v2.4.0.6
Consolidated Statement Of Assets, Liabilities And Shareholders' Equity (USD $)
In Thousands, except Per Share data, unless otherwise specified
Mar. 31, 2012
Dec. 31, 2011
ASSETS    
Cash and cash equivalents $ 51,546 $ 62,737
Investments, financial derivatives and repurchase agreements:    
Investments at fair value (Cost - $1,232,162 and $1,234,203) 1,225,584 1,212,483
Financial derivatives - assets at fair value (Cost - $105,906 and $118,281) 94,056 102,871
Repurchase agreements (Cost - $13,650 and $15,750) 13,650 15,750
Total investments, financial derivatives and repurchase agreements 1,333,290 1,331,104
Deposits with dealers held as collateral 32,362 34,163
Receivable for securities sold 642,218 533,708
Interest and principal receivable 6,138 6,127
Other assets 1,024 216
Total Assets 2,066,578 1,968,055
LIABILITIES    
Investments sold short at fair value (Proceeds - $579,447 and $459,013) 579,852 462,394
Financial derivatives - liabilities at fair value (Proceeds - $21,088 and $9,636) 27,298 27,040
Total investments and financial derivatives 607,150 489,434
Reverse repurchase agreements 921,406 896,210
Due to brokers on margin accounts 65,497 79,735
Payable for securities purchased 70,688 127,517
Securitized debt (Proceeds - $1,495 and $0) 1,485  
Accounts payable and accrued expenses 1,500 1,845
Base management fee payable 1,492 1,396
Interest and dividends payable 1,096 1,002
Total Liabilities 1,670,314 1,597,139
SHAREHOLDERS' EQUITY 396,264 370,916
TOTAL LIABILITIES AND SHAREHOLDERS' EQUITY 2,066,578 1,968,055
ANALYSIS OF SHAREHOLDERS' EQUITY:    
Common shares, no par value, 100,000,000 shares authorized; (16,447,651 and 16,447,651 shares issued and outstanding) 387,367 362,047
Additional paid-in capital - LTIP units 8,897 8,869
Total Shareholders' Equity $ 396,264 $ 370,916
PER SHARE INFORMATION:    
Common shares $ 24.09 $ 22.55