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Fair Value (Tables)
 12 Months Ended
Dec. 31, 2013
Fair Value Disclosures [Abstract]  
Assets Measured at Fair Value on Recurring Basis

The following table presents financial assets and liabilities measured at fair value on a recurring basis as of December 31, 2013 and December 31, 2012:

 

(in thousands)                            
     Fair Value
Measurements		      Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)		      Significant
Other
Observable
Inputs
(Level 2)		      Significant
Unobservable
Inputs
(Level 3)		  

December 31, 2013

            

Mortgage-backed securities

    $ 351,223       $ —         $ 351,223       $ —     

Eurodollar futures contracts

      2,446         2,446         —           —     
  

 

 

     

 

 

     

 

 

     

 

 

  

December 31, 2012

            

Mortgage-backed securities

    $ 115,380       $ —         $ 115,380       $ —