|
Note 8 - Derivatives Instruments and Hedging Activities (Details) - Derivative Instruments Not Designated As Hedges (USD $)
In Thousands, unless otherwise specified
|
12 Months Ended |
|
Dec. 31, 2013
|
Dec. 31, 2012
|
|
TBA Securities [Member]
|
|
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| Note 8 - Derivatives Instruments and Hedging Activities (Details) - Derivative Instruments Not Designated As Hedges [Line Items] |
|
|
| Beginning balance |
$ 234,000 |
$ 202,000 |
| Additions |
2,563,000 |
3,088,000 |
| Settlement, expiration or exercise |
(2,609,000) |
(3,056,000) |
| Ending balance |
188,000 |
234,000 |
|
US Treasury Futures [Member]
|
|
|
| Note 8 - Derivatives Instruments and Hedging Activities (Details) - Derivative Instruments Not Designated As Hedges [Line Items] |
|
|
| Beginning balance |
(172,100) |
(92,800) |
| Additions |
875,600 |
1,142,100 |
| Settlement, expiration or exercise |
(715,400) |
(1,221,400) |
| Ending balance |
(11,900) |
(172,100) |
|
Interest Rate Swap [Member]
|
|
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| Note 8 - Derivatives Instruments and Hedging Activities (Details) - Derivative Instruments Not Designated As Hedges [Line Items] |
|
|
| Beginning balance |
(13,000) |
|
| Additions |
542,700 |
6,000 |
| Settlement, expiration or exercise |
(772,400) |
(19,000) |
| Ending balance |
(242,700) |
(13,000) |
|
Eurodollar Future [Member]
|
|
|
| Note 8 - Derivatives Instruments and Hedging Activities (Details) - Derivative Instruments Not Designated As Hedges [Line Items] |
|
|
| Beginning balance |
(2,852,000) |
(2,422,000) |
| Additions |
3,492,000 |
1,531,000 |
| Settlement, expiration or exercise |
(4,000,000) |
(1,961,000) |
| Ending balance |
(3,360,000) |
(2,852,000) |
|
US Treasury Futures Options [Member]
|
|
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| Note 8 - Derivatives Instruments and Hedging Activities (Details) - Derivative Instruments Not Designated As Hedges [Line Items] |
|
|
| Beginning balance |
70,000 |
199,500 |
| Additions |
310,000 |
1,181,500 |
| Settlement, expiration or exercise |
(340,000) |
(1,311,000) |
| Ending balance |
40,000 |
70,000 |
|
Swaption [Member]
|
|
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| Note 8 - Derivatives Instruments and Hedging Activities (Details) - Derivative Instruments Not Designated As Hedges [Line Items] |
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|
| Additions |
|
100,000 |
| Ending balance |
$ 100,000 |
$ 100,000 |