Financial report context:
indemnification and repurchase claims are typically settled on an individual loan basis through make-whole payments or loan repurchases ; however , on occasion we may negotiate pooled settlements with investors . in connection with pooled settlements , we typically do not repurchase loans and the consummation of such transactions generally results in us no longer having indemnification and repurchase exposure with the investor in the transaction . for the first and second-lien mortgage balances of unresolved and settled claims contained in the tables below , a significant amount of these claims were associated with sold loans originated through correspondent lender and broker origination channels . in certain instances when indemnification or repurchase claims are settled for these types of sold loans , we have recourse back to the correspondent lenders , brokers and other third-parties ( e.g. , contract underwriting companies , closing agents , appraisers , etc. ) . depending on the underlying reason for the investor claim , we determine our ability to pursue recourse with these parties and file claims with them accordingly . our historical recourse recovery rate has been insignificant as our efforts have been impacted by the inability of such parties to reimburse us for their recourse obligations ( e.g. , their capital availability or whether they remain in business ) or factors that limit our ability to pursue recourse from these parties ( e.g. , contractual loss caps , statutes of limitations ) . origination and sale of residential mortgages is an ongoing business activity , and , accordingly , management continually assesses the need to recognize indemnification and repurchase liabilities pursuant to the associated investor sale agreements . we establish indemnification and repurchase liabilities for estimated losses on sold first and second-lien mortgages for which indemnification is expected to be provided or for loans that are expected to be repurchased . for the first and second- lien mortgage sold portfolio , we have established an indemnification and repurchase liability pursuant to investor sale agreements based on claims made , demand patterns observed to date and/or expected in the future , and our estimate of future claims on a loan by loan basis . to estimate the mortgage repurchase liability arising from breaches of representations and warranties , we consider the following factors : ( i ) borrower performance in our historically sold portfolio ( both actual and estimated future defaults ) , ( ii ) the level of outstanding unresolved repurchase claims , ( iii ) estimated probable future repurchase claims , considering information about file requests , delinquent and liquidated loans , resolved and unresolved mortgage insurance rescission notices and our historical experience with claim rescissions , ( iv ) the potential ability to cure the defects identified in the repurchase claims ( 201crescission rate 201d ) , and ( v ) the estimated severity of loss upon repurchase of the loan or collateral , make-whole settlement , or indemnification . see note 24 commitments and guarantees in the notes to consolidated financial statements in item 8 of this report for additional information . the following tables present the unpaid principal balance of repurchase claims by vintage and total unresolved repurchase claims for the past five quarters . table 28 : analysis of quarterly residential mortgage repurchase claims by vintage dollars in millions december 31 september 30 june 30 march 31 december 31 .

Financial table:
dollars in millions: 2004 & prior; december 31 2012: $ 11; september 30 2012: $ 15; june 30 2012: $ 31; march 31 2012: $ 10; december 312011: $ 11
dollars in millions: 2005; december 31 2012: 8; september 30 2012: 10; june 30 2012: 19; march 31 2012: 12; december 312011: 13
dollars in millions: 2006; december 31 2012: 23; september 30 2012: 30; june 30 2012: 56; march 31 2012: 41; december 312011: 28
dollars in millions: 2007; december 31 2012: 45; september 30 2012: 137; june 30 2012: 182; march 31 2012: 100; december 312011: 90
dollars in millions: 2008; december 31 2012: 7; september 30 2012: 23; june 30 2012: 49; march 31 2012: 17; december 312011: 18
dollars in millions: 2008 & prior; december 31 2012: 94; september 30 2012: 215; june 30 2012: 337; march 31 2012: 180; december 312011: 160
dollars in millions: 2009 2013 2012; december 31 2012: 38; september 30 2012: 52; june 30 2012: 42; march 31 2012: 33; december 312011: 29
dollars in millions: total; december 31 2012: $ 132; september 30 2012: $ 267; june 30 2012: $ 379; march 31 2012: $ 213; december 312011: $ 189
dollars in millions: fnma fhlmc and gnma % (  % ); december 31 2012: 94% ( 94 % ); september 30 2012: 87% ( 87 % ); june 30 2012: 86% ( 86 % ); march 31 2012: 88% ( 88 % ); december 312011: 91% ( 91 % )

Additional report context:
the pnc financial services group , inc . 2013 form 10-k 79 .

Question: by what percentage did the amount of claims as of sept 30 , 2007 decrease to equal the combined claims september 30 of 2009-2012?
Answer: 62