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. 30, 2013
Principal balance $ 1,987,853 [1]
Non-Agency RMBS
 
Principal balance 927,903
Percentage of principal balance 100.00%
Non-Agency RMBS | Western US
 
Principal balance 346,056
Percentage of principal balance 37.30%
Non-Agency RMBS | Northeastern US
 
Principal balance 219,197
Percentage of principal balance 23.60%
Non-Agency RMBS | Southeastern US
 
Principal balance 190,998
Percentage of principal balance 20.60%
Non-Agency RMBS | Midwestern US
 
Principal balance 98,933
Percentage of principal balance 10.70%
Non-Agency RMBS | Southwestern US
 
Principal balance $ 72,719
Percentage of principal balance 7.80%
[1] (G) The total outstanding face amount was $ 18.4 million for fixed rate securities and $ 1.97 billion for floating rate securities.