Annual report pursuant to Section 13 and 15(d)

Schedule of Holdings in Subprime Mortgage Loans (Details)

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Schedule of Holdings in Subprime Mortgage Loans (Details) (USD $)
In Thousands, unless otherwise specified
Dec. 31, 2012
Dec. 31, 2011
Total securitized loans (unpaid principal balance) (A) $ 988,441  
Subprime mortgage loans subject to call option 405,814 404,723
Retained interests (fair value) (B) 1,344  
Subprime Portfolio I
   
Total securitized loans (unpaid principal balance) (A) 423,872  
Subprime mortgage loans subject to call option 299,176  
Retained interests (fair value) (B) 1,344  
Subprime Portfolio II
   
Total securitized loans (unpaid principal balance) (A) 564,569  
Subprime mortgage loans subject to call option 106,638  
Retained interests (fair value) (B)