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Securities (Tables) | 3 Months Ended
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Mar. 31, 2012
Securities [Abstract] |
Schedule Of Amortized Cost And Fair Value Of Securities Available For Sale |
|  | Amortized Cost |  |  | Gross Unrealized Gains |  |  | Gross Unrealized Losses |  |  | Fair Value |
March 31, 2012 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
U.S. Treasury and other U.S. government agencies and corporations |  | $ | 366,075 |  |  | $ | 406 |  |  | $ | (632 | ) |  | $ | 365,849 |
Residential mortgage-backed securities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Agency mortgage-backed securities |  |  | 337,045 |  |  |  | 5,675 |  |  |  | (66 | ) |  |  | 342,654 |
Agency collateralized mortgage obligations |  |  | 299,109 |  |  |  | 3,221 |  |  |  | — |  |  |  | 302,330 |
Non-agency collateralized mortgage obligations |  |  | 3,866 |  |  |  | 1 |  |  |  | (25 | ) |  |  | 3,842 |
States of the U.S. and political subdivisions |  |  | 33,359 |  |  |  | 1,532 |  |  |  | — |  |  |  | 34,891 |
Collateralized debt obligations |  |  | 36,161 |  |  |  | 418 |  |  |  | (13,774 | ) |  |  | 22,805 |
Other debt securities |  |  | 23,853 |  |  |  | 567 |  |  |  | (1,398 | ) |  |  | 23,022 |
Total debt securities |  |  | 1,099,468 |  |  |  | 11,820 |  |  |  | (15,895 | ) |  |  | 1,095,393 |
Equity securities |  |  | 2,055 |  |  |  | 369 |  |  |  | (16 | ) |  |  | 2,408 |
|  | $ | 1,101,523 |  |  | $ | 12,189 |  |  | $ | (15,911 | ) |  | $ | 1,097,801 |
|  | Amortized Cost |  |  | Gross Unrealized Gains |  |  | Gross Unrealized Losses |  |  | Fair Value |
December 31, 2011 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
U.S. Treasury and other U.S. government agencies and corporations |  | $ | 231,187 |  |  | $ | 642 |  |  | $ | — |  |  | $ | 231,829 |
Residential mortgage-backed securities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Agency mortgage-backed securities |  |  | 166,758 |  |  |  | 4,853 |  |  |  | — |  |  |  | 171,611 |
Agency collateralized mortgage obligations |  |  | 181,493 |  |  |  | 2,236 |  |  |  | — |  |  |  | 183,729 |
Non-agency collateralized mortgage obligations |  |  | 31 |  |  |  | — |  |  |  | (1 | ) |  |  | 30 |
States of the U.S. and political subdivisions |  |  | 38,509 |  |  |  | 1,841 |  |  |  | — |  |  |  | 40,350 |
Collateralized debt obligations |  |  | 19,224 |  |  |  | — |  |  |  | (13,226 | ) |  |  | 5,998 |
Other debt securities |  |  | 6,863 |  |  |  | — |  |  |  | (1,666 | ) |  |  | 5,197 |
Total debt securities |  |  | 644,065 |  |  |  | 9,572 |  |  |  | (14,893 | ) |  |  | 638,744 |
Equity securities |  |  | 1,593 |  |  |  | 257 |  |  |  | (23 | ) |  |  | 1,827 |
|  | $ | 645,658 |  |  | $ | 9,829 |  |  | $ | (14,916 | ) |  | $ | 640,571 |
Schedule Of Amortized Cost And Fair Value Of Securities Held To Maturity |
|  | Amortized Cost |  |  | Gross Unrealized Gains |  |  | Gross Unrealized Losses |  |  | Fair Value |
March 31, 2012 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
U.S. Treasury and other U.S. government agencies and corporations |  | $ | 4,441 |  |  | $ | 340 |  |  | $ | — |  |  | $ | 4,781 |
Residential mortgage-backed securities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Agency mortgage-backed securities |  |  | 888,484 |  |  |  | 29,006 |  |  |  | (471 | ) |  |  | 917,019 |
Agency collateralized mortgage obligations |  |  | 115,104 |  |  |  | 731 |  |  |  | (88 | ) |  |  | 115,747 |
Non-agency collateralized mortgage obligations |  |  | 19,652 |  |  |  | 107 |  |  |  | (1,313 | ) |  |  | 18,446 |
States of the U.S. and political subdivisions |  |  | 147,990 |  |  |  | 6,236 |  |  |  | (81 | ) |  |  | 154,145 |
Collateralized debt obligations |  |  | 1,563 |  |  |  | — |  |  |  | (176 | ) |  |  | 1,387 |
Other debt securities |  |  | 1,324 |  |  |  | — |  |  |  | (23 | ) |  |  | 1,301 |
|  | $ | 1,178,558 |  |  | $ | 36,420 |  |  | $ | (2,152 | ) |  | $ | 1,212,826 |
December 31, 2011 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
U.S. Treasury and other U.S. government agencies and corporations |  | $ | 4,523 |  |  | $ | 360 |  |  | $ | — |  |  | $ | 4,883 |
Residential mortgage-backed securities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Agency mortgage-backed securities |  |  | 683,100 |  |  |  | 28,722 |  |  |  | — |  |  |  | 711,822 |
Agency collateralized mortgage obligations |  |  | 54,319 |  |  |  | 573 |  |  |  | (11 | ) |  |  | 54,881 |
Non-agency collateralized mortgage obligations |  |  | 24,348 |  |  |  | 143 |  |  |  | (1,373 | ) |  |  | 23,118 |
States of the U.S. and political subdivisions |  |  | 147,748 |  |  |  | 6,877 |  |  |  | — |  |  |  | 154,625 |
Collateralized debt obligations |  |  | 1,592 |  |  |  | — |  |  |  | (314 | ) |  |  | 1,278 |
Other debt securities |  |  | 1,582 |  |  |  | 25 |  |  |  | (181 | ) |  |  | 1,426 |
|  | $ | 917,212 |  |  | $ | 36,700 |  |  | $ | (1,879 | ) |  | $ | 952,033 |
Gross Gains And Gross Losses Realized On Sales Of Securities |
|  | Three Months Ended |
|  | March 31, |
|  | 2012 |  |  | 2011 |
Gross gains |  | $ | 349 |  |  | $ | 250 |
Gross losses |  |  | (241 | ) |  |  | (196 | )
|  | $ | 108 |  |  | $ | 54 |
Amortized Cost And Fair Value Of Securities, By Contractual Maturities |
|  | Available for Sale |  |  | Held to Maturity |
|  | Amortized Cost |  |  | Fair Value |  |  | Amortized Cost |  |  | Fair Value |
Due in one year or less |  | $ | 27,164 |  |  | $ | 27,213 |  |  | $ | 7,731 |  |  | $ | 7,826 |
Due from one to five years |  |  | 346,262 |  |  |  | 346,200 |  |  |  | 12,313 |  |  |  | 12,873 |
Due from five to ten years |  |  | 21,405 |  |  |  | 22,401 |  |  |  | 43,678 |  |  |  | 45,470 |
Due after ten years |  |  | 64,617 |  |  |  | 50,753 |  |  |  | 91,596 |  |  |  | 95,445 |
|  |  | 459,448 |  |  |  | 446,567 |  |  |  | 155,318 |  |  |  | 161,614 |
Residential mortgage-backed securities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Agency mortgage-backed securities |  |  | 337,045 |  |  |  | 342,654 |  |  |  | 888,484 |  |  |  | 917,019 |
Agency collateralized mortgage obligations |  |  | 299,109 |  |  |  | 302,330 |  |  |  | 115,104 |  |  |  | 115,747 |
Non-agency collateralized mortgage obligations |  |  | 3,866 |  |  |  | 3,842 |  |  |  | 19,652 |  |  |  | 18,446 |
Equity securities |  |  | 2,055 |  |  |  | 2,408 |  |  |  | — |  |  |  | — |
|  | $ | 1,101,523 |  |  | $ | 1,097,801 |  |  | $ | 1,178,558 |  |  | $ | 1,212,826 |
Summaries Of Fair Values And Unrealized Losses Of Securities, Segregated By Length Of Impairment |
|  | Less than 12 Months |  |  | Greater than 12 Months |  |  | Total |
|  | Fair Value |  |  | Unrealized Losses |  |  | Fair Value |  |  | Unrealized Losses |  |  | Fair Value |  |  | Unrealized Losses |
March 31, 2012 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
U.S. Treasury and other U.S. government agencies and corporations |  | $ | 169,327 |  |  | $ | (632 | ) |  | $ | — |  |  | $ | — |  |  | $ | 169,327 |  |  | $ | (632 | )
Residential mortgage-backed securities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Agency mortgage-backed securities |  |  | 76,778 |  |  |  | (66 | ) |  |  | — |  |  |  | — |  |  |  | 76,778 |  |  |  | (66 | )
Non-agency collateralized mortgage obligations |  |  | 3,812 |  |  |  | (25 | ) |  |  | — |  |  |  | — |  |  |  | 3,812 |  |  |  | (25 | )
Collateralized debt obligations |  |  | 8,453 |  |  |  | (544 | ) |  |  | 6,042 |  |  |  | (13,230 | ) |  |  | 14,495 |  |  |  | (13,774 | )
Other debt securities |  |  | — |  |  |  | — |  |  |  | 5,467 |  |  |  | (1,398 | ) |  |  | 5,467 |  |  |  | (1,398 | )
Equity securities |  |  | 729 |  |  |  | (16 | ) |  |  | — |  |  |  | — |  |  |  | 729 |  |  |  | (16 | )
|  | $ | 259,099 |  |  | $ | (1,283 | ) |  | $ | 11,509 |  |  | $ | (14,628 | ) |  | $ | 270,608 |  |  | $ | (15,911 | )
|  | Less than 12 Months |  |  | Greater than 12 Months |  |  | Total |
|  | Fair Value |  |  | Unrealized Losses |  |  | Fair Value |  |  | Unrealized Losses |  |  | Fair Value |  |  | Unrealized Losses |
December 31, 2011 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Residential mortgage-backed securities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Non-agency collateralized mortgage obligations |  | $ | 30 |  |  | $ | (1 | ) |  | $ | — |  |  | $ | — |  |  | $ | 30 |  |  | $ | (1 | )
Collateralized debt obligations |  |  | — |  |  |  | — |  |  |  | 5,998 |  |  |  | (13,226 | ) |  |  | 5,998 |  |  |  | (13,226 | )
Other debt securities |  |  | — |  |  |  | — |  |  |  | 5,197 |  |  |  | (1,666 | ) |  |  | 5,197 |  |  |  | (1,666 | )
Equity securities |  |  | 100 |  |  |  | (9 | ) |  |  | 659 |  |  |  | (14 | ) |  |  | 759 |  |  |  | (23 | )
|  | $ | 130 |  |  | $ | (10 | ) |  | $ | 11,854 |  |  | $ | (14,906 | ) |  | $ | 11,984 |  |  | $ | (14,916 | )
Securities held to maturity: |  |  |  |  |  |  |  |  |  |  |  |
|  | Less than 12 Months |  |  | Greater than 12 Months |  |  | Total |
|  | Fair Value |  |  | Unrealized Losses |  |  | Fair Value |  |  | Unrealized Losses |  |  | Fair Value |  |  | Unrealized Losses |
March 31, 2012 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Residential mortgage-backed securities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Agency mortgage-backed securities |  | $ | 143,873 |  |  | $ | (471 | ) |  | $ | — |  |  | $ | — |  |  | $ | 143,873 |  |  | $ | (471 | )
Agency collateralized mortgage obligations |  |  | 19,943 |  |  |  | (88 | ) |  |  | — |  |  |  | — |  |  |  | 19,943 |  |  |  | (88 | )
Non-agency collateralized mortgage obligations |  |  | 5,202 |  |  |  | (114 | ) |  |  | 4,322 |  |  |  | (1,199 | ) |  |  | 9,524 |  |  |  | (1,313 | )
States of the U.S. and political subdivisions |  |  | 4,455 |  |  |  | (81 | ) |  |  | — |  |  |  | — |  |  |  | 4,455 |  |  |  | (81 | )
Collateralized debt obligations |  |  | — |  |  |  | — |  |  |  | 1,387 |  |  |  | (176 | ) |  |  | 1,387 |  |  |  | (176 | )
Other debt securities |  |  | — |  |  |  | — |  |  |  | 1,301 |  |  |  | (23 | ) |  |  | 1,301 |  |  |  | (23 | )
|  | $ | 173,473 |  |  | $ | (754 | ) |  | $ | 7,010 |  |  | $ | (1,398 | ) |  | $ | 180,483 |  |  | $ | (2,152 | )
December 31, 2011 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Residential mortgage-backed securities: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Agency collateralized mortgage obligations |  | $ | 12,911 |  |  | $ | (11 | ) |  | $ | — |  |  | $ | — |  |  | $ | 12,911 |  |  | $ | (11 | )
Non-agency collateralized mortgage obligations |  |  | 5,374 |  |  |  | (64 | ) |  |  | 4,351 |  |  |  | (1,309 | ) |  |  | 9,725 |  |  |  | (1,373 | )
Collateralized debt obligations |  |  | — |  |  |  | — |  |  |  | 1,278 |  |  |  | (314 | ) |  |  | 1,278 |  |  |  | (314 | )
Other debt securities |  |  | — |  |  |  | — |  |  |  | 1,144 |  |  |  | (181 | ) |  |  | 1,144 |  |  |  | (181 | )
|  | $ | 18,285 |  |  | $ | (75 | ) |  | $ | 6,773 |  |  | $ | (1,804 | ) |  | $ | 25,058 |  |  | $ | (1,879 | )
Summary Of Cumulative Credit-Related OTTI Charges |
|  | March 31, 2012 |  |  | December 31, 2011 |
Beginning balance of the amount related to credit loss for which a portion of OTTI was recognized in other comprehensive income |  | $ | (18,398 | ) |  | $ | (18,332 | )
Additions related to credit loss for securities with previously recognized OTTI |  |  | — |  |  |  | (37 | )
Additions related to credit loss for securities with initial OTTI |  |  | — |  |  |  | (29 | )
Ending balance of the amount related to credit loss for which a portion of OTTI was recognized in other comprehensive income |  | $ | (18,398 | ) |  | $ | (18,398 | )
Trust Preferred Securities |
|  | $(13,532) |  |  | $(13,532) |  |  |  | $(13,532) |  |  |  | $(13,532) |  |  |  | $(13,532) |  |  | $(13,532) |  |  | $(13,532) |  |  |  | $(13,532) |  |  |  | $(13,532) |  |  |  | $(13,532) |  |  |  | $(13,532) |  |  |  | $(13,532) |
Deal Name |  | Class |  | Current Par Value |  |  | Amortized Cost |  |  | Fair Value |  |  | Unrealized Loss |  |  | Lowest Credit Ratings |  | Number of Issuers Currently Performing |  |  | Actual Defaults (as a percent of original collateral) |  |  | Actual Deferrals (as a percent of original collateral) |  |  | Projected Recovery Rates on Current Deferrals (1) |  |  | Expected Defaults (%) (2) |  |  | Excess Subordination (as a percent of current collateral) (3) |
Pooled TPS: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
P1 |  | C1 |  | $ | 5,500 |  |  | $ | 2,312 |  |  | $ | 958 |  |  | $ | (1,354 | ) |  | C |  |  | 43 |  |  |  | 21 |  |  |  | 13 |  |  |  | 41 |  |  |  | 11 |  |  |  | 0.00 |
P2 |  | C1 |  |  | 4,889 |  |  |  | 2,794 |  |  |  | 785 |  |  |  | (2,009 | ) |  | C |  |  | 44 |  |  |  | 16 |  |  |  | 14 |  |  |  | 30 |  |  |  | 12 |  |  |  | 0.00 |
P3 |  | C1 |  |  | 5,561 |  |  |  | 4,218 |  |  |  | 1,145 |  |  |  | (3,073 | ) |  | C |  |  | 46 |  |  |  | 13 |  |  |  | 10 |  |  |  | 33 |  |  |  | 13 |  |  |  | 0.00 |
P4 |  | C1 |  |  | 3,994 |  |  |  | 2,891 |  |  |  | 822 |  |  |  | (2,069 | ) |  | C |  |  | 51 |  |  |  | 15 |  |  |  | 9 |  |  |  | 38 |  |  |  | 13 |  |  |  | 0.00 |
P5 |  | MEZ |  |  | 474 |  |  |  | 297 |  |  |  | 215 |  |  |  | (82 | ) |  | C |  |  | 14 |  |  |  | 19 |  |  |  | 7 |  |  |  | 75 |  |  |  | 10 |  |  |  | 0.00 |
P6 |  | MEZ |  |  | 1,909 |  |  |  | 999 |  |  |  | 571 |  |  |  | (428 | ) |  | C |  |  | 14 |  |  |  | 21 |  |  |  | 15 |  |  |  | 39 |  |  |  | 11 |  |  |  | 0.00 |
P7 |  | B3 |  |  | 2,000 |  |  |  | 726 |  |  |  | 319 |  |  |  | (407 | ) |  | C |  |  | 19 |  |  |  | 29 |  |  |  | 13 |  |  |  | 47 |  |  |  | 10 |  |  |  | 0.00 |
P8 |  | B1 |  |  | 3,028 |  |  |  | 2,386 |  |  |  | 682 |  |  |  | (1,704 | ) |  | C |  |  | 49 |  |  |  | 14 |  |  |  | 21 |  |  |  | 41 |  |  |  | 12 |  |  |  | 0.00 |
P9 |  | C |  |  | 5,048 |  |  |  | 756 |  |  |  | 238 |  |  |  | (518 | ) |  | C |  |  | 33 |  |  |  | 14 |  |  |  | 31 |  |  |  | 42 |  |  |  | 11 |  |  |  | 0.00 |
P10 |  | C |  |  | 507 |  |  |  | 461 |  |  |  | 63 |  |  |  | (398 | ) |  | C |  |  | 47 |  |  |  | 13 |  |  |  | 19 |  |  |  | 31 |  |  |  | 11 |  |  |  | 0.00 |
P11 |  | C |  |  | 2,010 |  |  |  | 788 |  |  |  | 112 |  |  |  | (676 | ) |  | C |  |  | 39 |  |  |  | 16 |  |  |  | 17 |  |  |  | 42 |  |  |  | 13 |  |  |  | 0.00 |
P12 |  | A4L |  |  | 2,000 |  |  |  | 645 |  |  |  | 132 |  |  |  | (513 | ) |  | C |  |  | 22 |  |  |  | 16 |  |  |  | 26 |  |  |  | 53 |  |  |  | 12 |  |  |  | 0.00 |
Total OTTI |  |  | 36,920 |  |  |  | 19,273 |  |  |  | 6,042 |  |  |  | (13,231 | ) |  |  |  |  | 421 |  |  |  | 17 |  |  |  | 16 |  |  |  | 40 |  |  |  | 12 |  |  |  |  |
P13 |  | SNR |  |  | 1,506 |  |  |  | 1,564 |  |  |  | 1,387 |  |  |  | (177 | ) |  | BBB |  |  | 11 |  |  |  | 15 |  |  |  | 14 |  |  |  | 43 |  |  |  | 10 |  |  |  | 77.27 |
P14 |  | C1 |  |  | 5,219 |  |  |  | 866 |  |  |  | 909 |  |  |  | 43 |  |  | C |  |  | 43 |  |  |  | 21 |  |  |  | 13 |  |  |  | 41 |  |  |  | 11 |  |  |  | 0.00 |
P15 |  | A2A |  |  | 5,000 |  |  |  | 1,995 |  |  |  | 1,948 |  |  |  | (47 | ) |  | CCC |  |  | 44 |  |  |  | 16 |  |  |  | 14 |  |  |  | 30 |  |  |  | 12 |  |  |  | 43.23 |
P16 |  | C1 |  |  | 4,781 |  |  |  | 1,064 |  |  |  | 985 |  |  |  | (79 | ) |  | C |  |  | 46 |  |  |  | 13 |  |  |  | 10 |  |  |  | 33 |  |  |  | 13 |  |  |  | 0.00 |
P17 |  | C1 |  |  | 5,260 |  |  |  | 1,010 |  |  |  | 1,083 |  |  |  | 73 |  |  | C |  |  | 51 |  |  |  | 15 |  |  |  | 9 |  |  |  | 38 |  |  |  | 13 |  |  |  | 0.00 |
P18 |  | C1 |  |  | 5,190 |  |  |  | 837 |  |  |  | 706 |  |  |  | (131 | ) |  | C |  |  | 56 |  |  |  | 14 |  |  |  | 18 |  |  |  | 33 |  |  |  | 14 |  |  |  | 0.00 |
P19 |  | C1 |  |  | 3,206 |  |  |  | 320 |  |  |  | 173 |  |  |  | (147 | ) |  | C |  |  | 42 |  |  |  | 19 |  |  |  | 15 |  |  |  | 37 |  |  |  | 14 |  |  |  | 0.00 |
P20 |  | C |  |  | 3,339 |  |  |  | 504 |  |  |  | 618 |  |  |  | 114 |  |  | C |  |  | 35 |  |  |  | 15 |  |  |  | 19 |  |  |  | 33 |  |  |  | 15 |  |  |  | 0.00 |
P21 |  | B |  |  | 2,069 |  |  |  | 559 |  |  |  | 549 |  |  |  | (10 | ) |  | C |  |  | 34 |  |  |  | 12 |  |  |  | 25 |  |  |  | 33 |  |  |  | 16 |  |  |  | 20.04 |
P22 |  | B2 |  |  | 5,000 |  |  |  | 2,145 |  |  |  | 2,176 |  |  |  | 31 |  |  | CCC |  |  | 21 |  |  |  | 0 |  |  |  | 8 |  |  |  | 10 |  |  |  | 10 |  |  |  | 41.76 |
P23 |  | MEZ |  |  | 1,894 |  |  |  | 567 |  |  |  | 566 |  |  |  | (1 | ) |  | C |  |  | 14 |  |  |  | 21 |  |  |  | 15 |  |  |  | 39 |  |  |  | 11 |  |  |  | 0.00 |
P24 |  | B2 |  |  | 1,000 |  |  |  | 268 |  |  |  | 270 |  |  |  | 2 |  |  | C |  |  | 47 |  |  |  | 13 |  |  |  | 15 |  |  |  | 27 |  |  |  | 14 |  |  |  | 3.30 |
P25 |  | B |  |  | 4,008 |  |  |  | 895 |  |  |  | 933 |  |  |  | 38 |  |  | C |  |  | 39 |  |  |  | 16 |  |  |  | 17 |  |  |  | 42 |  |  |  | 13 |  |  |  | 10.49 |
P26 |  | SNR |  |  | 4,344 |  |  |  | 2,534 |  |  |  | 2,511 |  |  |  | (23 | ) |  | CCC |  |  | 50 |  |  |  | 21 |  |  |  | 7 |  |  |  | 40 |  |  |  | 12 |  |  |  | 48.61 |
P27 |  | B |  |  | 5,000 |  |  |  | 1,195 |  |  |  | 1,202 |  |  |  | 7 |  |  | C |  |  | 17 |  |  |  | 16 |  |  |  | 8 |  |  |  | 32 |  |  |  | 11 |  |  |  | 0.00 |
P28 |  | C1 |  |  | 5,531 |  |  |  | 1,120 |  |  |  | 1,015 |  |  |  | (105 | ) |  | C |  |  | 27 |  |  |  | 15 |  |  |  | 13 |  |  |  | 41 |  |  |  | 10 |  |  |  | 0.00 |
P29 |  | C1 |  |  | 5,606 |  |  |  | 1,008 |  |  |  | 1,119 |  |  |  | 111 |  |  | C |  |  | 26 |  |  |  | 16 |  |  |  | 13 |  |  |  | 48 |  |  |  | 11 |  |  |  | 0.00 |
Total Not OTTI |  |  | 67,953 |  |  |  | 18,451 |  |  |  | 18,150 |  |  |  | (301 | ) |  |  |  |  | 603 |  |  |  | 15 |  |  |  | 13 |  |  |  | 35 |  |  |  | 13 |  |  |  |  |
Total Pooled TPS |  | $ | 104,873 |  |  | $ | 37,724 |  |  | $ | 24,192 |  |  | $ | (13,532 | ) |  |  |  |  | 1,024 |  |  |  | 16 |  |  |  | 14 |  |  |  | 38 |  |  |  | 12 |  |  |  |  |
Following is information about the Corporation's PCI loans:
|  | $(13,532) |  |  | $(13,532) |  |  |  | $(13,532) |  |  |  | $(13,532) |  |  |  | $(13,532) |  |  | $(13,532) |  |  | $(13,532) |  |  | $(13,532) |  | $(13,532) |  | $(13,532) |  | $(13,532) |  | $(13,532)
Deal Name |  | Class |  | Current Par Value |  |  | Amortized Cost |  |  | Fair Value |  |  | Unrealized Loss |  |  | Lowest Credit Ratings |  | Number of Issuers Currently Performing |  |  | Actual Defaults (as a percent of original collateral) |  | Actual Deferrals (as a percent of original collateral) |  | Projected Recovery Rates on Current Deferrals (1) |  | Expected Defaults (%) (2) |  | Excess Subordination (as a percent of current collateral) (3)
Single Issuer TPS: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
S1 |  |  |  | $ | 2,000 |  |  | $ | 1,950 |  |  | $ | 1,400 |  |  | $ | (550 | ) |  | BB |  |  | 1 |  |  |  |  |  |  |  |  |  |  |
S2 |  |  |  |  | 2,000 |  |  |  | 1,916 |  |  |  | 1,522 |  |  |  | (394 | ) |  | BBB |  |  | 1 |  |  |  |  |  |  |  |  |  |  |
S3 |  |  |  |  | 1,000 |  |  |  | 954 |  |  |  | 1,018 |  |  |  | 64 |  |  | BB- |  |  | 1 |  |  |  |  |  |  |  |  |  |  |
S4 |  |  |  |  | 2,000 |  |  |  | 2,000 |  |  |  | 1,840 |  |  |  | (160 | ) |  | BB |  |  | 1 |  |  |  |  |  |  |  |  |  |  |
S5 |  |  |  |  | 1,000 |  |  |  | 999 |  |  |  | 705 |  |  |  | (294 | ) |  | BB |  |  | 1 |  |  |  |  |  |  |  |  |  |  |
S6 |  |  |  |  | 1,300 |  |  |  | 1,324 |  |  |  | 1,301 |  |  |  | (23 | ) |  | BB |  |  | 1 |  |  |  |  |  |  |  |  |  |  |
Total Single Issuer TPS |  |  |  | $ | 9,300 |  |  | $ | 9,143 |  |  | $ | 7,786 |  |  | $ | (1,357 | ) |  |  |  |  | 6 |  |  |  |  |  |  |  |  |  |  |
Total TPS |  |  |  | $ | 114,173 |  |  | $ | 46,867 |  |  | $ | 31,978 |  |  | $ | (14,889 | ) |  |  |  |  | 1,030 |  |  |  |  |  |  |  |  |  |  |
(1) | Some current deferrals will cure at rates varying from 10% to 90% after five years.
(2) | Expected future defaults as a percent of remaining performing collateral.
(3) | Excess subordination represents the additional defaults in excess of both current and projected defaults that the CDO can absorb before the bond experiences any credit impairment.
Non-Agency Collateralized Mortgage Obligations |
|  |  |  |  |  |  |  |  |  |  |  |  |  | Subordination Data |
|  |  |  |  |  |  |  | Credit Rating |  |  | Credit Support % |  |  | Delinquency % |  |  |  |  |  |  |  |  |  |  |  | % |  |  | Original |  |  | Original |
Security |  | Original Year |  |  | Book Value (1) |  |  | S&P |  |  | Moody's |  |  | Original |  |  | Current |  |  | . 30 Day |  |  | 60 Day |  |  | 90 Day |  |  | % Foreclosure |  |  | % OREO |  |  | % Bankruptcy |  |  | Total Delinquency |  |  | % LTV |  |  | Credit Score |
1 |  |  | 2003 |  |  | $ | 2,368 |  |  |  | AAA |  |  |  | n/a |  |  |  | 2.5 |  |  |  | 6.3 |  |  |  | 1.1 |  |  |  | 0.4 |  |  |  | 0.8 |  |  |  | 0.9 |  |  |  | 0.0 |  |  |  | 1.6 |  |  |  | 4.9 |  |  |  | 51.3 |  |  |  | 736 |
2 |  |  | 2003 |  |  |  | 1,759 |  |  |  | AAA |  |  |  | n/a |  |  |  | 4.3 |  |  |  | 17.0 |  |  |  | 2.2 |  |  |  | 1.2 |  |  |  | 3.6 |  |  |  | 3.3 |  |  |  | 0.7 |  |  |  | 1.3 |  |  |  | 12.2 |  |  |  | 55.3 |  |  |  | 709 |
3 |  |  | 2003 |  |  |  | 1,075 |  |  |  | AAA |  |  |  | n/a |  |  |  | 2.0 |  |  |  | 7.0 |  |  |  | 0.5 |  |  |  | 0.6 |  |  |  | 0.3 |  |  |  | 3.6 |  |  |  | 0.0 |  |  |  | 0.5 |  |  |  | 5.5 |  |  |  | 46.4 |  |  |  | 740 |
4 |  |  | 2003 |  |  |  | 1,081 |  |  |  | AAA |  |  |  | n/a |  |  |  | 2.7 |  |  |  | 19.3 |  |  |  | 2.3 |  |  |  | 0.0 |  |  |  | 0.2 |  |  |  | 3.1 |  |  |  | 0.6 |  |  |  | 2.2 |  |  |  | 8.4 |  |  |  | 48.9 |  |  |  | n/a |
5 |  |  | 2003 |  |  |  | 3,838 |  |  |  | AAA |  |  |  | n/a |  |  |  | 2.5 |  |  |  | 5.0 |  |  |  | 1.0 |  |  |  | 0.2 |  |  |  | 0.9 |  |  |  | 1.6 |  |  |  | 0.0 |  |  |  | 0.6 |  |  |  | 4.4 |  |  |  | 50.5 |  |  |  | 731 |
6 |  |  | 2004 |  |  |  | 3,269 |  |  |  | AAA |  |  |  | Baa2 |  |  |  | 7.0 |  |  |  | 20.5 |  |  |  | 2.2 |  |  |  | 0.8 |  |  |  | 2.7 |  |  |  | 10.0 |  |  |  | 0.7 |  |  |  | 0.9 |  |  |  | 17.3 |  |  |  | 54.6 |  |  |  | 690 |
7 |  |  | 2004 |  |  |  | 2,087 |  |  |  | AA+ |  |  |  | n/a |  |  |  | 5.3 |  |  |  | 10.4 |  |  |  | 0.3 |  |  |  | 0.0 |  |  |  | 3.1 |  |  |  | 4.0 |  |  |  | 0.0 |  |  |  | 1.1 |  |  |  | 8.5 |  |  |  | 45.8 |  |  |  | 732 |
8 |  |  | 2004 |  |  |  | 971 |  |  |  | n/a |  |  |  | A1 |  |  |  | 2.5 |  |  |  | 9.3 |  |  |  | 1.2 |  |  |  | 0.0 |  |  |  | 1.2 |  |  |  | 5.9 |  |  |  | 0.0 |  |  |  | 0.0 |  |  |  | 8.4 |  |  |  | 54.6 |  |  |  | 733 |
9 |  |  | 2004 |  |  |  | 1,522 |  |  |  | AAA |  |  |  | Baa2 |  |  |  | 4.4 |  |  |  | 9.4 |  |  |  | 1.5 |  |  |  | 0.9 |  |  |  | 0.6 |  |  |  | 2.8 |  |  |  | 0.4 |  |  |  | 1.3 |  |  |  | 7.4 |  |  |  | 54.5 |  |  |  | 733 |
10 |  |  | 2005 |  |  |  | 5,520 |  |  |  | CCC |  |  |  | Caa1 |  |  |  | 5.1 |  |  |  | 4.0 |  |  |  | 4.5 |  |  |  | 0.8 |  |  |  | 6.8 |  |  |  | 11.6 |  |  |  | 2.0 |  |  |  | 2.6 |  |  |  | 28.3 |  |  |  | 65.1 |  |  |  | 705 |
|  |  |  |  |  | $ | 23,490 |  |  |  |  |  |  |  |  |  |  |  | 4.0 |  |  |  | 9.6 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 54.7 |  |  |  | 718 |
(1) | One acquired available for sale non-agency CMO with a March 31, 2012 book value of $28 is not included in the above table. The bond rating at acquisition was AAA and is now Baa2. This non-agency CMO is current with regards to principal and interest.

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