Company pays a fixed rate and receives a floating rate.
[20] For short interest rate swap contracts, the Company pays a fixed rate and receives a floating rate.
[21] The Company pays a floating rate and receives a floating rate.
[22] Every $1,000,000 in notional value represents one contract.
[23] Notional value represents the total face amount of U.S. Treasury Notes underlying all contracts held; as of September 30, 2017, 68 contracts were held.
[24] Notional value represents the total face amount of U.S. Treasury securities underlying all contracts held. As of December 31, 2016, a total of 70 contracts were held.
[25] Notional value represents U.S. Dollars to be received by the Company at the maturity of the forward contract.
[26] Notional value represents U.S. Dollars to be received by the Company at the maturity of the forward contract.
[27] Notional value represents number of underlying shares times the closing price of the underlying security.
[28] Notional value represents principal balance of mortgage loan purchase commitments. Actual loan purchases are contingent upon successful loan closings in accordance with agreed-upon parameters.
[29] For long recovery swaps the Company receives a specified recovery rate in exchange for the actual recovery rate on the underlying.
[30] The Company pays a floating rate and receives a floating rate.
[31] Notional value represents number of underlying shares times the closing price of the underlying security.