Fair Value (Tables)

3 Months Ended

Mar. 31, 2013

Fair Value Tables [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 March 31, 2013 and December 31, 2012:

(in thousands)
				Quoted Prices
				in Active		Significant
				Markets for		Other		Significant
				Identical		Observable		Unobservable
		Fair Value		Assets		Inputs		Inputs
		Measurements		(Level 1)		(Level 2)		(Level 3)
March 31, 2013
Mortgage-backed securities	$	360,260	$	-	$	360,260	$	-
Eurodollar futures contracts		2,031		2,031		-		-
December 31, 2012
Mortgage-backed securities	$	115,380	$	-	$	115,380	$	-