Note 3 - Mortgage-Backed Securities and Other Investments: Significant inputs utilized to measure management's estimates of the credit loss component on OTTI securities (Tables)

12 Months Ended

Sep. 30, 2012

Tables/Schedules

Significant inputs utilized to measure management's estimates of the credit loss component on OTTI securities

	Range		Weighted
	Minimum	Maximum	Average
At September 30, 2012
Constant prepayment rate	6.00%	15.00%	8.77%
Collateral default rate	0.06%	28.40%	8.74%
	0.52%	76.03%	48.28%
At September 30, 2011
Constant prepayment rate	6.00%	15.00%	10.71%
Collateral default rate	0.43%	24.23%	8.03%
Loss severity rate	11.93%	64.54%	39.22%
At September 30, 2010
Constant prepayment rate	6.00%	15.00%	8.28%
Collateral default rate	3.69%	68.09%	34.75%
Loss severity rate	30.02%	60.43%	45.35%