DERIVATIVE INSTRUMENTS HEDGING AND NON-HEDGING ACTIVITIES (Details 5) (USD $)	6 Months Ended		12 Months Ended
	Jun. 30, 2013		Dec. 31, 2012
Secured Debt, Repurchase Agreements	$ 563,529,000	[1]	$ 63,423,000	[2]
Repurchase Agreement Percentage Of Total Amount Outstanding	100.00%		100.00%
Repurchase Agreement Counterparty, Weighted Average Maturity of Agreements	40 days		17 days
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	590,302,740		66,337,080
Linked Repurchase Agreements [Member]
Secured Debt, Repurchase Agreements	30,310,000		13,989,000
Repurchase Agreement Percentage Of Total Amount Outstanding	100.00%		100.00%
Repurchase Agreement Counterparty, Weighted Average Maturity of Agreements	32 days		31 days
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	45,988,439		22,619,542
North America [Member]
Secured Debt, Repurchase Agreements	262,968,000	[1]	52,874,000	[2]
Repurchase Agreement Percentage Of Total Amount Outstanding	46.67%		83.37%
Repurchase Agreement Counterparty, Weighted Average Maturity of Agreements	45 days		17 days
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	275,654,422		55,462,506
North America [Member] | Linked Repurchase Agreements [Member]
Secured Debt, Repurchase Agreements	26,156,000		9,277,000
Repurchase Agreement Percentage Of Total Amount Outstanding	86.29%		66.32%
Repurchase Agreement Counterparty, Weighted Average Maturity of Agreements	36 days		41 days
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	38,938,632		13,714,701
Asia [Member]
Secured Debt, Repurchase Agreements	107,250,000	[1],[3]	10,549,000	[2],[3]
Repurchase Agreement Percentage Of Total Amount Outstanding	19.03%	[3]	16.63%	[3]
Repurchase Agreement Counterparty, Weighted Average Maturity of Agreements	24 days	[3]	18 days	[3]
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	111,953,870	[3]	10,874,574	[3]
Asia [Member] | Linked Repurchase Agreements [Member]
Secured Debt, Repurchase Agreements	4,154,000	[3]	4,712,000	[3]
Repurchase Agreement Percentage Of Total Amount Outstanding	13.71%	[3]	33.68%	[3]
Repurchase Agreement Counterparty, Weighted Average Maturity of Agreements	8 days	[3]	12 days	[3]
Fair Value of Securities Received as Collateral that Can be Resold or Repledged	$ 7,049,807	[3]	$ 8,904,841	[3]

[1] At June 30, 2013, the Company had repurchase agreements of $30,310,000 that were linked to Non-Agency RMBS purchases and were accounted for as Linked Transactions, and as such, the linked repurchase agreements are not included in the above table. (See Note 3).

[2] At December 31, 2012, the Company had repurchase agreements of $13,989,000 that were linked to Non-Agency RMBS purchases and were accounted for as Linked Transactions, and as such, the linked repurchase agreements are not included in the above table. (See Note 3).

[3] Counterparties domiciled in Europe and Asia, or their U.S. subsidiaries.