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CT Legacy REIT (Details 1) (CT Legacy REIT, HeldToMaturity, USD $)
In Millions, unless otherwise specified
12 Months Ended
Dec. 31, 2011
Securities
CT Legacy REIT | HeldToMaturity
 
Number of securities 6
Number of issues 5
Rating CCC+ [1],[2]
Fixed / (in millions) $ 2 [3]
Floating $ 1 [3]
Coupon 5.43% [1],[4]
Yield 3.31% [1],[4]
Life (years) 4 years 9 months [1],[5]
[1] Represents a weighted average as of December 31, 2011.
[2] Weighted average ratings are based on the lowest rating published by Fitch Ratings, Standard & Poor's or Moody's Investors Service for each security.
[3] Represents the aggregate net book value of the portfolio allocated between fixed rate and floating rate securities.
[4] Coupon is based on the securities' contractual interest rates, while yield is based on expected cash flows for each security, and considers discounts/premiums and asset non-performance. Calculations for floating rate securities are based on LIBOR of 0.30% as of December 31, 2011.
[5] Weighted average life is based on the timing and amount of future expected principal payments through the expected repayment date of each respective investment.