Annual report pursuant to Section 13 and 15(d)

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

v2.4.0.6
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