Quarterly report pursuant to Section 13 or 15(d)

INVESTMENTS IN REAL ESTATE SECURITIES - GEOGRAPHIC DISTRIBUTION COLLATERAL (Details 2)

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INVESTMENTS IN REAL ESTATE SECURITIES - GEOGRAPHIC DISTRIBUTION COLLATERAL (Details 2) (USD $)
In Thousands, unless otherwise specified
Jun. 12, 2013
Mar. 31, 2013
Principal balance   $ 1,538,755 [1]
Non-Agency RMBS
   
Principal balance 156,400 784,259
Percentage of principal balance   100.00%
Non-Agency RMBS | Western US
   
Principal balance   292,665
Percentage of principal balance   37.30%
Non-Agency RMBS | Northeastern US
   
Principal balance   178,621
Percentage of principal balance   22.80%
Non-Agency RMBS | Southeastern US
   
Principal balance   166,243
Percentage of principal balance   21.20%
Non-Agency RMBS | Midwestern US
   
Principal balance   87,029
Percentage of principal balance   11.10%
Non-Agency RMBS | Southwestern US
   
Principal balance   59,696
Percentage of principal balance   7.60%
Non-Agency RMBS | Other Locations
   
Principal balance   $ 5
Percentage of principal balance   0.00%
[1] The total outstanding face amount of fixed rate securities was $1.1 million, and of floating rate securities was $1.5 billion.