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
Sep. 30, 2012
CMBS Outstanding Face Amount $ 484,684
CMBS Percentage 100.00%
ABS Outstanding Face Amount 448,477
ABS Percentage 100.00%
Western US
  
CMBS Outstanding Face Amount 122,673
CMBS Percentage 25.30%
ABS Outstanding Face Amount 147,667
ABS Percentage 32.90%
Northeastern US
  
CMBS Outstanding Face Amount 93,720
CMBS Percentage 19.30%
ABS Outstanding Face Amount 94,327
ABS Percentage 21.10%
Southeastern US
  
CMBS Outstanding Face Amount 99,564
CMBS Percentage 20.50%
ABS Outstanding Face Amount 104,441
ABS Percentage 23.30%
Midwestern US
  
CMBS Outstanding Face Amount 78,015
CMBS Percentage 16.20%
ABS Outstanding Face Amount 47,103
ABS Percentage 10.50%
Southwestern US
  
CMBS Outstanding Face Amount 64,379
CMBS Percentage 13.30%
ABS Outstanding Face Amount 48,561
ABS Percentage 10.80%
Other Locations
  
CMBS Outstanding Face Amount 11,183
CMBS Percentage 2.30%
ABS Outstanding Face Amount 6,378
ABS Percentage 1.40%
Foreign Locations
  
CMBS Outstanding Face Amount 15,150
CMBS Percentage 3.10%
ABS Outstanding Face Amount $ 0
ABS Percentage 0.00%