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Note 3 - Summary of Significant Accounting Policies (Tables)
 12 Months Ended
Dec. 31, 2013
Accounting Policies [Abstract]  
Schedule of Restricted Cash and Cash Equivalents
The following table presents information related to margin collateral posted (held) for Agency Securities, interest rate swap contracts and Eurodollar Futures Contracts (“Futures Contracts”) which are included in cash collateral on the accompanying consolidated balance sheets as of December 31, 2013 and December 31, 2012.

December 31, 2013
 

Assets at Fair Value (1)

Liabilities at Fair Value (1)
 

(in thousands)
Agency Securities

$
13,547


$
(53,845
)
Interest rate swap contracts

20,771


(334,000
)
Futures Contracts

1,599


—

Totals

$
35,917


$
(387,845
)
(1)  See Note 5, “Fair Value of Financial Instruments” for additional discussion.

December 31, 2012

 
 
Assets at Fair Value (1)
 
Liabilities at Fair Value (1)
 
 
(in thousands)
Interest rate swap contracts
 
$
261,364

 
$
—

Futures Contracts
 
4,188

 
—

Totals
 
$
265,552

 
$
—

(1)  See Note 5, “Fair Value of Financial Instruments” for additional discussion.