Quarterly report pursuant to Section 13 or 15(d)

FAIR VALUE - Net Assets of Linked Transactions (Details 11)

v2.4.0.8
FAIR VALUE - Net Assets of Linked Transactions (Details 11) (USD $)
In Thousands, unless otherwise specified
Jun. 30, 2013
Dec. 31, 2012
Real estate securities, available-for-sale $ 777,102 [1] $ 1,691,575
Repurchase agreements (311,276) (929,435)
Linked Transactions at fair value
    
Real estate securities, available-for-sale 103,140 [2]  
Repurchase agreements (59,968) [3]  
Net Assets recognized as linked transactions $ 43,172  
[1] (G) The total outstanding face amount was $0.4 billion for fixed rate securities and $0.6 billion for floating rate securities.
[2] (A) Represents the fair value of the securities accounted for as part of linked transactions at June 30, 2013.
[3] (B) Represents the carrying value, which approximates fair value, of the repurchase agreements accounted for as part of linked transactions at June 30, 2013.