Annual report pursuant to Section 13 and 15(d)

Schedule of Large Loans (Details)

v2.4.0.6
Schedule of Large Loans (Details) (USD $)
In Thousands, unless otherwise specified
Dec. 31, 2012
Outstanding Face Amount $ 1,121,085
Carrying Value (A) 843,132
Loan Count 33
Individual Bank Loan (3)
  
Outstanding Face Amount 158,991
Carrying Value (A) 128,991
Prior Liens (I) 607,130
Loan Count 1
Wtd. Average Yield 24.85%
Weighted Average Coupon 15.55%
Weighted Average Maturity (Years) 6.50
Individual Mezzanine Loan (5)
  
Outstanding Face Amount 68,741
Carrying Value (A) 68,741
Prior Liens (I) 721,776
Loan Count 1
Wtd. Average Yield 8.65%
Weighted Average Coupon 8.65%
Weighted Average Maturity (Years) 3.50
Individual Mezzanine Loan (4)
  
Outstanding Face Amount 53,510
Carrying Value (A) 53,510
Prior Liens (I) 815,728
Loan Count 1
Wtd. Average Yield 10.00%
Weighted Average Coupon 10.46%
Weighted Average Maturity (Years) 1.50
Individual B-Note Loan (4)
  
Outstanding Face Amount 50,000
Carrying Value (A) 50,000
Prior Liens (I) 225,000
Loan Count 1
Wtd. Average Yield 8.54%
Weighted Average Coupon 5.93%
Weighted Average Maturity (Years) 3.25
Individual Bank Loan (6)
  
Outstanding Face Amount 128,230
Carrying Value (A) 47,637
Prior Liens (I)   
Loan Count 1
Wtd. Average Yield 6.28%
Weighted Average Coupon 2.22%
Weighted Average Maturity (Years) 1.66
BNote2Member
  
Outstanding Face Amount 53,574
Carrying Value (A) 46,672
Prior Liens (I) 2,065,615
Loan Count 1
Wtd. Average Yield 12.00%
Weighted Average Coupon 3.09%
Weighted Average Maturity (Years) 1.75
MezzanineLoan3Member
  
Outstanding Face Amount 45,000
Carrying Value (A) 45,000
Prior Liens (I) 317,000
Loan Count 1
Wtd. Average Yield 9.95%
Weighted Average Coupon 9.25%
Weighted Average Maturity (Years) 2.00
MezzanineLoan4Member
  
Outstanding Face Amount 40,000
Carrying Value (A) 40,000
Prior Liens (I) 324,940
Loan Count 1
Wtd. Average Yield 8.42%
Weighted Average Coupon 8.00%
Weighted Average Maturity (Years) 1.17
MezzanineLoan5Member
  
Outstanding Face Amount 38,510
Carrying Value (A) 38,510
Prior Liens (I) 815,728
Loan Count 1
Wtd. Average Yield 12.00%
Weighted Average Coupon 12.19%
Weighted Average Maturity (Years) 1.50
MezzanineLoan6Member
  
Outstanding Face Amount 36,485
Carrying Value (A) 36,485
Prior Liens (I) 214,243
Loan Count 1
Wtd. Average Yield 8.67%
Weighted Average Coupon 8.00%
Weighted Average Maturity (Years) 1.58
MezzanineLoan7Member
  
Outstanding Face Amount 36,667
Carrying Value (A) 35,017
Prior Liens (I) 745,600
Loan Count 1
Wtd. Average Yield 8.00%
Weighted Average Coupon 7.00%
Weighted Average Maturity (Years) 3.25
Individual Whole Loan (7)
  
Outstanding Face Amount 29,117
Carrying Value (A) 29,117
Prior Liens (I)   
Loan Count 1
Wtd. Average Yield 5.15%
Weighted Average Coupon 3.69%
Weighted Average Maturity (Years) 1.12
Others (8)
  
Outstanding Face Amount 382,260
Carrying Value (A) 223,452
Loan Count 21
Wtd. Average Yield 11.78%
Weighted Average Coupon 7.11%
Weighted Average Maturity (Years) 1.86
Total Large Loans
  
Outstanding Face Amount 1,121,085
Carrying Value (A) $ 843,132
Loan Count 33
Wtd. Average Yield 12.15%
Weighted Average Coupon 7.98%
Weighted Average Maturity (Years) 2.62