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Repurchase Agreements (Details) (USD $) In Thousands, unless otherwise specified | 9 Months Ended | 12 Months Ended
--- | --- | ---
Sep. 30, 2014 | Dec. 31, 2013
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | $ 3,150,254 | $ 3,580,754
Repurchage agreement, Weighted Average Interest Rate | 0.53% | 0.61%
Fair Value of Collateral Pledged |  | 3,890,066
Deferred Costs | 0 | (243)
Repurchase Agreement Counterparty, Weighted Average Maturity of Agreements | 106 days | 114 days
Collateralized Mortgage Obligations [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings |  | 20,651
Repurchage agreement, Weighted Average Interest Rate | 1.50% | 1.59%
Fair Value of Collateral Pledged |  | 19,686
Residential Mortgage Backed Securities [Member] | Agency MBS [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | 2,081,924 | 2,522,503
Repurchage agreement, Weighted Average Interest Rate | 0.36% | 0.42%
Fair Value of Collateral Pledged | 2,168,095 | 2,598,158
Residential Mortgage Backed Securities [Member] | Non-Agency MBS [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | 7,724 | 10,569
Repurchage agreement, Weighted Average Interest Rate | 1.67% | 1.80%
Fair Value of Collateral Pledged | 8,803 | 12,746
Commercial Mortgage Backed Securities [Member] | Agency MBS [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | 258,024 | 246,849
Repurchage agreement, Weighted Average Interest Rate | 0.33% | 0.39%
Fair Value of Collateral Pledged | 302,352 | 306,318
Commercial Mortgage Backed Securities [Member] | Non-Agency MBS [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | 198,203 | 303,674
Repurchage agreement, Weighted Average Interest Rate | 1.16% | 1.27%
Fair Value of Collateral Pledged | 240,802 | 367,859
CMBS IO [Member] | Agency MBS [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | 351,518 | 369,948
Repurchage agreement, Weighted Average Interest Rate | 0.94% | 1.16%
Fair Value of Collateral Pledged | 411,686 | 449,072
CMBS IO [Member] | Non-Agency MBS [Member] |  |
Assets and Associated Liabilities of Transfers Accounted for as Secured Borrowings [Line Items] |  |
Repurchase Agreements Accounted for as Secured Borrowings | 242,458 | 106,803
Repurchage agreement, Weighted Average Interest Rate | 1.03% | 1.27%
Fair Value of Collateral Pledged | $ 288,202 | $ 136,227

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- Definition Interest rate on the amount to be repaid to the counterparty to the repurchase agreement when the carrying amount (or market value, if higher than the carrying amount) of securities or other assets sold under the repurchase agreement exceeds 10 percent of total assets. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 08 -Paragraph m -Subparagraph 1 -Article 4 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(m)(1)(i)(A)(ii)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 + Details
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- Definition Net amount of long-term deferred finance costs capitalized at the end of the reporting period. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 835 -SubTopic 30 -Section 45 -Paragraph 3 -URI http://asc.fasb.org/extlink&oid=6451184&loc=d3e28555-108399 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 210 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.5-02.17) -URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 02 -Paragraph 17 -Article 5 + Details
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- Definition Weighted average maturity (weighted by amount of the agreement) of repurchase agreements with the counterparty, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Section 08 -Paragraph m -Subparagraph 1 -Article 4 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 235 -SubTopic 10 -Section S99 -Paragraph 1 -Subparagraph (SX 210.4-08.(m)(1)(i)(B)(iii)) -URI http://asc.fasb.org/extlink&oid=26873400&loc=d3e23780-122690 + Details
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- Definition Carrying amount of financial assets accounted for as secured borrowings recognized in the transferor's statement of financial position at the end of each period presented. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 30 -Section 50 -Paragraph 1A -Subparagraph (b)(1) -URI http://asc.fasb.org/extlink&oid=34720971&loc=SL6224234-111729 + Details
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- Definition Carrying amount of liabilities associated with financial assets accounted for as secured borrowings recognized in the transferor's statement of financial position at the end of each period presented. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 860 -SubTopic 30 -Section 50 -Paragraph 1A -Subparagraph (b)(1) -URI http://asc.fasb.org/extlink&oid=34720971&loc=SL6224234-111729 + Details
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