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Consolidated Securitization Vehicles (Details 15) (USD $)
In Thousands, unless otherwise specified
9 Months Ended 9 Months Ended 9 Months Ended 9 Months Ended
Sep. 30, 2012
Sep. 30, 2012
GECMC 00-1 H
Dec. 31, 2011
GECMC 00-1 H
Sep. 30, 2012
Other Securization Vehicles
Sep. 30, 2012
Securitization Vehicles
Sep. 30, 2012
Securitization Vehicles
CT CDO I
Sep. 30, 2012
Securitization Vehicles
CT CDO II
Sep. 30, 2012
Securitization Vehicles
CT CDO III
Dec. 31, 2011
Securitization Vehicles
CT CDO III
Sep. 30, 2012
Securitization Vehicles
CT CDO IV
Sep. 30, 2012
Securitization Vehicles
CT CDOs
Sep. 30, 2012
Securitization Vehicles
GMACC 1997-C1
Dec. 31, 2011
Securitization Vehicles
GMACC 1997-C1
Sep. 30, 2012
Securitization Vehicles
GSMS 2006-FL8A
Sep. 30, 2012
Securitization Vehicles
JPMCC 2004-FL1A
Dec. 31, 2011
Securitization Vehicles
JPMCC 2004-FL1A
Sep. 30, 2012
Securitization Vehicles
MSC 2007-XLCA
Dec. 31, 2011
Securitization Vehicles
MSC 2007-XLCA
Principal Balance        $ 50,552 $ 497,423 $ 91,044 $ 156,900      $ 198,927 [1] $ 446,871      $ 50,552          
Book Value, beginning year      24,847 469,154 1,211,407 121,409 199,751    199,553 221,540 [1] 742,253    83,672 50,552          310,083
Book Value, ending year      $ 24,847 $ 50,552 $ 497,423 $ 91,044 $ 156,900    $ 199,553 $ 198,927 [1] $ 446,871    $ 83,672 $ 50,552          $ 310,083
Coupon        1.06% [2] 1.06% [2] 1.26% [2] 0.92% [2]      1.07% [2] 1.06% [2]      1.06% [2]          
All-In Cost       1.06% 1.21% [2],[3] 1.28% [2] 1.21% [2]      1.23% [2] 1.23% [2]      1.06%        
Maturity Date Mar. 31, 2016     Jun. 30, 2020 [4] Aug. 31, 2042 [4] Jul. 31, 2039 [4] Mar. 31, 2050 [4]     Oct. 31, 2043 [4] Feb. 28, 2045 [4]     Jun. 30, 2020 [4]        
[1] Comprised, at September 30, 2012, of $184.9 million of floating rate notes sold and $14.0 million of fixed rate notes sold.
[2] Represents a weighted average for each respective facility, assuming LIBOR of 0.21% at September 30, 2012 for floating rate debt obligations.
[3] Including the impact of interest rate hedges with an aggregate notional balance of $273.7 million as of September 30, 2012, the effective all-in cost of our consolidated securitization vehicles' debt obligations would be 4.09% per annum.
[4] Maturity dates represent the contractual maturity of each securitization trust. Repayment of securitized debt is a function of collateral cash flows which are disbursed in accordance with the contractual provisions of each trust, and is generally expected to occur prior to the maturity date above.