Commercial Mortgage Residual Interests (Tables)

6 Months Ended

Jun. 30, 2011

Commercial Mortgage Residual Interests

Schedule Of Key Assumptions Used In Determining The Value Of The Residuals

	June 30, 2011		December 31, 2010
Discount rate		25%		25%
Average life equivalent CPR speeds range		2.18% to 20.77% CPR		4.35% to 20.37% CPR
Foreclosures:
Frequency curve default model		0.2% -14.7% range		0.1% -15.0% range
Loss severity of loans in foreclosure		20%		20%
Yield:
LIBOR		Forward 3-month curve		Forward 3-month curve
Prime		Forward curve		Forward curve

Schedule Of Amounts Recognized As Unrealized Gains And/Or Losses Recorded As Other Comprehensive Income And Other Than Temporary Valuation Impairments Recorded In Earnings

	Quarter Ended June 30,				Six Months Ended June 30,
	2011		2010		2011		2010
Unrealized gains	$	539	$	35	$	599	$	127
Other than temporary valuation impairment	$	267	$	165	$	396	$	3,848