Consolidated Condensed Schedule Of Investments (Financial Derivatives)		9 Months Ended		12 Months Ended
		Sep. 30, 2015 USD ($) contracts		Dec. 31, 2014 USD ($) contracts
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[1]	$ 73,994,000		$ 80,029,000
Derivative Liabilities	[1]	(70,925,000)		(66,116,000)
Net cost		60,525,000		61,560,000
Net proceeds		$ (48,316,000)		$ (33,555,000)
Long US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contracts		321		1,346
Short US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contracts		997
Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Future contract notional		$ 1,000,000		$ 1,000,000
Future contract | contracts		1		1
Purchased Options on U.S. Treasury Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contracts				110
Financial Derivatives - Assets [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 73,994,000	[2]	$ 80,029,000	[3],[4]
Net cost		$ 60,525,000	[2]	$ 61,560,000	[3],[4]
Financial Derivative Assets, Percent of Net Assets		9.76%	[2],[5]	10.15%	[3],[4],[6]
Financial Derivatives - Assets [Member] | Long Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2]	$ 181,000
Financial Derivatives - Assets [Member] | Short Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2]	0
Financial Derivatives - Assets [Member] | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		71,261,000	[2]	$ 77,795,000	[3],[4]
Net cost		$ 59,405,000	[2]	$ 59,299,000	[3],[4]
Financial Derivative Assets, Percent of Net Assets		9.40%	[2],[5]	9.87%	[3],[4],[6]
Financial Derivatives - Assets [Member] | Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 211,000	[2]	$ 261,000	[3],[4]
Financial Derivative Assets, Percent of Net Assets		0.03%	[2],[5]	0.03%	[3],[4],[6]
Financial Derivatives - Assets [Member] | Options [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 1,437,000	[2]	$ 989,000	[3],[4]
Net cost		$ 1,020,000	[2]	$ 2,161,000	[3],[4]
Financial Derivative Assets, Percent of Net Assets		0.19%	[2],[5]	0.13%	[3],[4],[6]
Financial Derivatives - Assets [Member] | Forwards [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 974,000	[2]	$ 884,000	[3],[4]
Financial Derivative Assets, Percent of Net Assets		0.13%	[2],[5]	0.11%	[3],[4],[6]
Financial Derivatives - Assets [Member] | Warrant [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset		$ 100,000	[2]	$ 100,000	[3],[4]
Net cost		$ 100,000	[2]	$ 100,000	[3],[4]
Financial Derivative Assets, Percent of Net Assets		0.01%	[2],[5]	0.01%	[3],[4],[6]
Financial Derivatives - Assets [Member] | Warrant [Member] | North America [Member] | Mortgage-related Residential [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[3],[4],[7]			$ 1,554,000
Derivative Asset	[3],[4],[7]			100,000
Financial Derivatives - Assets [Member] | Mortgage Loan Purchase Commitments [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset	[2]	$ 11,000
Financial Derivative Assets, Percent of Net Assets	[2],[5]	0.00%
Financial Derivatives - Liabilities [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (70,925,000)	[2]	$ (66,116,000)	[3],[4]
Investment owned as a percentage of equity		(9.35%)	[2],[5]	(8.39%)	[3],[4],[6]
Net proceeds		$ (48,316,000)	[2]	$ (33,555,000)	[3],[4]
Financial Derivatives - Liabilities [Member] | Affiliates of JP Morgan [Member]
Investment Holdings, Other than Securities [Line Items]
Investment owned as a percentage of equity		(5.81%)		(5.18%)
Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[8]	$ (3,056,000)
Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Corporate Bonds [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[3],[4],[9],[10]			$ (2,706,000)
Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps on Corporate Bonds [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[8]	(453,000)
Financial Derivatives - Liabilities [Member] | Short Total Return Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities	[2],[8]	0
Financial Derivatives - Liabilities [Member] | Swap [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (68,057,000)	[2],[8]	$ (65,616,000)	[3],[4],[10]
Investment owned as a percentage of equity		(8.97%)	[2],[5],[8]	(8.32%)	[3],[4],[6],[10]
Net proceeds		$ (43,941,000)	[2],[8]	$ (33,400,000)	[3],[4],[10]
Financial Derivatives - Liabilities [Member] | Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (1,203,000)	[2]	$ (81,000)	[3],[4]
Investment owned as a percentage of equity		(0.16%)	[2],[5]	(0.01%)	[3],[4],[6]
Financial Derivatives - Liabilities [Member] | Options [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (1,524,000)	[2]	$ (283,000)	[3],[4]
Investment owned as a percentage of equity		(0.20%)	[2],[5]	(0.04%)	[3],[4],[6]
Net proceeds		$ (4,375,000)	[2]	$ (155,000)	[3],[4]
Financial Derivatives - Liabilities [Member] | Forwards [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liabilities		$ (141,000)	[2]	$ (136,000)	[3],[4]
Investment owned as a percentage of equity		(0.02%)	[2],[5]	(0.02%)	[3],[4],[6]
Put Option [Member] | Written Options on U.S. Treasury Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contracts		58
Call Option [Member] | Purchased Options on U.S. Treasury Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Number of contracts | contracts		58
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Long Credit Default Swap On Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount		$ 377,478,000	[2],[11]	$ 311,983,000	[3],[4],[9]
Derivative Asset		$ 34,580,000	[2],[11]	$ 35,865,000	[3],[4],[9]
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Long Credit Default Swap On Corporate Bond Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2017-12	[2],[11]	2017-12	[3],[4],[9]
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Long Credit Default Swap On Corporate Bond Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2020-12	[2],[11]	2019-12	[3],[4],[9]
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Long Credit Default Swap On Asset Backed Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount		$ 1,532,000	[2],[11]	$ 3,734,000	[3],[4],[9]
Range of expiration dates	[2],[11]	2037-12
Derivative Asset		$ 59,000	[2],[11]	$ 61,000	[3],[4],[9]
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[4],[9]			2037-12
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[4],[9]			2063-05
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Long Total Return Swaps [Member] | North America [Member] | Financial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[2],[12]	$ 2,646,000
Range of expiration dates	[2],[12]	2016-09
Derivative Asset	[2],[12]	$ 11,000
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Long Total Return Swaps [Member] | North America [Member] | Communications [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[2],[12]	6,467,000
Derivative Asset	[2],[12]	$ 97,000
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Long Total Return Swaps [Member] | North America [Member] | Communications [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[12]	2016-03
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Long Total Return Swaps [Member] | North America [Member] | Communications [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[12]	2016-07
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Long Total Return Swaps [Member] | North America [Member] | Consumer [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[2],[12]	$ 4,972,000
Derivative Asset	[2],[12]	$ 68,000
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Long Total Return Swaps [Member] | North America [Member] | Consumer [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[12]	2016-03
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Long Total Return Swaps [Member] | North America [Member] | Consumer [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[12]	2016-06
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount		$ (59,146,000)	[2],[13]	$ (50,981,000)	[3],[4],[14]
Derivative Asset		$ 2,912,000	[2],[13]	$ 1,820,000	[3],[4],[14]
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2046-05	[2],[13]	2046-05	[3],[4],[14]
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2063-05	[2],[13]	2052-10	[3],[4],[14]
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Securities [Member] | North America [Member] | Mortgage-related Residential [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount		$ (14,231,000)	[2],[13]	$ (17,691,000)	[3],[4],[14]
Derivative Asset		$ 8,927,000	[2],[13]	$ 11,387,000	[3],[4],[14]
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Securities [Member] | North America [Member] | Mortgage-related Residential [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2034-09	[2],[13]	2034-09	[3],[4],[14]
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Short Credit Default Swap On Asset Backed Securities [Member] | North America [Member] | Mortgage-related Residential [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2036-05	[2],[13]	2036-05	[3],[4],[14]
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Short Credit Default Swaps on Corporate Bonds [Member] | North America [Member] | Consumer [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[2],[13]	$ (590,000)
Range of expiration dates	[2],[13]	2019-12
Derivative Asset	[2],[13]	$ 1,000
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[3],[4],[15]			$ 364,400,000
Derivative Asset	[3],[4],[15]			$ 625,000
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaption [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[4],[15]			2015-01
Credit Risk [Member] | Financial Derivatives - Assets [Member] | Credit Default Swaption [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[4],[15]			2015-03
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[3],[4],[9],[10]			$ 3,756,000
Range of expiration dates	[3],[4],[9],[10]			2017-12
Derivative Liabilities	[3],[4],[9],[10]			$ (1,231,000)
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Asset Backed Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount		45,193,000	[2],[8],[11]	17,113,000	[3],[4],[9],[10]
Derivative Liabilities		$ (4,540,000)	[2],[8],[11]	$ (4,248,000)	[3],[4],[9],[10]
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2047-01	[2],[8],[11]	2049-03	[3],[4],[9],[10]
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Asset Backed Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2063-05	[2],[8],[11]	2052-10	[3],[4],[9],[10]
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Basic Materials [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[8],[12]	$ 6,496,000
Range of expiration dates	[2],[8],[12]	2016-03
Derivative Liabilities	[2],[8],[12]	$ (562,000)
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Communications [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[8],[12]	7,289,000
Derivative Liabilities	[2],[8],[12]	$ (1,882,000)
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Communications [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[8],[12]	2016-03
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Communications [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[8],[12]	2016-08
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Consumer [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[8],[12]	$ 2,790,000
Derivative Liabilities	[2],[8],[12]	$ (49,000)
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Consumer [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[8],[12]	2016-06
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Consumer [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[8],[12]	2016-08
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Energy [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[8],[12]	$ 6,085,000
Derivative Liabilities	[2],[8],[12]	$ (533,000)
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Energy [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[8],[12]	2016-04
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Energy [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[8],[12]	2016-10
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Diversified [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[8],[12]	$ 2,772,000
Range of expiration dates	[2],[8],[12]	2016-03
Derivative Liabilities	[2],[8],[12]	$ (13,000)
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Industrial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[8],[12]	$ 1,000,000
Range of expiration dates	[2],[8],[12]	2016-03
Derivative Liabilities	[2],[8],[12]	$ (6,000)
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Technology [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[8],[12]	$ 1,391,000
Range of expiration dates	[2],[8],[12]	2016-06
Derivative Liabilities	[2],[8],[12]	$ (10,000)
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Credit Default Swap On Asset Backed Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[3],[4],[10],[14]			$ (20,050,000)
Range of expiration dates	[3],[4],[10],[14]			2063-05
Derivative Liabilities	[3],[4],[10],[14]			$ (162,000)
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Credit Default Swap On Asset Backed Securities [Member] | North America [Member] | Mortgage-related Residential [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount		(3,234,000)	[2],[8],[13]	$ (3,000,000)	[3],[4],[10],[14]
Range of expiration dates	[3],[4],[10],[14]			2035-03
Derivative Liabilities		$ (262,000)	[2],[8],[13]	$ (239,000)	[3],[4],[10],[14]
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Credit Default Swap On Asset Backed Securities [Member] | North America [Member] | Mortgage-related Residential [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[8],[13]	2034-10
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Credit Default Swap On Asset Backed Securities [Member] | North America [Member] | Mortgage-related Residential [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[8],[13]	2035-03
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Corporate Bonds [Member] | North America [Member] | Communications [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[3],[4],[9],[10]			$ 500,000
Range of expiration dates	[3],[4],[9],[10]			2019-09
Derivative Liabilities	[3],[4],[9],[10]			$ (172,000)
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Corporate Bonds [Member] | North America [Member] | Consumer [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[3],[4],[9],[10]			$ 3,498,000
Range of expiration dates	[3],[4],[9],[10]			2019-06
Derivative Liabilities	[3],[4],[9],[10]			$ (2,283,000)
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Credit Default Swap On Corporate Bonds [Member] | North America [Member] | Energy [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[3],[4],[9],[10]			$ 430,000
Range of expiration dates	[3],[4],[9],[10]			2019-12
Derivative Liabilities	[3],[4],[9],[10]			$ (251,000)
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps On Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount		$ (603,856,000)	[2],[8],[13]	(352,945,000)	[3],[4],[10],[14]
Derivative Liabilities		$ (32,108,000)	[2],[8],[13]	$ (27,357,000)	[3],[4],[10],[14]
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps On Corporate Bond Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2016-12	[2],[8],[13]	2016-12	[3],[4],[10],[14]
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps On Corporate Bond Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2020-12	[2],[8],[13]	2019-12	[3],[4],[10],[14]
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps on Corporate Bonds [Member] | North America [Member] | Financial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[8],[13]	$ (4,000,000)
Range of expiration dates	[2],[8],[13]	2020-03
Derivative Liabilities	[2],[8],[13]	$ (99,000)
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps on Corporate Bonds [Member] | North America [Member] | Consumer [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount		(6,580,000)	[2],[8],[13]	$ (5,970,000)	[3],[4],[10],[14]
Derivative Liabilities		$ (354,000)	[2],[8],[13]	$ (247,000)	[3],[4],[10],[14]
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps on Corporate Bonds [Member] | North America [Member] | Consumer [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2019-09	[2],[8],[13]	2019-09	[3],[4],[10],[14]
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Credit Default Swaps on Corporate Bonds [Member] | North America [Member] | Consumer [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2020-09	[2],[8],[13]	2019-12	[3],[4],[10],[14]
Credit Risk [Member] | Financial Derivatives - Liabilities [Member] | Credit Default Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[3],[4],[16]			$ (25,900,000)
Range of expiration dates	[3],[4],[16]			2018-03
Derivative Liabilities	[3],[4],[16]			$ (146,000)
Credit Risk [Member] | Put Option [Member] | Financial Derivatives - Assets [Member] | Purchased Options on Credit Default Swaps on Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[2],[17]	$ 101,208,000
Derivative Asset	[2],[17]	$ 898,000
Credit Risk [Member] | Put Option [Member] | Financial Derivatives - Assets [Member] | Purchased Options on Credit Default Swaps on Corporate Bond Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[17]	2015-10
Credit Risk [Member] | Put Option [Member] | Financial Derivatives - Assets [Member] | Purchased Options on Credit Default Swaps on Corporate Bond Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[17]	2015-12
Credit Risk [Member] | Put Option [Member] | Financial Derivatives - Liabilities [Member] | Written Options on Credit Default Swaps on Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[18]	$ (26,359,000)
Range of expiration dates	[2],[18]	2015-12
Derivative Liabilities	[2],[18]	$ (150,000)
Credit Risk [Member] | Call Option [Member] | Financial Derivatives - Liabilities [Member] | Written Options on Credit Default Swaps on Corporate Bond Indices [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[19]	(722,700,000)
Derivative Liabilities	[2],[19]	$ (1,050,000)
Credit Risk [Member] | Call Option [Member] | Financial Derivatives - Liabilities [Member] | Written Options on Credit Default Swaps on Corporate Bond Indices [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[19]	2015-10
Credit Risk [Member] | Call Option [Member] | Financial Derivatives - Liabilities [Member] | Written Options on Credit Default Swaps on Corporate Bond Indices [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[19]	2015-12
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Long Interest Rate Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount		$ 1,037,276,000	[2],[20]	1,017,067,000	[3],[4],[21]
Derivative Asset		$ 24,328,000	[2],[20]	$ 23,243,000	[3],[4],[21]
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Long Interest Rate Swaps [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2016-10	[2],[20]	2016-07	[3],[4],[21]
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Long Interest Rate Swaps [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2045-09	[2],[20]	2044-12	[3],[4],[21]
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Short Interest Rate Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount		$ (48,700,000)	[2],[22]	$ (627,931,000)	[3],[4],[23]
Derivative Asset		$ 273,000	[2],[22]	$ 5,411,000	[3],[4],[23]
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Short Interest Rate Swaps [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2017-10	[2],[22]	2016-10	[3],[4],[23]
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Short Interest Rate Swaps [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2045-02	[2],[22]	2044-12	[3],[4],[23]
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Long US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount		$ 59,200,000	[2],[24]	$ 109,300,000	[3],[4],[25]
Range of expiration dates		2015-12	[2],[24]	2015-03	[3],[4],[25]
Derivative Asset		$ 172,000	[2],[24]	$ 162,000	[3],[4],[25]
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Long Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount		$ 14,000,000	[2],[26]	$ 11,000,000	[3],[4],[27]
Range of expiration dates		2017-06	[2],[26]	2017-06	[3],[4],[27]
Derivative Asset		$ 38,000	[2],[26]	$ 7,000	[3],[4],[27]
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Short US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[2],[24]	$ (5,600,000)
Range of expiration dates	[2],[24]	2015-12
Derivative Asset	[2],[24]	$ 1,000
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Short Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[3],[4],[27]			(520,000,000)
Derivative Asset	[3],[4],[27]			$ 92,000
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Short Eurodollar Future [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[4],[27]			2015-09
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Short Eurodollar Future [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[4],[27]			2017-09
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Purchased Payer Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount		$ 73,300,000	[2],[28]	$ 822,800,000	[3],[4],[29]
Range of expiration dates	[2],[28]	2015-11
Derivative Asset		$ 46,000	[2],[28]	$ 344,000	[3],[4],[29]
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Purchased Payer Swaption [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[4],[29]			2015-01
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Purchased Payer Swaption [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[4],[29]			2015-06
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Purchased Options on U.S. Treasury Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[3],[4],[30]			$ 11,000,000
Derivative Asset	[3],[4],[30]			$ 20,000
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Purchased Options on U.S. Treasury Futures [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[4],[30]			2015-02
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Purchased Options on U.S. Treasury Futures [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[4],[30]			2015-03
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Purchased receiver swaptions [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[2],[31]	$ 118,000,000
Range of expiration dates	[2],[31]	2017-09
Derivative Asset	[2],[31]	$ 316,000
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Mortgage Loan Purchase Commitments [Member] | North America [Member] | Mortgage-related Residential [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[2],[32]	4,773,000
Derivative Asset	[2],[32]	$ 11,000
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Mortgage Loan Purchase Commitments [Member] | North America [Member] | Mortgage-related Residential [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[32]	2015-10
Interest Rate Risk [Member] | Financial Derivatives - Assets [Member] | Mortgage Loan Purchase Commitments [Member] | North America [Member] | Mortgage-related Residential [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[2],[32]	2015-11
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Interest Rate Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount		$ 49,142,000	[2],[8],[20]	$ 230,410,000	[3],[4],[10],[21]
Derivative Liabilities		$ (15,000)	[2],[8],[20]	$ (678,000)	[3],[4],[10],[21]
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Interest Rate Swaps [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2017-10	[2],[8],[20]	2016-10	[3],[4],[10],[21]
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Interest Rate Swaps [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2045-10	[2],[8],[20]	2044-12	[3],[4],[10],[21]
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Interest Rate Swaps [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount		$ (1,494,961,000)	[2],[8],[22]	$ (1,024,716,000)	[3],[4],[10],[23]
Derivative Liabilities		$ (27,623,000)	[2],[8],[22]	$ (28,727,000)	[3],[4],[10],[23]
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Interest Rate Swaps [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2016-01	[2],[8],[22]	2015-03	[3],[4],[10],[23]
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Interest Rate Swaps [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2045-10	[2],[8],[22]	2044-11	[3],[4],[10],[23]
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Long US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[3],[4],[25]			$ 50,600,000
Range of expiration dates	[3],[4],[25]			2015-03
Derivative Liabilities	[3],[4],[25]			$ (13,000)
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Short US Treasury Note Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[24]	$ (20,700,000)
Range of expiration dates	[2],[24]	2015-12
Derivative Liabilities	[2],[24]	$ (233,000)
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Eurodollar Future [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount		(734,000,000)	[2],[26]	(179,000,000)	[3],[4],[27]
Derivative Liabilities		$ (970,000)	[2],[26]	$ (68,000)	[3],[4],[27]
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Eurodollar Future [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2016-03	[2],[26]	2015-03	[3],[4],[27]
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Eurodollar Future [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates		2017-12	[2],[26]	2015-06	[3],[4],[27]
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Written Payer Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount		$ (49,700,000)	[2],[33]	$ (10,200,000)	[3],[4],[34]
Range of expiration dates		2015-11	[2],[33]	2015-01	[3],[4],[34]
Derivative Liabilities		$ (44,000)	[2],[33]	$ 0	[3],[4],[34]
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Purchased Payer Swaption [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[3],[4],[29]			$ 260,000,000
Range of expiration dates	[3],[4],[29]			2015-03
Derivative Liabilities	[3],[4],[29]			$ (137,000)
Interest Rate Risk [Member] | Financial Derivatives - Liabilities [Member] | Written receiver swaptions [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[35]	$ (207,000,000)
Range of expiration dates	[2],[35]	2017-09
Derivative Liabilities	[2],[35]	$ (221,000)
Interest Rate Risk [Member] | Put Option [Member] | Financial Derivatives - Liabilities [Member] | Written Options on U.S. Treasury Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[36]	$ (5,800,000)
Range of expiration dates	[2],[36]	2015-11
Derivative Liabilities	[2],[36]	$ (59,000)
Interest Rate Risk [Member] | Call Option [Member] | Financial Derivatives - Assets [Member] | Purchased Options on U.S. Treasury Futures [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[2],[37]	$ 5,800,000
Range of expiration dates	[2],[37]	2015-11
Derivative Asset	[2],[37]	$ 177,000
Equity Market Risk [Member] | Financial Derivatives - Assets [Member] | Long Total Return Swaps [Member] | North America [Member] | Financial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount		$ 487,000	[2],[38]	$ 875,000	[3],[4],[39]
Range of expiration dates		2016-11	[2],[38]	2015-06	[3],[4],[39]
Derivative Asset		$ 5,000	[2],[38]	$ 8,000	[3],[4],[39]
Equity Market Risk [Member] | Financial Derivatives - Assets [Member] | Short Total Return Swaps [Member] | North America [Member] | Financial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[2],[38]	$ (3,309,000)
Range of expiration dates	[2],[38]	2017-03
Derivative Asset	[2],[38]	$ 0
Equity Market Risk [Member] | Financial Derivatives - Assets [Member] | Short Total Return Swaps [Member] | North America [Member] | Energy [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[2],[38]	$ (116,000)
Range of expiration dates	[2],[38]	2017-07
Derivative Asset	[2],[38]	$ 0
Equity Market Risk [Member] | Financial Derivatives - Assets [Member] | Warrant [Member] | North America [Member] | Mortgage-related Residential [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount	[2],[40]	1,554,000
Derivative Asset	[2],[40]	100,000
Equity Market Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Financial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount		$ 25,496,000	[2],[8],[38]	72,075,000	[3],[4],[10],[39]
Range of expiration dates	[2],[8],[38]	2016-11
Derivative Liabilities		$ (1,000)	[2],[8],[38]	$ (21,000)	[3],[4],[10],[39]
Equity Market Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Financial [Member] | Minimum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[4],[10],[39]			2015-01
Equity Market Risk [Member] | Financial Derivatives - Liabilities [Member] | Long Total Return Swaps [Member] | North America [Member] | Financial [Member] | Maximum [Member]
Investment Holdings, Other than Securities [Line Items]
Range of expiration dates	[3],[4],[10],[39]			2016-11
Equity Market Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Total Return Swaps [Member] | North America [Member] | Financial [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[8],[38]	$ (889,000)
Range of expiration dates	[2],[8],[38]	2017-03
Derivative Liabilities	[2],[8],[38]	$ 0
Equity Market Risk [Member] | Financial Derivatives - Liabilities [Member] | Short Total Return Swaps [Member] | North America [Member] | Energy [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[2],[8],[38]	$ (439,000)
Range of expiration dates	[2],[8],[38]	2017-03
Derivative Liabilities	[2],[8],[38]	$ 0
Currency risk [Member] | Financial Derivatives - Assets [Member] | Short Currency Forward [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Asset, Notional Amount		$ (99,922,000)	[2],[41]	$ (35,849,000)	[3],[4],[42]
Range of expiration dates		2015-12	[2],[41]	2015-03	[3],[4],[42]
Derivative Asset		$ 974,000	[2],[41]	$ 884,000	[3],[4],[42]
Currency risk [Member] | Financial Derivatives - Liabilities [Member] | Long Currency Forward [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount		$ 33,615,000	[2],[43]	$ 9,518,000	[3],[4],[44]
Range of expiration dates		2015-12	[2],[43]	2015-03	[3],[4],[44]
Derivative Liabilities		$ (141,000)	[2],[43]	$ (136,000)	[3],[4],[44]
Currency risk [Member] | Financial Derivatives - Liabilities [Member] | Short Currency Forward [Member]
Investment Holdings, Other than Securities [Line Items]
Derivative Liability, Notional Amount	[3],[4],[42]			$ (117,000)
Range of expiration dates	[3],[4],[42]			2015-03
Derivative Liabilities	[3],[4],[42]			$ 0

[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] Conformed to current period presentation.

[4] See Note 2 and Note 3 in Notes to Consolidated Financial Statements.

[5] Classification percentages are based on Total Equity.

[6] Classification percentages are based on Total Equity.

[7] Notional amount represents number of warrants.

[8] The following table shows the Company's swap liabilities by dealer as a percentage of Total Equity:Dealer/Parent Company Asset/Liability Percent of EquityAffiliates of JP Morgan Financial derivatives—liability (5.81)%

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

[10] The following table shows the Company's swap liabilities by dealer as a percentage of Total Equity:Dealer/Parent Company Percent of EquityAffiliates of JP Morgan (5.18)%

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

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

[13] For short credit default swaps, the Company purchased protection.

[14] For short credit default swaps, the Company purchased protection.

[15] Represents the option on the part of the Company to enter into a credit default swap on a corporate bond index whereby the Company would pay a fixed rate and receive credit protection payments.

[16] 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 pay a fixed rate and receive credit protection payments.

[17] Represents the option on the part of the Company to enter into a credit default swap on a corporate bond index whereby the Company would pay a fixed rate and receive credit protection payments.

[18] 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.

[19] 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 pay a fixed rate and receive credit protection payments.

[20] For long interest rate swap contracts, a floating rate is being paid and a fixed rate is being received.

[21] For long interest rate swap contracts, a floating rate is being paid and a fixed rate is being received.

[22] For short interest rate swap contracts, a fixed rate is being paid and a floating rate is being received.

[23] For short interest rate swap contracts, a fixed rate is being paid and a floating rate is being received.

[24] Notional value represents the total face amount of U.S. Treasury Notes underlying all contracts held; as of September 30, 2015, 321 long futures contracts and 997 short futures contracts were held.

[25] Notional value represents the total face amount of U.S. Treasury Notes underlying all contracts held; as of December 31, 2014, 1,346 contracts were held.

[26] Every $1,000,000 in notional value represents one contract.

[27] Every $1,000,000 in notional value represents one contract.

[28] Represents the option on the part of the Company to enter into an interest rate swap whereby the Company would pay a fixed rate and receive a floating rate.

[29] Represents the option on the part of the Company to enter into an interest rate swap whereby the Company would pay a fixed rate and receive a floating rate.

[30] Represents the option on the part of the Company to enter into a futures contract with a counterparty; as of December 31, 2014, 110 contracts were held.

[31] Represents the option on the part of the Company to enter into an interest rate swap whereby the Company would pay a floating rate and receive a fixed rate.

[32] Notional amount represents principal balance of mortgage loan purchase commitments. Actual loan purchases are contingent upon successful loan closings in accordance with agreed-upon parameters.

[33] Represents the option on the part of a counterparty to enter into an interest rate swap with the Company whereby the Company would receive a fixed rate and pay a floating rate.

[34] Represents the option on the part of a counterparty to enter into an interest rate swap with the Company whereby the Company would receive a fixed rate and pay a floating rate.

[35] Represents the option on the part of a counterparty to enter into an interest rate swap with the Company whereby the Company would pay a fixed rate and receive a floating rate.

[36] Represents the option on the part of a counterparty to enter into a futures contract with the Company; as of September 30,2015 58 put options contracts were held.

[37] Represents the option on the part of the Company to enter into a futures contract with a counterparty; as of September 30,2015 58 call options contracts were held.

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

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

[40] Notional amount represents number of warrants.

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

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

[43] Notional amount represents U.S. Dollars to be paid by the Company at the maturity of the forward contract.

[44] Notional amount represents U.S. Dollars to be paid by the Company at the maturity of the forward contract.