Derivative Instruments (Details 6) (USD $) In Thousands, unless otherwise specified	3 Months Ended	6 Months Ended
	Jun. 30, 2013	Jun. 30, 2013	Dec. 31, 2012 item
Derivative Instruments
Number of linked transactions			0
Linked Transactions
Gain on linked transactions, net	$ 3,909	$ 4,505
Linked Transactions
Linked Transactions
Current Face	4,867	4,867
Amortized Cost	1,622	1,622
Fair Value	1,647	1,647
Net Interest Income (Expense)	457	803
Mark-to-market adjustments on linked transactions	(296)	(46)
Net Realized Gain	3,748	3,748
Gain on linked transactions, net	3,909	4,505
Linked Transactions | Agency RMBS
Linked Transactions
Net Interest Income (Expense)	44	44
Net Realized Gain	(254)	(254)
Gain on linked transactions, net	(210)	(210)
Amortization and accretion of net interest income	(9)	(9)
Linked Transactions | Agency RMBS | Borrowings under repurchase agreement
Linked Transactions
Net Interest Income (Expense)	(6)	(6)
Gain on linked transactions, net	(6)	(6)
Linked Transactions | Non-Agency RMBS
Linked Transactions
Current Face	8,153	8,153
Amortized Cost	4,908	4,908
Fair Value	4,933	4,933
Net Interest Income (Expense)	518	953
Mark-to-market adjustments on linked transactions	(296)	(46)
Net Realized Gain	4,002	4,002
Gain on linked transactions, net	4,224	4,909
Weighted Average Coupon / Cost of Funds (as a percent)	0.35%	0.35%
Weighted Average Life (years)/ Weighted Average days to Maturity (years)	8 years 4 months 24 days	8 years 4 months 24 days
Amortization and accretion of net interest income	437	766
Linked Transactions | Non-Agency RMBS | Borrowings under repurchase agreement
Linked Transactions
Current Face	(3,286)	(3,286)
Amortized Cost	(3,286)	(3,286)
Fair Value	(3,286)	(3,286)
Net Interest Income (Expense)	(99)	(188)
Gain on linked transactions, net	$ (99)	$ (188)
Weighted Average Coupon / Cost of Funds (as a percent)	1.70%	1.70%
Weighted Average Life (years)/ Weighted Average days to Maturity (years)	26 days	26 days