Derivative Financial Instruments (Tables)

3 Months Ended

Mar. 31, 2014

Derivative Financial Instruments

Schedule of notional amounts and fair values of the Company's interest rate swaps

		Notional as of		Fair Market Value as of			Notional as of		Fair Market Value as of
Entity	Securitization	March 31, 2014		March 31, 2014			December 31, 2013		December 31, 2013
				(Dollars in Thousands)
321 Henderson I	2004-A A-1	$	38,207	$	(3,523	)	$	40,734	$	(3,745	)
321 Henderson I	2005-1 A-1	69,861		(8,212		)	73,269		(8,559		)
321 Henderson II	2006-1 A-1	19,320		(1,939		)	20,976		(2,137		)
322 Henderson II	2006-2 A-1	22,433		(3,058		)	23,620		(3,202		)
323 Henderson II	2006-3 A-1	24,534		(2,860		)	25,902		(3,023		)
324 Henderson II	2006-4 A-1	22,620		(2,491		)	23,842		(2,643		)
325 Henderson II	2007-1 A-2	39,364		(5,373		)	39,364		(5,159		)
326 Henderson II	2007-2 A-3	41,004		(8,318		)	41,544		(8,015		)
JGW V, LLC	—	—		—			10,985		16
PSS	—	188,599		(26,877		)	192,444		(25,120		)
PLMT	—	55,906		(8,837		)	56,942		(8,709		)
Total		$	521,848	$	(71,488	)	$	549,622	$	(70,296	)