Quarterly report pursuant to Section 13 or 15(d)

Geographic Distribution of Collateral RE Securities (Details)

v2.4.0.6
Geographic Distribution of Collateral RE Securities (Details) (USD $)
In Thousands, unless otherwise specified
Jun. 30, 2012
CMBS Outstanding Face Amount $ 1,470,012
CMBS Percentage 100.00%
ABS Outstanding Face Amount 460,512
ABS Percentage 100.00%
Western US
  
CMBS Outstanding Face Amount 574,813
CMBS Percentage 39.10%
ABS Outstanding Face Amount 125,608
ABS Percentage 27.30%
Northeastern US
  
CMBS Outstanding Face Amount 253,261
CMBS Percentage 17.20%
ABS Outstanding Face Amount 94,256
ABS Percentage 20.40%
Southeastern US
  
CMBS Outstanding Face Amount 293,247
CMBS Percentage 20.00%
ABS Outstanding Face Amount 116,819
ABS Percentage 25.40%
Midwestern US
  
CMBS Outstanding Face Amount 156,504
CMBS Percentage 10.70%
ABS Outstanding Face Amount 61,673
ABS Percentage 13.40%
Southwestern US
  
CMBS Outstanding Face Amount 122,175
CMBS Percentage 8.30%
ABS Outstanding Face Amount 53,022
ABS Percentage 11.50%
Other Locations
  
CMBS Outstanding Face Amount 16,823
CMBS Percentage 1.10%
ABS Outstanding Face Amount 9,134
ABS Percentage 2.00%
Foreign Locations
  
CMBS Outstanding Face Amount 53,189
CMBS Percentage 3.60%
ABS Outstanding Face Amount $ 0
ABS Percentage 0.00%