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
Sep. 30, 2013
Principal balance $ 2,054,797 [1]
Non-Agency RMBS
 
Principal balance 851,504
Percentage of principal balance 100.00%
Non-Agency RMBS | Western US
 
Principal balance 344,107
Percentage of principal balance 40.40%
Non-Agency RMBS | Southeastern US
 
Principal balance 195,278
Percentage of principal balance 22.90%
Non-Agency RMBS | Northeastern US
 
Principal balance 165,401
Percentage of principal balance 19.40%
Non-Agency RMBS | Midwestern US
 
Principal balance 99,404
Percentage of principal balance 11.70%
Non-Agency RMBS | Southwestern US
 
Principal balance $ 47,314
Percentage of principal balance 5.60%
[1] (G) The total outstanding face amount was $16.4 million for fixed rate securities and $2.0 billion for floating rate securities.