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Bank of America Corp/DE – ‘10-K’ for 12/31/09 – ‘XML.R10’

On:  Friday, 2/26/10, at 7:51am ET   ·   For:  12/31/09   ·   Accession #:  1193125-10-41666   ·   File #:  1-06523

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  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 2/26/10  Bank of America Corp/DE           10-K       12/31/09   67:20M                                    Donnelley … Solutions/FA

Annual Report   —   Form 10-K   —   Sect. 13 / 15(d) – SEA’34
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 10-K        Annual Report                                       HTML   5.23M 
 2: EX-3.A      Amended and Restated Certificate of Incorporation   HTML   1.17M 
14: EX-10.AAA   Merrill Lynch & Co., Inc. Long-Term Incentive       HTML    167K 
                Compensation Plan                                                
15: EX-10.BBB   Employment Letter Dated May 1, 2008                 HTML     96K 
 3: EX-10.C     Bank of America Pension Restoration Plan            HTML     29K 
 4: EX-10.E     Bank of America 401(K) Restoration Plan             HTML     25K 
 5: EX-10.I     Bank of America Corporation 2003 Key Associate      HTML    126K 
                Stock Plan                                                       
16: EX-10.III   Letter Agreement Dated December 9, 2009, Amending   HTML     35K 
                January 9, 2009 Agreement                                        
17: EX-10.JJJ   Letter Agreement Dated December 9, 2009, Amending   HTML     34K 
                January 15, 2009 Agreement                                       
 6: EX-10.P     Retirement Income Assurance Plan for Legacy Fleet   HTML    174K 
 7: EX-10.QQ    Merrill Lynch & Co., Inc. Employee Stock            HTML     64K 
                Compensation Plan                                                
 8: EX-10.UU    Forms of Stock Agreements for Salary Stock Units    HTML    112K 
 9: EX-10.VV    Boatmen's Supplemental Retirement Plan              HTML     38K 
10: EX-10.WW    Employment Agreement Dated January 30, 1996         HTML     82K 
11: EX-10.XX    Employment Agreement Dated September 26, 1996       HTML     27K 
12: EX-10.YY    Employment Letter Dated May 7, 2001                 HTML     22K 
13: EX-10.ZZ    Equity Incentive Plan Amended & Restated Effective  HTML     62K 
                as of January 1, 2008                                            
19: EX-21       List of Subsidiaries                                HTML    704K 
20: EX-23       Consent of Pricewaterhousecoopers LLP               HTML     25K 
21: EX-24.A     Power of Attorney                                   HTML     33K 
22: EX-24.B     Corporate Resolution                                HTML     21K 
18: EX-12       Ratio of Earnings to Fixed Charges                  HTML     54K 
23: EX-31.A     Certification of the CEO Pursuant to Section 302    HTML     26K 
24: EX-31.B     Certification of the CFO Pursuant to Section 302    HTML     26K 
25: EX-32.A     Certification of the CEO Pursuant to 18 U.S.C.      HTML     21K 
                Section 1350                                                     
26: EX-32.B     Certification of the CFO Pursuant to 18 U.S.C.      HTML     21K 
                Section 1350                                                     
57: XML         IDEA XML File -- Definitions and References          XML    151K 
63: XML         IDEA XML File -- Filing Summary                      XML     78K 
61: XML.R1      Statement Of Income Interest Based Revenue           XML    471K 
62: XML.R2      Statement Of Financial Position Unclassified -       XML    310K 
                Deposit Based Operations                                         
44: XML.R3      Statement Of Financial Position Unclassified -       XML    187K 
                Deposit Based Operations (Parenthetical)                         
49: XML.R4      Statement Of Shareholders Equity And Other           XML    914K 
                Comprehensive Income                                             
55: XML.R5      Statement Of Cash Flows Indirect Deposit Based       XML    424K 
                Operations                                                       
54: XML.R6      Summary of Significant Accounting Principles         XML    122K 
66: XML.R7      Merger and Restructuring Activity                    XML    116K 
38: XML.R8      Trading Account Assets and Liabilities               XML     44K 
53: XML.R9      Derivatives                                          XML    372K 
36: XML.R10     Securities                                           XML    286K 
35: XML.R11     Outstanding Loans and Leases                         XML     94K 
43: XML.R12     Allowance for Credit Losses                          XML     59K 
59: XML.R13     Securitizations                                      XML    155K 
45: XML.R14     Variable Interest Entities                           XML    160K 
46: XML.R15     Goodwill and Intangible Assets                       XML     57K 
51: XML.R16     Deposits                                             XML     47K 
67: XML.R17     Short-term Borrowings                                XML     70K 
41: XML.R18     Long-term Debt                                       XML    242K 
33: XML.R19     Commitments and Contingencies                        XML    196K 
48: XML.R20     Shareholders' Equity and Earnings Per Common Share   XML    227K 
58: XML.R21     Regulatory Requirements and Restrictions             XML     75K 
39: XML.R22     Employee Benefit Plans                               XML    351K 
56: XML.R23     Stock-Based Compensation Plans                       XML     66K 
47: XML.R24     Income Taxes                                         XML    169K 
65: XML.R25     Fair Value Measurements                              XML    615K 
60: XML.R26     Fair Value of Financial Instruments                  XML     49K 
50: XML.R27     Mortgage Servicing Rights                            XML     69K 
52: XML.R28     Business Segment Information                         XML    364K 
34: XML.R29     Parent Company Information                           XML    120K 
37: XML.R30     Performance by Geographical Area                     XML     73K 
40: XML.R31     Document Information                                 XML     40K 
42: XML.R32     Entity Information                                   XML    109K 
64: EXCEL       IDEA Workbook of Financial Reports (.xls)            XLS    210K 
27: EX-101.INS  XBRL Instance -- bac-20091231                        XML   3.79M 
29: EX-101.CAL  XBRL Calculations -- bac-20091231_cal                XML    194K 
30: EX-101.DEF  XBRL Definitions -- bac-20091231_def                 XML    426K 
31: EX-101.LAB  XBRL Labels -- bac-20091231_lab                      XML    477K 
32: EX-101.PRE  XBRL Presentations -- bac-20091231_pre               XML    519K 
28: EX-101.SCH  XBRL Schema -- bac-20091231                          XSD     94K 


‘XML.R10’   —   Securities


This Financial Report is an XBRL XML File.


                                                                                                                                                                                
<?xml version="1.0" encoding="windows-1252"?>
<InstanceReport xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<Version> 1.0.0.3 </Version>
<hasSegments> false </hasSegments>
<ReportName> Securities </ReportName>
<RoundingOption/>
<Columns>
<Column>
<LabelColumn> false </LabelColumn>
<Id> 1 </Id>
<Labels>
<Label Id="1" Label="12 Months Ended"/>
<Label Id="2" Label="Dec. 31, 2009"/>
<Label Id="4" Label="USD / shares"/>
</Labels>
<CurrencySymbol> $ </CurrencySymbol>
<hasSegments> false </hasSegments>
<hasScenarios> false </hasScenarios>
<Segments/>
<Scenarios/>
<Units>
<Unit>
<UnitID> iso4217_USD </UnitID>
<UnitType> Standard </UnitType>
<StandardMeasure>
<MeasureSchema> http://www.xbrl.org/2003/iso4217 </MeasureSchema>
<MeasureValue> USD </MeasureValue>
<MeasureNamespace> iso4217 </MeasureNamespace>
</StandardMeasure>
<Scale> 0 </Scale>
</Unit>
<Unit>
<UnitID> iso4217_USD_per_shares </UnitID>
<UnitType> Divide </UnitType>
<NumeratorMeasure>
<MeasureSchema> http://www.xbrl.org/2003/iso4217 </MeasureSchema>
<MeasureValue> USD </MeasureValue>
<MeasureNamespace> iso4217 </MeasureNamespace>
</NumeratorMeasure>
<DenominatorMeasure>
<MeasureSchema> http://www.xbrl.org/2003/instance </MeasureSchema>
<MeasureValue> shares </MeasureValue>
<MeasureNamespace/>
</DenominatorMeasure>
<Scale> 0 </Scale>
</Unit>
<Unit>
<UnitID> shares </UnitID>
<UnitType> Standard </UnitType>
<StandardMeasure>
<MeasureSchema> http://www.xbrl.org/2003/instance </MeasureSchema>
<MeasureValue> shares </MeasureValue>
<MeasureNamespace/>
</StandardMeasure>
<Scale> 0 </Scale>
</Unit>
</Units>
</Column>
</Columns>
<Rows>
<Row>
<Id> 5 </Id>
<Label> Securities </Label>
<Level> 3 </Level>
<ElementName> us-gaap_InvestmentsInDebtAndMarketableEquitySecuritiesAndCertainTradingAssetsDisclosureTextBlock </ElementName>
<ElementPrefix> us-gaap </ElementPrefix>
<IsBaseElement> true </IsBaseElement>
<BalanceType> na </BalanceType>
<PeriodType> duration </PeriodType>
<ElementDataType> string </ElementDataType>
<ShortDefinition> No definition available. </ShortDefinition>
<IsReportTitle> false </IsReportTitle>
<IsSegmentTitle> false </IsSegmentTitle>
<IsSubReportEnd> false </IsSubReportEnd>
<IsCalendarTitle> false </IsCalendarTitle>
<IsTuple> false </IsTuple>
<IsAbstractGroupTitle> false </IsAbstractGroupTitle>
<IsBeginningBalance> false </IsBeginningBalance>
<IsEndingBalance> false </IsEndingBalance>
<IsEPS> false </IsEPS>
<Cells>
<Cell>
<Id> 1 </Id>
<ShowCurrencySymbol> false </ShowCurrencySymbol>
<IsNumeric> false </IsNumeric>
<NumericAmount> 0 </NumericAmount>
<RoundedNumericAmount> 0 </RoundedNumericAmount>
<NonNumbericText>
<div> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Arial" color="#B23040" size="3"><b>NOTE 5 – Securities</b></font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="justify"> <font style="FONT-FAMILY: ARIAL" size="1">The amortized cost, gross unrealized gains and losses in accumulated OCI, and fair value of AFS debt and marketable equity securities at December 31, 2009 and 2008 were:</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">  </p> <p style="BORDER-BOTTOM: #b23040 2pt solid; LINE-HEIGHT: 1px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">  </p> <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="63%"></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> </tr> <tr> <td height="12"></td> <td height="12" colspan="3"></td> <td height="12" colspan="3"></td> <td height="12" colspan="4"></td> <td height="12" colspan="3"></td> </tr> <tr> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">(Dollars in millions)</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Amortized<br /> Cost</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Gross<br /> Unrealized<br /> Gains</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Gross<br /> Unrealized<br /> Losses</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Fair Value</b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.5em; MARGIN-LEFT: 1.5em"><font style="FONT-FAMILY: Arial" size="1"><b>Available-for-sale debt securities, December 31, 2009</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">U.S. Treasury and agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>22,648</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>414</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(37</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>23,025</b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Mortgage-backed securities:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Agency</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>164,677</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>2,415</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(846</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>166,246</b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Agency-collateralized mortgage obligations</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>25,330</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>464</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(13</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>25,781</b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Non-agency residential <sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>37,940</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>1,191</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(4,028</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>35,103</b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Non-agency commercial</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>6,354</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>671</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(116</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>6,909</b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Foreign securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>4,732</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>61</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(896</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>3,897</b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Corporate bonds</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>6,136</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>182</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(126</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>6,192</b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Other taxable securities <sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(2)</sup></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>19,475</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>245</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(478</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>19,242</b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Total taxable securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>287,292</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>5,643</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(6,540</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>286,395</b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Tax-exempt securities</font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>15,334</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>115</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(243</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>15,206</b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.5em; MARGIN-LEFT: 4.5em"><font style="FONT-FAMILY: Arial" size="1"><b>Total available-for-sale debt securities</b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>302,626</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>5,758</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(6,783</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>301,601</b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.5em; MARGIN-LEFT: 1.5em"><font style="FONT-FAMILY: Arial" size="1"><b>Available-for-sale marketable equity securities <font size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(3)</sup></font></b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>6,020</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>3,895</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(507</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>9,408</b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.5em; MARGIN-LEFT: 1.5em"><font style="FONT-FAMILY: Arial" size="1"><b>Available-for-sale debt securities, December 31, 2008</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">U.S. Treasury and agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4,540</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">121</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(14</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4,647</font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Mortgage-backed securities:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Agency</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">191,913</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3,064</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(146</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">194,831</font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Non-agency residential</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">40,139</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">860</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(8,825</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">32,174</font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Non-agency commercial</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3,085</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1"></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(512</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2,573</font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Foreign securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">5,675</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">6</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(678</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">5,003</font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Corporate bonds</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">5,560</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">31</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(1,022</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4,569</font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Other taxable securities <sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(2)</sup></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">24,832</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">11</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(1,300</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">23,543</font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Total taxable securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">275,744</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4,093</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(12,497</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">267,340</font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Tax-exempt securities</font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">10,501</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">44</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(981</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">9,564</font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.5em; MARGIN-LEFT: 4.5em"><font style="FONT-FAMILY: Arial" size="1"><b>Total available-for-sale debt securities</b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">286,245</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4,137</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(13,478</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">276,904</font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.5em; MARGIN-LEFT: 1.5em"><font style="FONT-FAMILY: Arial" size="1"><b>Available-for-sale marketable equity securities <font size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(3)</sup></font></b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">18,892</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">7,717</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(1,537</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">25,072</font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="1%" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Includes approximately 85 percent of prime bonds, 10 percent of Alt-A bonds and five percent of subprime bonds.</font></p> </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="1%" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(2)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Includes substantially all ABS.</font></p> </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="1%" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(3)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Recorded in other assets on the Corporation’s Consolidated Balance Sheet.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">  </p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">At December 31, 2009, the amortized cost and fair value of HTM debt securities was $9.8 billion and $9.7 billion, which includes ABS that were issued by the Corporation’s credit card securitization trust and retained by the Corporation with an amortized cost of $6.6 billion and a fair value of $6.4 billion. At December 31, 2008, both the amortized cost and fair value of HTM debt securities were $685 million. The accumulated net unrealized gains (losses) on AFS debt and marketable equity securities included in accumulated OCI were $(628) million and $2.1 billion, net of the related income tax expense (benefit) of $(397) million and $1.3 billion. At December 31, 2009 and 2008, the Corporation had nonperforming AFS debt securities of $467 million and $291 million.</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">During 2009, the Corporation transferred $5.6 billion of auction rate securities (ARS) from trading account assets to AFS debt securities due to the Corporation’s decision to hold these securities. During 2008, the Corporation reclassified $12.6 billion of AFS debt securities to trading account assets in connection with the Countrywide acquisition as the Corporation realigned its AFS portfolio. Further, the Corporation transferred $1.7 billion of leveraged lending bonds from trading account assets to AFS debt securities due to the Corporation’s decision to hold these bonds.</font></p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">During 2009, the Corporation recorded other-than-temporary impairment losses on AFS and HTM debt securities as follows:</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">  </p> <p style="BORDER-BOTTOM: #b23040 2pt solid; LINE-HEIGHT: 1px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">  </p> <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="45%"></td> <td valign="bottom" width="6%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="5%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td height="8"></td> <td height="8" colspan="24"></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="22" align="center"><font style="FONT-FAMILY: Arial" size="1"><b>2009</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> </tr> <tr> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">(Dollars in millions)</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Non-agency<br /> Residential<br /> MBS</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Non-agency<br /> Commercial<br /> MBS</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Foreign<br /> Securities</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Corporate<br /> Bonds</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Other Taxable<br /> Securities <font size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Total</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -0.8em; MARGIN-LEFT: 0.8em"><font style="FONT-FAMILY: ARIAL" size="1">Total other-than-temporary impairment losses (unrealized<br /> and realized)</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(2,240</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(6</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(360</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(87</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(815</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(3,508</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -0.8em; MARGIN-LEFT: 0.8em"><font style="FONT-FAMILY: ARIAL" size="1">Unrealized other-than-temporary impairment losses<br /> recognized in OCI <sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(2)</sup></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">672</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1"></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1"></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1"></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1"></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>672</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="MARGIN-LEFT: 1.5em"><font style="FONT-FAMILY: Arial" size="1"><b>Net impairment losses recognized in earnings <font size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(</sup><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">3)</sup></font></b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(1,568</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(6</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(360</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(87</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(815</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(2,836</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="1%" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Includes $31 million of other-than-temporary impairment losses on HTM debt securities.</font></p> </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="1%" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(2)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Represents the noncredit component of other-than-temporary impairment losses on AFS debt securities. For 2009, for certain securities, the Corporation recognized credit losses in excess of unrealized losses in OCI. In these instances, a portion of the credit losses recognized in earnings has been offset by an unrealized gain. Balances above exclude $582 million of gross gains recorded in OCI related to these securities for 2009.</font></p> </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="1%" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(3)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Represents the credit component of other-than-temporary impairment losses on AFS and HTM debt securities.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Activity related to the credit component recognized in earnings on debt securities held by the Corporation for which a portion of the other-than-temporary impairment loss remains in OCI for 2009 is as follows:</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">  </p> <p style="BORDER-BOTTOM: #b23040 2pt solid; LINE-HEIGHT: 1px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">  </p> <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="85%"></td> <td valign="bottom" width="11%"></td> <td></td> <td></td> </tr> <tr> <td height="8"></td> <td height="8" colspan="3"></td> </tr> <tr> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">(Dollars in millions)</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>2009</b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.5em; MARGIN-LEFT: 1.5em"><font style="FONT-FAMILY: Arial" size="1"><b>Balance, January 1, 2009</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b></b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -0.8em; MARGIN-LEFT: 0.8em"><font style="FONT-FAMILY: ARIAL" size="1">Credit component of other-than-temporary impairment not reclassified to OCI in connection with the cumulative-effect transition adjustment <sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>22</b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -0.8em; MARGIN-LEFT: 0.8em"><font style="FONT-FAMILY: ARIAL" size="1">Additions for the credit component on debt securities on which other-than temporary impairment was not previously recognized <sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(2)</sup></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>420</b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="MARGIN-LEFT: 1.5em"><font style="FONT-FAMILY: Arial" size="1"><b>Balance, December 31, 2009</b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>442</b></font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="10" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">As of January 1, 2009, the Corporation had securities with $134 million of other-than-temporary impairment previously recognized in earnings of which $22 million represented the credit component and $112 million represented the noncredit component which was reclassified to OCI through a cumulative-effect transition adjustment.</font></p> </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="10" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(2)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">During 2009, the Corporation recognized $2.4 billion of other-than-temporary impairment losses on debt securities in which no portion of other-than-temporary impairment loss remained in OCI. Other-than-temporary impairment losses related to these securities are excluded from these amounts.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 12px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">As of December 31, 2009, those debt securities with other-than-temporary impairment for which a portion of the other-than-temporary impairment loss remains in OCI consisted entirely of non-agency residential Mortgage-backed Securities (MBS). The Corporation estimates the portion of loss attributable to credit using a discounted cash flow model. The Corporation estimates the expected cash flows of the underlying collateral using internal credit risk, interest rate and prepayment risk models that incorporate management’s best estimate of current key assumptions such as default rates, loss severity and prepayment rates. Assumptions used can vary widely from loan to loan, and are influenced by such factors as loan interest rate, geographical location of the borrower, borrower characteristics and collateral type. The Corporation then uses a third party vendor to determine how the underlying collateral cash flows will be distributed to each security issued from the structure. Expected principal and interest cash flows on the impaired debt security are discounted using the book yield of each individual impaired debt security.</font></p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Based on the expected cash flows derived from the model, the Corporation expects to recover the unrealized losses in accumulated OCI on non-agency residential MBS. Significant assumptions used in the valuation of non-agency residential MBS were as follows at December 31, 2009.</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">  </p> <p style="BORDER-BOTTOM: #b23040 2pt solid; LINE-HEIGHT: 1px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">  </p> <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="36%"></td> <td valign="bottom" width="17%"></td> <td></td> <td></td> <td valign="bottom" width="14%"></td> <td></td> <td valign="bottom" width="10%"></td> <td></td> <td></td> <td valign="bottom" width="14%"></td> <td></td> <td></td> </tr> <tr> <td height="8"></td> <td height="8" colspan="3"></td> <td height="8" colspan="2"></td> <td height="8" colspan="6"></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="4" align="center"><font style="FONT-FAMILY: Arial" size="1"><b>Range <font size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Weighted-<br /> average</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom">  <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>10<font size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">th<br /> </sup>Percentile <sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(2)</sup></font></b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>90<font size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">th</sup><br /> Percentile <sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(2)</sup></font></b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 1.6em"><font style="FONT-FAMILY: ARIAL" size="1">Prepayment speed <sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(3)</sup></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>14.0</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>% </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>3.0</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>% </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>32.7</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>% </b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 1.6em"><font style="FONT-FAMILY: ARIAL" size="1">Loss severity <sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(4)</sup></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>51.0</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>21.8</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>61.3</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 1.6em"><font style="FONT-FAMILY: ARIAL" size="1">Life default rate <sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(5)</sup></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>48.4</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>1.1</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>98.7</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="10" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Represents the range of inputs/assumptions based upon the underlying collateral.</font></p> </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="10" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(2)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">The value of a variable below which the indicated percentile of observations will fall.</font></p> </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="10" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(3)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Annual constant prepayment speed.</font></p> </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="10" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(4)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Loss severity rates are projected considering collateral characteristics such as LTV, creditworthiness of borrowers (FICO score) and geographic concentration. Weighted-average severity by collateral type was 47 percent for prime bonds, 52 percent for Alt-A bonds and 55 percent for subprime bonds.</font></p> </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="10" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(5)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Default rates are projected by considering collateral characteristics including, but not limited to LTV, FICO and geographic concentration. Weighted-average life default rate by collateral type was 36 percent for prime bonds, 56 percent for Alt-A bonds and 65 percent for subprime bonds.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">The following table presents the current fair value and the associated gross unrealized losses on investments in securities with gross unrealized losses at December 31, 2009 and 2008. The table also discloses whether these securities have had gross unrealized losses for less than twelve months, or for twelve months or longer.</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">  </p> <p style="BORDER-BOTTOM: #b23040 2pt solid; LINE-HEIGHT: 1px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">  </p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 7px">  </p> <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="45%"></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="5" align="center"><font style="FONT-FAMILY: Arial" size="1"><b>Less than Twelve Months</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="5" align="center"><font style="FONT-FAMILY: Arial" size="1"><b>Twelve Months or Longer</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="5" align="center"><font style="FONT-FAMILY: Arial" size="1"><b>Total</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> </tr> <tr> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">(Dollars in millions)</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Fair<br /> Value</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Gross<br /> Unrealized<br /> Losses</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Fair<br /> Value</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Gross<br /> Unrealized<br /> Losses</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Fair Value</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Gross<br /> Unrealized<br /> Losses</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -0.75em; MARGIN-LEFT: 0.75em"><font style="FONT-FAMILY: Arial" size="1"><b>Temporarily-impaired available-for-sale debt securities at December 31, 2009</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">U.S. Treasury and agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>4,655</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(37</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b></b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b></b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>4,655</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(37</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Mortgage-backed securities:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Agency</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>53,979</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(817</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>740</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(29</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>54,719</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(846</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Agency-collateralized mortgage obligations</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>965</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(10</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>747</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(3</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>1,712</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(13</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Non-agency residential</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>6,907</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(557</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>13,613</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(3,370</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>20,520</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(3,927</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Non-agency commercial</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>1,263</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(35</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>1,711</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(81</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>2,974</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(116</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Foreign securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>169</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(27</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>3,355</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(869</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>3,524</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(896</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Corporate bonds</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>1,157</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(71</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>294</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(55</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>1,451</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(126</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Other taxable securities</font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>3,779</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(70</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>932</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(408</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>4,711</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(478</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Total taxable securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>72,874</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(1,624</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>21,392</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(4,815</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>94,266</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(6,439</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Tax-exempt securities</font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>4,716</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(93</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>1,989</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(150</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>6,705</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(243</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -0.75em; MARGIN-LEFT: 3.75em"><font style="FONT-FAMILY: Arial" size="1"><b>Total temporarily-impaired available-for-sale<br /> debt securities</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>77,590</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(1,717</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>23,381</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(4,965</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>100,971</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(6,682</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -0.75em; MARGIN-LEFT: 0.75em"><font style="FONT-FAMILY: Arial" size="1"><b>Temporarily-impaired available-for-sale marketable<br /> equity securities</b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>338</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(113</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>1,554</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(394</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>1,892</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(507</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: Arial" size="1"><b>Total temporarily-impaired available-for-sale securities</b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>77,928</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(1,830</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>24,935</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(5,359</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>102,863</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(7,189</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -0.75em; MARGIN-LEFT: 0.75em"><font style="FONT-FAMILY: Arial" size="1"><b>Other-than-temporarily impaired available-for-sale<br /> debt securities <font size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Mortgage-backed securities:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Non-agency residential</font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>51</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(17</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>1,076</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(84</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>1,127</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(101</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -0.75em; MARGIN-LEFT: 3.75em"><font style="FONT-FAMILY: Arial" size="1"><b>Total temporarily-impaired and other-than-temporarily impaired available-for-sale securities</b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>77,979</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(1,847</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>26,011</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(5,443</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>103,990</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(7,290</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -0.75em; MARGIN-LEFT: 0.75em"><font style="FONT-FAMILY: Arial" size="1"><b>Temporarily-impaired available-for-sale debt securities at December 31, 2008</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">U.S. Treasury and agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">306</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(14</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1"></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1"></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">306</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(14</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Mortgage-backed securities:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Agency</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2,282</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(12</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">7,508</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(134</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">9,790</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(146</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Non-agency residential</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">19,853</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(6,750</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1,783</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(2,075</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">21,636</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(8,825</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Non-agency commercial</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">215</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(26</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2,358</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(486</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2,573</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(512</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Foreign securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3,491</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(562</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1,126</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(116</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4,617</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(678</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Corporate bonds</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2,573</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(934</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">666</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(88</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3,239</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(1,022</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Other taxable securities</font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">12,870</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(1,077</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">501</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(223</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">13,371</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(1,300</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Total taxable securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">41,590</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(9,375</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">13,942</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(3,122</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">55,532</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(12,497</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Tax-exempt securities</font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">6,386</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(682</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1,540</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(299</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">7,926</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(981</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -0.75em; MARGIN-LEFT: 3.75em"><font style="FONT-FAMILY: Arial" size="1"><b>Total temporarily-impaired available-for-sale<br /> debt securities</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">47,976</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(10,057</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">15,482</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(3,421</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">63,458</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(13,478</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -0.75em; MARGIN-LEFT: 0.75em"><font style="FONT-FAMILY: Arial" size="1"><b>Temporarily-impaired available-for-sale marketable<br /> equity securities</b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3,431</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(499</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1,555</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(1,038</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4,986</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(1,537</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.5em; MARGIN-LEFT: 4.5em"><font style="FONT-FAMILY: Arial" size="1"><b>Total temporarily-impaired available-for-sale securities</b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">51,407</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(10,556</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">17,037</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(4,459</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">68,444</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(15,015</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="1%" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Includes other-than-temporarily impaired available-for-sale debt securities in which a portion of the other-than-temporary impairment loss remains in OCI.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">  </p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">The impairment of AFS debt and marketable equity securities is based on a variety of factors, including the length of time and extent to which the market value has been less than cost, the financial condition of the issuer of the security, and the Corporation’s intent and ability to hold the security to recovery.</font></p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">At December 31, 2009, the amortized cost of approximately 12,000 AFS securities exceeded their fair value by $7.3 billion. Included in the $7.3 billion of gross unrealized losses on AFS securities at December 31, 2009, was $1.9 billion of gross unrealized losses that have existed for less than twelve months and $5.4 billion of gross unrealized losses that have existed for a period of twelve months or longer. Of the gross unreal ized losses existing for twelve months or longer, $3.6 billion, or 66 percent, of the gross unrealized losses are related to approximately 500 MBS primarily due to continued deterioration in collateralized mortgage obligation values driven by illiquidity in the markets. In addition, of the gross unrealized losses existing for twelve months or longer, $394 million, or seven percent, is related to approximately 800 AFS marketable equity securities primarily due to the overall decline in the market during 2008. The Corporation has no intent to sell these securities and it is not more-likely-than-not that the Corporation will be required to sell these securities before recovery of amortized cost.</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px"><font size="1"> </font></p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">The amortized cost and fair value of the Corporation’s investment in AFS debt securities from the Federal National Mortgage Association (FNMA), Government National Mortgage Association (GNMA) and the Federal Home Loan Mortgage Corporation (FHLMC) that exceeded 10 percent of consolidated shareholders’ equity at December 31, 2009 and 2008 were:</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">  </p> <p style="BORDER-BOTTOM: #b23040 2pt solid; LINE-HEIGHT: 1px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">  </p> <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="60%"></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> <td valign="bottom" width="4%"></td> <td></td> <td></td> </tr> <tr> <td height="8"></td> <td height="8" colspan="14"></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="13" align="center"><font style="FONT-FAMILY: Arial" size="1"><b>December 31</b></font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="5" align="center"><font style="FONT-FAMILY: Arial" size="1"><b>2009</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="5" align="center"><font style="FONT-FAMILY: ARIAL" size="1">2008</font></td> </tr> <tr> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">(Dollars in millions)</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Amortized<br /> Cost</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Fair Value</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom">  <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: ARIAL" size="1">Amortized<br /> Cost</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: ARIAL" size="1">Fair Value</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.6em; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1.6em"> <font style="FONT-FAMILY: ARIAL" size="1">Federal National Mortgage Association</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>100,321</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>101,096</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">102,908</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">104,126</font></td> </tr> <tr> <td valign="top"> <p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.6em; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1.6em"> <font style="FONT-FAMILY: ARIAL" size="1">Government National Mortgage Association</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>60,610</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>61,121</b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">43,713</font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">44,627</font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="MARGIN-TOP: 0px; TEXT-INDENT: -1.6em; MARGIN-BOTTOM: 1px; MARGIN-LEFT: 1.6em"> <font style="FONT-FAMILY: ARIAL" size="1">Federal Home Loan Mortgage Corporation</font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>29,076</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>29,810</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">46,114</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">46,859</font></td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">  </p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Securities are pledged or assigned to secure borrowed funds, government and trust deposits and for other purposes. The carrying value of pledged securities was $122.7 billion and $158.9 billion at December 31, 2009 and 2008.</font></p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">The expected maturity distribution of the Corporation’s MBS and the contractual maturity distribution of the Corporation’s other debt secu rities, and the yields of the Corporation’s AFS debt securities portfolio at December 31, 2009 are summarized in the following table. Actual maturities may differ from the contractual or expected maturities since borrowers may have the right to prepay obligations with or without prepayment penalties.</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">  </p> <p style="BORDER-BOTTOM: #b23040 2pt solid; LINE-HEIGHT: 1px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">  </p> <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="51%"></td> <td valign="bottom" width="3%"></td> <td></td> <td></td> <td valign="bottom" width="1%"></td> <td></td> <td></td> <td valign="bottom" width="1%"></td> <td></td> <td valign="bottom" width="1%"></td> <td></td> <td></td> <td valign="bottom" width="1%"></td> <td></td> <td></td> <td valign="bottom" width="1%"></td> <td></td> <td valign="bottom" width="1%"></td> <td></td> <td></td> <td valign="bottom" width="1%"></td> <td></td> <td></td> <td valign="bottom" width="1%"></td> <td></td> <td valign="bottom" width="1%"></td> <td></td> <td></td> <td valign="bottom" width="1%"></td> <td></td> <td></td> <td valign="bottom" width="1%"></td> <td></td> <td valign="bottom" width="1%"></td> <td></td> <td></td> <td valign="bottom" width="1%"></td> <td></td> <td></td> </tr> <tr> <td height="8"></td> <td height="8" colspan="38"></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="36" align="center"><font style="FONT-FAMILY: Arial" size="1"><b>December 31, 2009</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> </tr> <tr> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="4" align="center"><font style="FONT-FAMILY: Arial" size="1"><b>Due in One<br /> Year or Less</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="4" align="center"><font style="FONT-FAMILY: Arial" size="1"><b>Due after One Year<br /> through Five Years</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="4" align="center"><font style="FONT-FAMILY: Arial" size="1"><b>Due after Five Years<br /> through Ten Years</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="4" align="center"><font style="FONT-FAMILY: Arial" size="1"><b>Due after Ten Years</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="4" align="center"><font style="FONT-FAMILY: Arial" size="1"><b>Total</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> </tr> <tr> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">(Dollars in millions)</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Amount</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Yield <font size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom">  <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Amount</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Yield <font size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom">  <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Amount</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Yield <font size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom">  <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Amount</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Yield <font size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom">  <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Amount</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>Yield <font size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.5em; MARGIN-LEFT: 1.5em"><font style="FONT-FAMILY: Arial" size="1"><b>Fair value of available-for-sale debt securities</b></font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">U.S. Treasury and agency securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">231</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1.94</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">% </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1,888</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3.31</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">% </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2,774</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.78</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">% </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">18,132</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.73</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">% </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">23,025</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.59</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">% </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Mortgage-backed securities:</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"></td> <td valign="bottom"></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Agency</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">28</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">5.48</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">78,579</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.81</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">33,351</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.66</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">54,288</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.52</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">166,246</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.69</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -0.8em; MARGIN-LEFT: 4em"><font style="FONT-FAMILY: ARIAL" size="1">Agency-collateralized mortgage obligations</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">495</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3.83</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">12,360</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2.39</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">12,778</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2.53</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">148</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">0.98</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">25,781</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2.48</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Non-agency residential</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">757</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">8.58</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">18,068</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">9.34</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4,790</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">7.61</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">11,488</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.09</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">35,103</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">7.38</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Non-agency commercial</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">132</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.22</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3,729</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">5.91</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2,779</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">10.89</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">269</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">6.17</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">6,909</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">7.63</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Foreign securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">105</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3.03</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1,828</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">6.33</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">96</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">5.60</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1,868</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3.21</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3,897</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.53</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Corporate bonds</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">592</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1.22</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3,311</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3.68</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1,662</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">7.47</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">627</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2.59</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">6,192</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.31</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Other taxable securities</font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">12,297</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1.17</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">5,921</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3.92</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">203</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">7.19</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">821</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.00</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">19,242</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2.24</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 4.8em"><font style="FONT-FAMILY: ARIAL" size="1">Total taxable securities</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">14,637</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1.82</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">125,684</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">5.24</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">58,433</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.81</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">87,641</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.45</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">286,395</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">4.73</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 3.2em"><font style="FONT-FAMILY: ARIAL" size="1">Tax-exempt securities <sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(2)</sup></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">6,413</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">0.28</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1,772</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">6.38</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3,450</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">6.39</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3,571</font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">5.29</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">15,206</font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">3.56</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.5em; MARGIN-LEFT: 4.5em"><font style="FONT-FAMILY: Arial" size="1"><b>Total available-for-sale debt securities</b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>21,050</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>1.35</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>127,456</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>5.25</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>61,883</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>4.89</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>91,212</b></font></td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>4.48</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>301,601</b></font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>4.67</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -0.75em; MARGIN-LEFT: 0.75em"><font style="FONT-FAMILY: Arial" size="1"><b>Amortized cost of available-for-sale debt securities</b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>21,271</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>127,395</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>61,103</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>92,857</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>302,626</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="1%" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(1)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Yields are calculated based on the amortized cost of the securities.</font></p> </td> </tr> </table> <table style="BORDER-COLLAPSE: collapse" border="0" cellspacing="0" cellpadding="0" width="100%"> <tr> <td valign="top" width="1%" align="left"><font style="FONT-FAMILY: ARIAL" size="1"><sup style="POSITION: relative; BOTTOM: 0.8ex; VERTICAL-ALIGN: baseline">(2)</sup></font></td> <td valign="top" align="left"> <p align="justify"><font style="FONT-FAMILY: ARIAL" size="1">Yields of tax-exempt securities are calculated on a fully taxable-equivalent (FTE) basis.</font></p> </td> </tr> </table> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">  </p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">The components of realized gains and losses on sales of debt securities for 2009, 2008 and 2007 were:</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">  </p> <p style="BORDER-BOTTOM: #b23040 2pt solid; LINE-HEIGHT: 1px; MARGIN-TOP: 0px; MARGIN-BOTTOM: 2px">  </p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 7px">  </p> <table border="0" cellspacing="0" cellpadding="0" width="100%" align="center"> <tr> <td width="57%"></td> <td valign="bottom" width="8%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="11%"></td> <td></td> <td></td> <td></td> <td valign="bottom" width="11%"></td> <td></td> <td></td> <td></td> </tr> <tr> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">(Dollars in millions)</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>2009</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2008</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" colspan="2" align="right"><font style="FONT-FAMILY: ARIAL" size="1">2007</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> </tr> <tr> <td valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 1.6em"><font style="FONT-FAMILY: ARIAL" size="1">Gross gains</font></p> </td> <td valign="bottom"><font size="1"> </font></td> <td valign="bottom"><font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>5,047</b></font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> <td valign="bottom"><font size="1">    </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1,367</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td valign="bottom"><font size="1">  </font></td> <td valign="bottom"><font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">197</font></td> <td valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="TEXT-INDENT: -1.6em; MARGIN-LEFT: 1.6em"><font style="FONT-FAMILY: ARIAL" size="1">Gross losses</font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b> </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>(324</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>) </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(243</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">(17</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">) </font></td> </tr> <tr> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="top"> <p style="MARGIN-LEFT: 1.5em"><font style="FONT-FAMILY: Arial" size="1"><b>Net gains on sales of debt securities</b></font></p> </td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1"> </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: Arial" size="1"><b>$</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: Arial" size="1"><b>4,723</b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: Arial" size="1"><b>  </b></font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">    </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">1,124</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font size="1">  </font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom"> <font style="FONT-FAMILY: ARIAL" size="1">$</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" align="right"><font style="FONT-FAMILY: ARIAL" size="1">180</font></td> <td style="BORDER-BOTTOM: #b23040 1px solid" valign="bottom" nowrap="nowrap"><font style="FONT-FAMILY: ARIAL" size="1">  </font></td> </tr> </table> <p style="MARGIN-TOP: 12px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">The income tax expense attributable to realized net gains on sales of debt securities was $1.7 billion, $416 million and $67 million in 2009, 2008 and 2007, respectively.</font></p> <p style="MARGIN-TOP: 12px; MARGIN-BOTTOM: 0px"><font style="FONT-FAMILY: Arial" size="2"><b>Certain Corporate and Strategic Investments</b></font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px" align="justify"> <font style="FONT-FAMILY: ARIAL" size="1">At December 31, 2009 and 2008, the Corporation owned approximately 11 percent, or 25.6 billion common shares and 19 percent, or 44.7 billion common shares of China Construction Bank (CCB). During 2009, the Corporation sold its initial investment of 19.1 billion common shares in CCB for a pre-tax gain of $7.3 billion. These shares were accounted for at fair value and recorded as AFS marketable equity securities in other assets with an offset, net-of-tax, in accumulated OCI. The remaining investment of 25.6 billion common shares is accounted for at cost, is recorded in other assets and is non-transferable until August 2011. At December 31, 2009 and 2008, the cost of the CCB investment was $9.2 billion and $12.0 billion, the carrying value was $9.2 billion and $19.7 billion, and the fair value was $22.0 billion and $24.5 billion. Dividend income on this investment is recorded in equity investment income. The Corporation remains a significant shareholder in CCB and intends to continue the important long-term strategic alliance with CCB originally entered into in 2005. As part of this alliance, the Corporation expects to continue to provide advice and assistance to CCB.</font></p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">At December 31, 2009 and 2008, the Corporation owned approximately 188.4 million and 171.3 million preferred shares and 56.5 million and 51.3 million common shares of Itaú Unibanco Holding S.A. (Itaú Unibanco). During 2009, the Corporation received a dividend of 17.1 million preferred shares and 5.2 million common shares. The Itaú Unibanco investment is accounted for at fair value and recorded as AFS marketable equity securities in other assets with an offset, net-of-tax, in accumulated OCI. Dividend income on this investment is recorded in equity investment income. At December 31, 2009 and 2008, the cost of this investment was $2.6 billion and the fair value was $5.4 billion and $2.5 billion.</font></p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">At December 31, 2009 and 2008, the Corporation had a 24.9 percent, or $2.5 billion and $2.1 billion, investment in Grupo Financiero Santander, S.A., the subsidiary of Grupo Santander, S.A. This investment is recorded in other assets and is accounted for under the equity method of accounting with income being recorded in equity investment income.</font></p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">As part of the acquisition of Merrill Lynch, the Corporation acquired an economic ownership in BlackRock, a publicly traded investment company. At December 31, 2009, the carrying value was $10.0 billion representing approximately a 34 percent economic ownership interest in BlackRock. This investment is recorded in other assets and is accounted for using the equity method of accounting with income being recorded in equity investment income. During 2009, BlackRock completed its purchase of Barclays Global Investors, an asset management business, from Barclays PLC which had the effect of diluting the Corporation’s ownership interest in BlackRock from approximately 50 percent to approximately 34 percent and, for accounting purposes, was treated as a sale of a portion of the Corporation’s ownership interest. As a result, upon the closing of this transaction, the Corporation recorded an adjustment to its investment in BlackRock, resulting in a pre-tax gain of $1.1 billion. The summarized earnings information for BlackRock, which represents 100 percent of BlackRock, includes revenues of $4.7 billion, operating income and income before income taxes of $1.3 billion, and net income of $875 million in 2009.</font></p> <p style="MARGIN-TOP: 0px; TEXT-INDENT: 16px; MARGIN-BOTTOM: 0px" align="justify"><font style="FONT-FAMILY: ARIAL" size="1">On June 26, 2009, the Corporation entered into a joint venture agreement with First Data Corporation (First Data) creating Banc of America Merchant Services, LLC. Under the terms of the agreement, the Corporation contributed its merchant processing business to the joint venture and First Data contributed certain merchant processing contracts and personnel resources. The Corporation recorded in other income a pre-tax gain of $3.8 billion related to this transaction. The Corporation owns approximately 46.5 percent of this joint venture, 48.5 percent is owned by First Data, with the remaining stake held by a third party investor. The third party investor has the right to put their interest to the joint venture which would have the effect of increasing the Corporation’s ownership interest to 49 percent. The investment in the joint venture, which was initially recorded at a fair value of $4.7 billion, is being accounted for under the equity method of accounting with income being recorded in equity investment income. The carrying value at December 31, 2009 was $4.7 billion.</font></p> <p style="MARGIN-TOP: 0px; MARGIN-BOTTOM: 0px; FONT-SIZE: 12px">  </p> </div>
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7 Subsequent Filings that Reference this Filing

  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 2/20/24  Bank of America Corp./DE          10-K       12/31/23  200:61M
 2/22/23  Bank of America Corp./DE          10-K       12/31/22  200:66M
11/10/22  Bank of America Corp./DE          SC TO-I                7:1.3M Bank of America Corp./DE          Donnelley … Solutions/FA
 2/22/22  Bank of America Corp./DE          10-K       12/31/21  201:72M
 2/24/21  Bank of America Corp./DE          10-K       12/31/20  199:66M
 8/05/10  SEC                               UPLOAD10/03/17    1:114K Bank of America Corp./DE
 6/03/10  SEC                               UPLOAD10/03/17    1:97K  Bank of America Corp./DE
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Filing Submission 0001193125-10-041666   –   Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

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