Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE OF FINANCIAL INSTRUMENTS - NON-AGENCY RMBS LEVEL 3 (Details 6)

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FAIR VALUE OF FINANCIAL INSTRUMENTS - NON-AGENCY RMBS LEVEL 3 (Details 6) (USD $)
In Thousands, unless otherwise specified
6 Months Ended
Jun. 30, 2013
Jun. 30, 2012
Transfers    
Gain on sale of marketable security $ 58   
Amortization included in interest income 6,596   
Recurring Basis | Non-Agency RMBS | Level 3 Inputs
   
Balance, beginning 289,756  
Transfers    
Transfers from Level 3    [1]  
Transfers into Level 3    [1]  
Gains (losses) included in net income (729)  
Gain on sale of marketable security 58  
Gains (losses) included in comprehensive income 8,092 [2]  
Amortization included in interest income 10,558  
Purchases, sales and repayments    
Purchases 366,926  
Sales (4,421)  
Proceeds from repayments (40,787)  
Balance, ending $ 629,453  
[1] (A) Transfers are assumed to occur at the beginning of the respective period.
[2] (B) These gains (losses) were included in net unrealized gain (loss) on securities in the consolidated statements of comprehensive income.