XML 66 R41.htm IDEA: XBRL DOCUMENT v3.3.0.814
Derivative Financial Instruments - Schedule of Derivative Assets and Liabilties (Details) - USD ($)
Sep. 30, 2015
Dec. 31, 2014
Assets, at Fair Value   $ 6,391,000
Liabilities, at Fair Value $ 0 (1,364,000)
Eurodollar Future Margin [Member]    
Assets, at Fair Value 9,188,000 5,174,000
Interest Rate Swaption [Member]    
Assets, at Fair Value   1,217,000
Interest Rate Swaption Margin [Member]    
Liabilities, at Fair Value 0 (1,364,000)
TBA Contracts [Member]    
Assets, at Fair Value $ 0 $ 0