XML 69 R37.htm IDEA: XBRL DOCUMENT v2.4.0.8
Fair Value (Schedule of Fair Value Option) (Details) (USD $)
Jun. 30, 2013
Dec. 31, 2012
Financial Instruments [Member]
   
Fair Value, Option, Quantitative Disclosures [Line Items]    
Fair Value $ 565,320,121 $ 170,671,683
Principal and/or Notional Balance 725,010,411 [1] 173,315,857
Difference (159,690,290) (2,644,174)
30-Year Adjustable Rate Mortgage [Member]
   
Fair Value, Option, Quantitative Disclosures [Line Items]    
Fair Value 2,591,883 3,240,330
Principal and/or Notional Balance 2,531,514 [1] 3,083,892
Difference 60,369 156,438
30-Year Fixed Rate Mortgage [Member]
   
Fair Value, Option, Quantitative Disclosures [Line Items]    
Fair Value 171,910,223 66,519,702
Principal and/or Notional Balance 170,265,662 [1] 61,034,333
Difference 1,644,561 5,485,369
Non-Agency RMBS [Member]
   
Fair Value, Option, Quantitative Disclosures [Line Items]    
Fair Value 270,034,590 100,911,651
Principal and/or Notional Balance 401,105,036 [1] 109,197,632
Difference (131,070,446) (8,285,981)
Residential Mortgage Backed Securities [Member]
   
Fair Value, Option, Quantitative Disclosures [Line Items]    
Fair Value 444,536,696 170,671,683
Principal and/or Notional Balance 573,902,212 [1] 173,315,857
Difference (129,365,516) (2,644,174)
Mortgage Loans [Member]
   
Fair Value, Option, Quantitative Disclosures [Line Items]    
Fair Value 120,783,425   
Principal and/or Notional Balance 151,108,199 [1]   
Difference (30,324,774)   
Interest-Only Securities [Member]
   
Fair Value, Option, Quantitative Disclosures [Line Items]    
Principal and/or Notional Balance $ 80,000,000  
[1] Non-Agency RMBS includes an IO with a notional balance of $80.0 million.