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Pro Forma and Consolidated Statements of Income (Parenthetical) (USD $)
In Thousands, unless otherwise specified
9 Months Ended 12 Months Ended
Sep. 30, 2013
Dec. 31, 2012
Repurchase Agreements
   
Weighted average accounting yield   0.85%
Benchmark interest change   0.125%
Additional repurchase agreements acquired subsequent to period end   $ 1,700,000
Potential increase in interest expense 800 2,100
ABS Subprime
   
Face value of Agency RMBS acquired subsequent to period end   1,400,000
Weighted average accounting yield   1.44%
Benchmark interest change   0.125%
Potential increase in interest income $ 600 $ 1,700