XML 59 R47.htm IDEA: XBRL DOCUMENT v2.4.0.8
Assets and Liabilities Recorded at Fair Value on Recurring Basis (Details) (USD $)
Sep. 30, 2013
Dec. 31, 2012
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Eurodollar Futures Contracts $ 2,581,000 $ 0
[EstimateOfFairValueFairValueDisclosureMember]
   
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Mortgage-backed securities 331,787,000 115,380,000
Eurodollar Futures Contracts 2,581,000 0
[FairValueInputsLevel1Member]
   
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Mortgage-backed securities 0 0
Eurodollar Futures Contracts 2,581,000 0
[FairValueInputsLevel2Member]
   
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Mortgage-backed securities 331,787,000 115,380,000
Eurodollar Futures Contracts 0 0
[FairValueInputsLevel3Member]
   
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]    
Mortgage-backed securities 0 0
Eurodollar Futures Contracts $ 0 $ 0