Current report filing

Schedule of Real Estate Securities Holdings in an Unrealized Loss Position (Details)

v2.4.0.8
Schedule of Real Estate Securities Holdings in an Unrealized Loss Position (Details) (USD $)
In Thousands, unless otherwise specified
Dec. 31, 2012
Outstanding Face Amount $ 574,038
Before Impairment - Amortized Cost Basis 587,442
Other Than Temporary Investment - Amortized Cost Basis (4,934)
After Impairment - Amortized Cost Basis 582,508
Gains - Gross Unrealized   
Losses - Gross Unrealized (15,974)
Carrying Value 566,534
Number of Securities 54
Rating - Weighted Average A+
Coupon - Weighted Average 3.63%
Yield - Weighted Average 2.74%
Maturity (Years) - Weighted Average 2.9
Securities in an Unrealized Loss Position Less than Twelve Months
  
Outstanding Face Amount 424,370
Before Impairment - Amortized Cost Basis 443,457
Other Than Temporary Investment - Amortized Cost Basis (4,698)
After Impairment - Amortized Cost Basis 438,759
Gains - Gross Unrealized   
Losses - Gross Unrealized (2,761)
Carrying Value 435,998
Number of Securities 28
Rating - Weighted Average AA+
Coupon - Weighted Average 3.21%
Yield - Weighted Average 1.58%
Maturity (Years) - Weighted Average 3.2
Securities in an Unrealized Loss Position Greater than Twelve Months
  
Outstanding Face Amount 149,668
Before Impairment - Amortized Cost Basis 143,985
Other Than Temporary Investment - Amortized Cost Basis (236)
After Impairment - Amortized Cost Basis 143,749
Gains - Gross Unrealized   
Losses - Gross Unrealized (13,213)
Carrying Value $ 130,536
Number of Securities 26
Rating - Weighted Average B+
Coupon - Weighted Average 4.84%
Yield - Weighted Average 6.28%
Maturity (Years) - Weighted Average 2.0