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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td colspan="2" style="width: 223px; text-align:left;border-color:#000000;min-width:223px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">State and municipal securities </font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 79px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:79px;">&#160;</td></tr><tr style="height: 11px"><td colspan="4" style="width: 240px; text-align:left;border-color:#000000;min-width:240px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">Liabilities at Fair Value</font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="3" style="width: 232px; text-align:left;border-color:#000000;min-width:232px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">U.S. government and agency securities:</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 78px; text-align:right;border-color:#000000;min-width:78px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td colspan="2" style="width: 223px; text-align:left;border-color:#000000;min-width:223px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">U.S. Treasury securities </font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 78px; text-align:right;border-color:#000000;min-width:78px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 26,197</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:78px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 8</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 4</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; 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For further information on derivative instruments and h</font><font style="font-family:Times New Roman;font-size:7.5pt;">edging activities, see Note 1</font><font style="font-family:Times New Roman;font-size:7.5pt;">0</font><font style="font-family:Times New Roman;font-size:7.5pt;">. </font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(</font><font style="font-family:Times New Roman;font-size:7.5pt;">3</font><font style="font-family:Times New Roman;font-size:7.5pt;">) </font><font style="font-family:Times New Roman;font-size:7.5pt;">Amount represents mortgage servicing rights (</font><font style="font-family:Times New Roman;font-size:7.5pt;">&#8220;</font><font style="font-family:Times New Roman;font-size:7.5pt;">MSR</font><font style="font-family:Times New Roman;font-size:7.5pt;">&#8221;</font><font style="font-family:Times New Roman;font-size:7.5pt;">) accounted</font><font style="font-family:Times New Roman;font-size:7.5pt;"> for at fair value. 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text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 229px; text-align:left;border-color:#000000;min-width:229px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">State and municipal securities </font></td><td style="width: 11px; 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text-align:left;border-color:#000000;min-width:241px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">agreements to resell</font></td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 112</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:77px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:81px;">&#160;</td></tr><tr style="height: 11px"><td colspan="4" style="width: 253px; text-align:left;border-color:#000000;min-width:253px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">Liabilities at Fair Value</font></td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td></tr><tr style="height: 11px"><td colspan="4" style="width: 253px; text-align:left;border-color:#000000;min-width:253px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">Deposits </font></td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:77px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="3" style="width: 241px; text-align:left;border-color:#000000;min-width:241px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">U.S. government and agency securities:</font></td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 229px; text-align:left;border-color:#000000;min-width:229px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">U.S. Treasury securities </font></td><td style="width: 11px; 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text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 355</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 229px; text-align:left;border-color:#000000;min-width:229px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate bonds </font></td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 6,217</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; 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text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 3</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 121,438</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 9,288</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; 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For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 1</font><font style="font-family:Times New Roman;font-size:7.5pt;">0</font><font style="font-family:Times New Roman;font-size:7.5pt;">. </font><font style="font-family:Times New Roman;font-size:7.5pt;"> </font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(</font><font style="font-family:Times New Roman;font-size:7.5pt;">3</font><font style="font-family:Times New Roman;font-size:7.5pt;">)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Amount represents MSR</font><font style="font-family:Times New Roman;font-size:7.5pt;">s</font><font style="font-family:Times New Roman;font-size:7.5pt;"> accounted for at fair value. 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margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-style:italic;margin-left:0px;">Financial instruments owned&#8212;Derivative and other contracts and Financial instruments sold, not yet purchased&#8212;Derivative and other contracts</font><font style="font-family:Times New Roman;font-size:10pt;">.&#160;&#160;During </font><font style="font-family:Times New Roman;font-size:10pt;">the quarter ended </font><font style="font-family:Times New Roman;font-size:10pt;">June 30</font><font style="font-family:Times New Roman;font-size:10pt;">, </font><font style="font-family:Times New Roman;font-size:10pt;">201</font><font style="font-family:Times New Roman;font-size:10pt;">1</font><font style="font-family:Times New Roman;font-size:10pt;">, the Company reclassified approximately $</font><font style="font-family:Times New Roman;font-size:10pt;">0</font><font style="font-family:Times New Roman;font-size:10pt;">.</font><font style="font-family:Times New Roman;font-size:10pt;">9</font><font style="font-family:Times New Roman;font-size:10pt;"> billion of derivative assets and approximately $</font><font style="font-family:Times New Roman;font-size:10pt;">1</font><font style="font-family:Times New Roman;font-size:10pt;">.</font><font style="font-family:Times New Roman;font-size:10pt;">3</font><font style="font-family:Times New Roman;font-size:10pt;"> billion of derivative liabilities from Level 2 to Level 1 as these listed derivatives became actively traded and were valued based on quoted prices from </font><font style="font-family:Times New Roman;font-size:10pt;">the</font><font style="font-family:Times New Roman;font-size:10pt;"> exchange. </font></p><p style='margin-top:13.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0px;">Transfers Between Level 1 and Level 2 During </font><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;">the </font><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;">Six Months Ended June 30, 2011. </font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-style:italic;margin-left:0px;">Financial instruments owned&#8212;Derivative and other contracts and Financial instruments sold, not yet purchased&#8212;Derivative and other contracts</font><font style="font-family:Times New Roman;font-size:10pt;">.&#160;&#160;During the six months ended June 30, 2011, the Company reclassified approximately $</font><font style="font-family:Times New Roman;font-size:10pt;">1</font><font style="font-family:Times New Roman;font-size:10pt;">.</font><font style="font-family:Times New Roman;font-size:10pt;">1</font><font style="font-family:Times New Roman;font-size:10pt;"> billion of derivative assets and approximately $</font><font style="font-family:Times New Roman;font-size:10pt;">0.</font><font style="font-family:Times New Roman;font-size:10pt;">9</font><font style="font-family:Times New Roman;font-size:10pt;"> billion of derivative liabilities from Level 2 to Level 1 as these listed derivatives became actively traded and were valued based on quoted prices from the exchange. </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;margin-left:0px;">Level 3 Assets and Liabilities </font><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;">M</font><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;">easured at Fair Value on a Recurring Basis.</font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">&#160;</font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The following tables present additional information about Level 3 assets and liabilities measured at fair value on a recurring basis for </font><font style="font-family:Times New Roman;font-size:10pt;">the quarter and six months</font><font style="font-family:Times New Roman;font-size:10pt;"> ended </font><font style="font-family:Times New Roman;font-size:10pt;">June 30</font><font style="font-family:Times New Roman;font-size:10pt;">, 2012 and </font><font style="font-family:Times New Roman;font-size:10pt;">2011</font><font style="font-family:Times New Roman;font-size:10pt;">, respectively</font><font style="font-family:Times New Roman;font-size:10pt;">. 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 171px; text-align:left;border-color:#000000;min-width:171px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate contracts </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 22</font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; 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text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 171px; text-align:left;border-color:#000000;min-width:171px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Unfunded lending commitments </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 60</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 9</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 51</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 9</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 171px; text-align:left;border-color:#000000;min-width:171px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Other debt </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 33</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 16</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (2)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 48</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 63</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 16</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Total corporate and other debt </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 347</font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 141</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="3" style="width: 184px; text-align:left;border-color:#000000;min-width:184px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate equities </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 6</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 47</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (26)</font></td></tr><tr style="height: 15px"><td colspan="4" style="width: 197px; text-align:left;border-color:#000000;min-width:197px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Obligation to return securities</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 15px"><td colspan="4" style="width: 197px; text-align:left;border-color:#000000;min-width:197px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Securities sold under agreements to repurchase</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 186</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 185</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td></tr><tr style="height: 15px"><td colspan="4" style="width: 197px; text-align:left;border-color:#000000;min-width:197px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Other secured financings </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 594</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (4)</font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td colspan="2" style="width: 174px; text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">State and municipal securities </font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 54px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 9</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td></tr><tr style="height: 14px"><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td colspan="2" style="width: 174px; text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate bonds </font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 54px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td colspan="2" style="width: 174px; text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate contracts </font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 420</font></td><td style="width: 10px; 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text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1,234)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 117</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 211</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 10px; 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text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 320</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 5</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (4)</font></td><td style="width: 10px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 164px; text-align:left;border-color:#000000;min-width:164px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;"> other contracts</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,523</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (655)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 461</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (729)</font></td><td style="width: 10px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 10px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td></tr><tr style="height: 14px"><td style="width: 10px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 46</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (55)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 44px; 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text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,366</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (93)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 216</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (353)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 43</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,179</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (57)</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 174px; text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Collateralized debt obligations </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,593</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 17</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 357</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (352)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (19)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 54</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,650</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 14</font></td></tr><tr style="height: 15px"><td style="width: 13px; 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text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,898</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (676)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1,285)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (567)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 10,420</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (236)</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 174px; 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text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 161px; text-align:left;border-color:#000000;min-width:161px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Total corporate and other debt </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 14,839</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (11)</font></td><td style="width: 8px; 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border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1,304)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (370)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 14,355</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (20)</font></td></tr><tr style="height: 15px"><td style="width: 13px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; 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text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 161px; text-align:left;border-color:#000000;min-width:161px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;">&#160;</td></tr><tr style="height: 15px"><td colspan="4" style="width: 200px; text-align:left;border-color:#000000;min-width:200px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Liabilities at Fair Value</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;">&#160;</td></tr><tr style="height: 15px"><td colspan="4" style="width: 200px; text-align:left;border-color:#000000;min-width:200px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Commercial paper and other short-term borrowings </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 4</font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 13</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:36px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 13</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 13</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="3" style="width: 187px; text-align:left;border-color:#000000;min-width:187px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;"> Total corporate and other debt </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 503</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (81)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 494</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; 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text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">State and municipal securities </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 110</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 273</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (409)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 34</font></td><td style="width: 12px; 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text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,650</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 70</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Loans and lending commitments</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (2,038)</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1,205)</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 10,420</font></td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Private equity funds</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,986</font></td><td style="width: 9px; 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border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (71)</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 525</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 41</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 167px; text-align:left;border-color:#000000;min-width:167px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Total investments</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 7,754</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 673</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 104</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (685)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 76</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 7,922</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 375</font></td></tr><tr style="height: 15px"><td colspan="4" style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Physical commodities</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (48)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 721</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 673</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (48)</font></td></tr><tr style="height: 15px"><td colspan="4" style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Securities received as collateral </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td></tr><tr style="height: 15px"><td colspan="4" style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Intangible assets </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 157</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (26)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 5</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 133</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (26)</font></td></tr><tr style="height: 15px"><td colspan="4" style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Liabilities at Fair Value</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 15px"><td colspan="4" style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Deposits</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 16</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; 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text-align:right;border-color:#000000;min-width:11px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td></tr><tr style="height: 15px"><td colspan="4" style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Commercial paper and other short-term borrowings </font></td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 7</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 29</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 23</font></td><td style="width: 11px; 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text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:left;border-color:#000000;min-width:38px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:left;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:left;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:left;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:left;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="3" style="width: 193px; text-align:left;border-color:#000000;min-width:193px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate and other debt:</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Residential mortgage-backed securities </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (13)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (12)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 40</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 41</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (13)</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Commercial mortgage-backed securities </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 40</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (367)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 426</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (28)</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 35</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 30</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Unfunded lending commitments </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 263</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 23</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 240</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 23</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; 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border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable bond price / (A)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">40</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">98</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td style="width: 8px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" style="width: 166px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate bonds </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 85px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 745</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable pricing(2)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable bond price / (A)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">2</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">138</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td rowspan="2" style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td rowspan="2" style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" rowspan="2" style="width: 166px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Collateralized debt obligations </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="2" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,457</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable pricing(2)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable bond price / (A)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">16</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">84</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td style="width: 158px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Correlation model</font></td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Credit correlation / (B)</font></td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">25</font></td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">58</font></td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 14px"><td rowspan="3" style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td rowspan="3" style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" rowspan="3" style="width: 166px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Loans and lending commitments</font></td><td rowspan="3" style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="3" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 7,794</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate loan model</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Credit spread / (C)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">33</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">1,255</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">basis points</font></td></tr><tr style="height: 14px"><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 3px; text-align:left;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Option model</font></td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">At the money volatility / (C)</font></td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">45</font></td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">47</font></td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 14px"><td style="width: 158px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 3px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable pricing(2)</font></td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable loan price / (A)</font></td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">55</font></td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">100</font></td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td rowspan="3" style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="3" rowspan="3" style="width: 174px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate equities(3) </font></td><td rowspan="3" style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="3" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 482</font></td><td rowspan="3" style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Net asset value</font></td><td rowspan="3" style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Discount to net asset value / (C)</font></td><td rowspan="3" style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">0</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">33</font></td><td style="width: 50px; 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border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;">&#160;</td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;">&#160;</td></tr><tr style="height: 28px"><td rowspan="2" style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td rowspan="2" style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" rowspan="2" style="width: 166px; text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate contracts </font></td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="2" style="width: 85px; 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border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 206px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate volatility skew / (A)(D)</font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">15</font></td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">90</font></td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 14px"><td rowspan="3" style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td rowspan="3" style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" rowspan="3" style="width: 166px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Credit contracts </font></td><td rowspan="3" style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="3" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,842</font></td><td rowspan="3" style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:3px;">&#160;</td><td rowspan="2" style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable pricing(2)</font></td><td rowspan="3" style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Cash synthetic basis / (C)</font></td><td rowspan="3" style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">2</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">10</font></td><td style="width: 50px; 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border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" style="width: 166px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Foreign exchange contracts(4) </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="5" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (224)</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td rowspan="5" style="width: 99px; 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border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">96</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 17px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate quanto correlation / (A)(D)</font></td><td style="width: 2px; text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">-14</font></td><td style="width: 13px; 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text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate - credit spread correlation / (A)(D)</font></td><td style="width: 2px; text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">-2</font></td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">46</font></td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 17px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; 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text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 17px"><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate volatility skew / (A)(D)</font></td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">15</font></td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to </font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">90</font></td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 14px"><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" rowspan="5" style="width: 166px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Equity contracts(4) </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="5" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1,173)</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td rowspan="5" style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Option model</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">At the money volatility / (C)(D) </font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">2</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">32</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 14px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Volatility skew / (C)(D)</font></td><td style="width: 2px; text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">-5</font></td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">0</font></td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 14px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Equity - Equity correlation / (C)(D)</font></td><td style="width: 2px; text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">40</font></td><td style="width: 13px; 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text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Equity - Foreign exchange correlation / (C)(D)</font></td><td style="width: 2px; text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">-45</font></td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; 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text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Equity discount rate / (C)(D) </font></td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">15</font></td><td style="width: 13px; 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text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" rowspan="3" style="width: 166px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Other</font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="3" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 543</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td rowspan="2" style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Discounted cash flow</font></td><td style="width: 2px; 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text-align:left;border-color:#000000;min-width:99px;">&#160;</td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;">&#160;</td><td style="width: 2px; text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; text-align:center;border-color:#000000;min-width:28px;">&#160;</td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="3" style="width: 174px; 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border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;">&#160;</td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 8px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" style="width: 166px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate bonds </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">$</font></td><td style="width: 85px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 127</font></td><td style="width: 3px; 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border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 51</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate loan model</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Credit spread / (C)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">43</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">887</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">basis points</font></td></tr><tr style="height: 14px"><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" style="width: 166px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Other debt</font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 63</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable pricing(2)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable bond price / (A)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">100</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 85px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:85px;">&#160;</td><td style="width: 3px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;">&#160;</td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable bond price / (C)</font></td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">2</font></td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">10</font></td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td colspan="4" style="width: 182px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:182px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Securities sold under agreements to repurchase</font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 85px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 185</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Discounted cash flow</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Funding spread / (A)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">95</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">362</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">basis points</font></td></tr><tr style="height: 17px"><td colspan="4" rowspan="2" style="width: 182px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:182px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Other secured financings </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="2" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 470</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable pricing(2)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable bond price / (A)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">86</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">138</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 17px"><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Discounted cash flow</font></td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Funding spread / (A)</font></td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">314</font></td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">325</font></td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">basis points</font></td></tr><tr style="height: 14px"><td colspan="4" rowspan="4" style="width: 182px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:182px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Long-term borrowings </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="4" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,210</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td rowspan="4" style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Option model</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">At the money volatility / (A)(D)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">10</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">15</font></td><td style="width: 50px; 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border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:77px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;"> &#9472;</font></td></tr><tr style="height: 18px"><td colspan="2" style="width: 295px; text-align:left;border-color:#000000;min-width:295px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">Total</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 76px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;"> 4,219</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 77px; 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margin-bottom: 0pt;'></p><p style='margin-top:12pt; margin-bottom:3pt'>&#160;</p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(1)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Fixed income/credit-related hedge funds, event-driven hedge funds, and multi-strategy hedge funds are re</font><font style="font-family:Times New Roman;font-size:7.5pt;">deemable </font><font style="font-family:Times New Roman;font-size:7.5pt;">at least on a six-month period</font><font style="font-family:Times New Roman;font-size:7.5pt;"> basis</font><font style="font-family:Times New Roman;font-size:7.5pt;"> </font><font style="font-family:Times New Roman;font-size:7.5pt;">primarily </font><font style="font-family:Times New Roman;font-size:7.5pt;">with a notice period of </font><font style="font-family:Times New Roman;font-size:7.5pt;">90</font><font style="font-family:Times New Roman;font-size:7.5pt;"> days or less</font><font style="font-family:Times New Roman;font-size:7.5pt;">. 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In addition, the funds may be structured with a focus on specific domestic or foreign geographic regions. These investments are generally not redeemable with the funds. Instead, the nature of the investments in this category is that distributions are received through the liquidation of the underlying assets of the fund. At </font><font style="font-family:Times New Roman;font-size:10pt;">June 30</font><font style="font-family:Times New Roman;font-size:10pt;">, 2012</font><font style="font-family:Times New Roman;font-size:10pt;">, it is estimated that </font><font style="font-family:Times New Roman;font-size:10pt;">6</font><font style="font-family:Times New Roman;font-size:10pt;">% of the fair value of the funds will be liquidated in th</font><font style="font-family:Times New Roman;font-size:10pt;">e next five years, another </font><font style="font-family:Times New Roman;font-size:10pt;">31</font><font style="font-family:Times New Roman;font-size:10pt;">% of the fair value of the funds will be liquidated between five to </font><font style="font-family:Times New Roman;font-size:10pt;">10</font><font style="font-family:Times New Roman;font-size:10pt;"> years and the remaining </font><font style="font-family:Times New Roman;font-size:10pt;">63</font><font style="font-family:Times New Roman;font-size:10pt;">% of the fair value of the funds have a remaining life of greater than </font><font style="font-family:Times New Roman;font-size:10pt;">10</font><font style="font-family:Times New Roman;font-size:10pt;"> years. </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-style:italic;margin-left:0px;">Real Estate Funds.&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:10pt;">Amount includes several real estate funds that invest in real estate assets such as commercial office buildings, retail properties, multi-family residential properties, developments or hotels. In addition, the funds may be structured with a focus on specific geographic domestic or foreign regions.&#160;These investments are generally not redeemable with the funds. Distributions from each fund will be received as the underlying investments of the funds are liquidated. At </font><font style="font-family:Times New Roman;font-size:10pt;">June 30</font><font style="font-family:Times New Roman;font-size:10pt;">, 2012</font><font style="font-family:Times New Roman;font-size:10pt;">, it is estimated that </font><font style="font-family:Times New Roman;font-size:10pt;">4</font><font style="font-family:Times New Roman;font-size:10pt;">% of the fair value of the funds will be liquidated within t</font><font style="font-family:Times New Roman;font-size:10pt;">he next five years, another </font><font style="font-family:Times New Roman;font-size:10pt;">41</font><font style="font-family:Times New Roman;font-size:10pt;">% of the fair value of the funds will be liquidated between five to </font><font style="font-family:Times New Roman;font-size:10pt;">10</font><font style="font-family:Times New Roman;font-size:10pt;"> years and the remaining</font><font style="font-family:Times New Roman;font-size:10pt;"> </font><font style="font-family:Times New Roman;font-size:10pt;">55</font><font style="font-family:Times New Roman;font-size:10pt;">% of the fair value of the funds have a remaining life of greater than </font><font style="font-family:Times New Roman;font-size:10pt;">10</font><font style="font-family:Times New Roman;font-size:10pt;"> years. </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-style:italic;margin-left:0px;">Hedge Funds</font><font style="font-family:Times New Roman;font-size:10pt;">.&#160;&#160;&#160;&#160;Investments in hedge funds may be subject to initial period lock-up restrictions or gates. A hedge fund lock-up provision is a provision </font><font style="font-family:Times New Roman;font-size:10pt;">that</font><font style="font-family:Times New Roman;font-size:10pt;"> provides that, during a certain initial period, an investor may not make a withdrawal from the fund. The purpose of a gate is to restrict the level of redemptions that an investor in a particular hedge fund can demand on any redemption date. </font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:24.45px;">&#8226;&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:10pt;font-style:italic;">Long-short Equity Hedge Funds.&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:10pt;">Amount includes investments in hedge funds that invest, long or short, in equities. 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The remai</font><font style="font-family:Times New Roman;font-size:10pt;">ning restriction period for </font><font style="font-family:Times New Roman;font-size:10pt;">these</font><font style="font-family:Times New Roman;font-size:10pt;"> investments subject to lock-up restrictions </font><font style="font-family:Times New Roman;font-size:10pt;">was</font><font style="font-family:Times New Roman;font-size:10pt;"> </font><font style="font-family:Times New Roman;font-size:10pt;">three </font><font style="font-family:Times New Roman;font-size:10pt;">year</font><font style="font-family:Times New Roman;font-size:10pt;">s or les</font><font style="font-family:Times New Roman;font-size:10pt;">s</font><font style="font-family:Times New Roman;font-size:10pt;"> at </font><font style="font-family:Times New Roman;font-size:10pt;">June 30</font><font style="font-family:Times New Roman;font-size:10pt;">, 2012</font><font style="font-family:Times New Roman;font-size:10pt;">. 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This may involve the simultaneous purchase of stock in companies being acquired and the sale of stock in its acquirer, </font><font style="font-family:Times New Roman;font-size:10pt;">with the expectation</font><font style="font-family:Times New Roman;font-size:10pt;"> to profit from the spread between the current market price and the ultimate purchase price of the target company. </font><font style="font-family:Times New Roman;font-size:10pt;">At June&#160;30, 2012</font><font style="font-family:Times New Roman;font-size:10pt;">, there were no restrictions on redemptions.</font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:24.45px;">&#8226;&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:10pt;font-style:italic;">Multi-strategy Hedge Funds.&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:10pt;">Amount includes investments in hedge funds that pursue multiple strategies to realize short</font><font style="font-family:Times New Roman;font-size:10pt;">-</font><font style="font-family:Times New Roman;font-size:10pt;"> and long-term gains. Management of the hedge funds has the ability to overweight or underweight different strategies to best capitalize on current investment opportunities. At </font><font style="font-family:Times New Roman;font-size:10pt;">June 30</font><font style="font-family:Times New Roman;font-size:10pt;">, 2012</font><font style="font-family:Times New Roman;font-size:10pt;">, investments</font><font style="font-family:Times New Roman;font-size:10pt;"> representing approximately </font><font style="font-family:Times New Roman;font-size:10pt;">7</font><font style="font-family:Times New Roman;font-size:10pt;">0</font><font style="font-family:Times New Roman;font-size:10pt;">% of the fair value of the investments in this category cannot be redeemed currently because the investments include certain initial period lock-up restrictions. 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margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">_____________</font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(1)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Carrying values relate only to those assets that had fair value adjustments during the quarter ended June&#160;30, 2012. 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margin-bottom: 0pt;'></p><div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 14px"><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;">&#160;</td><td style="width: 173px; text-align:left;border-color:#000000;min-width:173px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 68px; text-align:left;border-color:#000000;min-width:68px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td colspan="5" style="width: 212px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:212px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Fair Value Measurements Using:</font></td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 101px; text-align:left;border-color:#000000;min-width:101px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 101px; text-align:left;border-color:#000000;min-width:101px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;">&#160;</td><td style="width: 173px; text-align:left;border-color:#000000;min-width:173px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 68px; text-align:left;border-color:#000000;min-width:68px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 68px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:68px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Quoted Prices</font></td><td style="width: 11px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; 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text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;">&#160;</td></tr><tr style="height: 14px"><td colspan="2" style="width: 319px; text-align:left;border-color:#000000;min-width:319px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Financial Liabilities: </font></td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;">&#160;</td></tr><tr style="height: 14px"><td colspan="2" style="width: 319px; text-align:left;border-color:#000000;min-width:319px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Deposits</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 64px; 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text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 79px; text-align:left;border-color:#000000;min-width:79px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td colspan="2" style="width: 223px; text-align:left;border-color:#000000;min-width:223px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">U.S. Treasury securities </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 78px; text-align:right;border-color:#000000;min-width:78px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 25,656</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 70px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td colspan="2" style="width: 223px; text-align:left;border-color:#000000;min-width:223px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">State and municipal securities </font></td><td style="width: 8px; 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text-align:left;border-color:#000000;min-width:232px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">under agreements to resell</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 78px; text-align:right;border-color:#000000;min-width:78px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 622</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 79px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:79px;">&#160;</td></tr><tr style="height: 11px"><td colspan="4" style="width: 240px; text-align:left;border-color:#000000;min-width:240px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">Liabilities at Fair Value</font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="3" style="width: 232px; text-align:left;border-color:#000000;min-width:232px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">U.S. government and agency securities:</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 78px; text-align:right;border-color:#000000;min-width:78px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td colspan="2" style="width: 223px; text-align:left;border-color:#000000;min-width:223px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">U.S. Treasury securities </font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 78px; text-align:right;border-color:#000000;min-width:78px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 26,197</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 229px; text-align:left;border-color:#000000;min-width:229px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">Private equity funds</font></td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 7</font></td><td style="width: 11px; 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text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="3" style="width: 241px; text-align:left;border-color:#000000;min-width:241px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">agreements to resell</font></td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 112</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; 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text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td></tr><tr style="height: 11px"><td colspan="4" style="width: 253px; text-align:left;border-color:#000000;min-width:253px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">Deposits </font></td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:77px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="3" style="width: 241px; text-align:left;border-color:#000000;min-width:241px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">U.S. government and agency securities:</font></td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td></tr><tr style="height: 11px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 229px; text-align:left;border-color:#000000;min-width:229px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: left;">U.S. Treasury securities </font></td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 121,438</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 9,288</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; 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text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 70px; text-align:right;border-color:#000000;min-width:70px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 14,024</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> 570</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; 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style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Total corporate and other debt </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 10,894</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 171px; text-align:left;border-color:#000000;min-width:171px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate contracts </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; 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style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (401)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (272)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (225)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 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style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (103)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; 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style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 218</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 31</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (2)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (33)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 15</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 40</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1,173)</font></td><td style="width: 8px; 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style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">other contracts</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,807</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 562</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; 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text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td 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30</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (54)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,326</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 10</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 171px; 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51</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (80)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; 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style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (2)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; 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text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 15px"><td colspan="4" style="width: 197px; text-align:left;border-color:#000000;min-width:197px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Commercial paper and other</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="3" style="width: 184px; text-align:left;border-color:#000000;min-width:184px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">short-term borrowings </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: 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text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="3" style="width: 184px; text-align:left;border-color:#000000;min-width:184px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate and other debt:</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; 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7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 4</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 57</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 171px; text-align:left;border-color:#000000;min-width:171px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate bonds </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 193</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 32</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (164)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 139</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (9)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 127</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 59</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 171px; text-align:left;border-color:#000000;min-width:171px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Collateralized debt obligations </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 171px; text-align:left;border-color:#000000;min-width:171px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Unfunded lending commitments </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 60</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 9</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 51</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 9</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 171px; text-align:left;border-color:#000000;min-width:171px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Other debt </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 33</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 16</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (2)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 48</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 63</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 16</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Total corporate and other debt </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: 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189</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (9)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 43px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:43px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 246</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; border-top-style:solid;border-top-width:2px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 141</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="3" style="width: 184px; text-align:left;border-color:#000000;min-width:184px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate equities </font></td><td style="width: 8px; 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43px; text-align:right;border-color:#000000;min-width:43px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:46px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td colspan="2" style="width: 174px; text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">State and municipal securities </font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 10px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 14px"><td colspan="4" style="width: 195px; text-align:left;border-color:#000000;min-width:195px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Liabilities at Fair Value</font></td><td style="width: 10px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 14px"><td colspan="4" style="width: 195px; text-align:left;border-color:#000000;min-width:195px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Commercial paper and other</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td colspan="3" style="width: 185px; text-align:left;border-color:#000000;min-width:185px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">short-term borrowings </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 49px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td></tr><tr style="height: 14px"><td style="width: 10px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 298</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 259</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 174px; text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate bonds </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,366</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (93)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 216</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (353)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 43</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,179</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (57)</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 174px; text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Collateralized debt obligations </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,593</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 17</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 357</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (352)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (19)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 54</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,650</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 14</font></td></tr><tr style="height: 15px"><td style="width: 13px; 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text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,898</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (676)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1,285)</font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; 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text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 161px; text-align:left;border-color:#000000;min-width:161px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;">&#160;</td></tr><tr style="height: 15px"><td colspan="4" style="width: 200px; text-align:left;border-color:#000000;min-width:200px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Liabilities at Fair Value</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;">&#160;</td></tr><tr style="height: 15px"><td colspan="4" style="width: 200px; text-align:left;border-color:#000000;min-width:200px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Commercial paper and other short-term borrowings </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 4</font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; text-align:left;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; text-align:left;border-color:#000000;min-width:46px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:left;border-color:#000000;min-width:36px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:left;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:left;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:left;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:left;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:left;border-color:#000000;min-width:66px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="3" style="width: 187px; text-align:left;border-color:#000000;min-width:187px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate and other debt:</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 174px; text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Residential mortgage-backed securities </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (13)</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (13)</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 41</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 41</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (13)</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 174px; text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate bonds </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 150</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 49</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (324)</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 336</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (78)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 35</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 60</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 174px; text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Collateralized debt obligations </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; text-align:right;border-color:#000000;min-width:36px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 174px; text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Unfunded lending commitments </font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 50px; 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text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; text-align:right;border-color:#000000;min-width:44px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 240</font></td><td style="width: 8px; 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text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 49px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 13</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 46px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:46px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 36px; border-bottom-style:solid;border-bottom-width:2px;text-align:right;border-color:#000000;min-width:36px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 13</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 44px; 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text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 509</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (71)</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Commercial mortgage-backed securities </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 188</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (19)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 96</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (30)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (99)</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 136</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (18)</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Asset-backed securities </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 13</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 259</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 13</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (17)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 30</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 298</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 258</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate bonds </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,368</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (26)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 273</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (409)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 34</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (61)</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,179</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 42</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Collateralized debt obligations </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,659</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 273</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 641</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (862)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (55)</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (6)</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,650</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 70</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Loans and lending commitments</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 11,666</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 213</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,321</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (537)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (2,038)</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1,205)</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 10,420</font></td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 5</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (33)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; 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text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 6,011</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,601</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="3" style="width: 193px; text-align:left;border-color:#000000;min-width:193px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Investments:</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Private equity funds</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,986</font></td><td style="width: 9px; 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text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Real estate funds</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,176</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 145</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; 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text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (105)</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Other</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 560</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 51</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (4)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (11)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (71)</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 525</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 41</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 167px; text-align:left;border-color:#000000;min-width:167px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Total investments</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 7,754</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 673</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 104</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (685)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 76</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 7,922</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 375</font></td></tr><tr style="height: 15px"><td colspan="4" style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Physical commodities</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (48)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 721</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 673</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (48)</font></td></tr><tr style="height: 15px"><td colspan="4" style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Securities received as collateral </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td></tr><tr style="height: 15px"><td colspan="4" style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Intangible assets </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 157</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (26)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 5</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 133</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (26)</font></td></tr><tr style="height: 15px"><td colspan="4" style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Liabilities at Fair Value</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 15px"><td colspan="4" style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Deposits</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 16</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (14)</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td></tr><tr style="height: 15px"><td colspan="4" style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Commercial paper and other short-term borrowings </font></td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 7</font></td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 29</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 23</font></td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 7</font></td></tr><tr style="height: 15px"><td colspan="4" style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Financial instruments sold, not yet purchased:</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:left;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:left;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:left;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:left;border-color:#000000;min-width:38px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:left;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:left;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:left;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:left;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:left;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="3" style="width: 193px; text-align:left;border-color:#000000;min-width:193px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate and other debt:</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Residential mortgage-backed securities </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (13)</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (12)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 40</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 41</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (13)</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Commercial mortgage-backed securities </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate bonds </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 44</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 40</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (367)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 426</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (28)</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 35</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 30</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; text-align:left;border-color:#000000;min-width:180px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Unfunded lending commitments </font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 263</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 23</font></td><td style="width: 8px; text-align:right;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 47px; text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 38px; text-align:right;border-color:#000000;min-width:38px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 45px; text-align:right;border-color:#000000;min-width:45px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 240</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 23</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 180px; 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text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; text-align:left;border-color:#000000;min-width:28px;">&#160;</td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="3" style="width: 174px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate and other debt:</font></td><td style="width: 6px; 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border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:28px;">&#160;</td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:50px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 8px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" style="width: 166px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Commercial mortgage-backed securities </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">$</font></td><td style="width: 85px; 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border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">98</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td style="width: 8px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" style="width: 166px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate bonds </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 85px; 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border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">138</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td rowspan="2" style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td rowspan="2" style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" rowspan="2" style="width: 166px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Collateralized debt obligations </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="2" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,457</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable pricing(2)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable bond price / (A)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">16</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">84</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td style="width: 158px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Correlation model</font></td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Credit correlation / (B)</font></td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">25</font></td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">58</font></td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 14px"><td rowspan="3" style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td rowspan="3" style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" rowspan="3" style="width: 166px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Loans and lending commitments</font></td><td rowspan="3" style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="3" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 7,794</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; 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style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">33</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">1,255</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">basis points</font></td></tr><tr style="height: 14px"><td style="width: 158px; 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center;">45</font></td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">47</font></td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 14px"><td style="width: 158px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 3px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; 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border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">55</font></td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">100</font></td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td rowspan="3" style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="3" rowspan="3" style="width: 174px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:174px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate equities(3) </font></td><td rowspan="3" style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="3" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 482</font></td><td rowspan="3" style="width: 3px; 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Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">3</font></td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">21</font></td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">times</font></td></tr><tr style="height: 14px"><td style="width: 8px; 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border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:206px;">&#160;</td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;">&#160;</td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;">&#160;</td></tr><tr style="height: 28px"><td rowspan="2" style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td rowspan="2" style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" rowspan="2" style="width: 166px; text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate contracts </font></td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="2" style="width: 85px; text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (172)</font></td><td 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border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Credit contracts </font></td><td rowspan="3" style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="3" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,842</font></td><td rowspan="3" style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:3px;">&#160;</td><td rowspan="2" style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable 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border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">10</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable bond price / (C)</font></td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">3</font></td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">75</font></td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td style="width: 158px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 99px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Correlation model</font></td><td style="width: 206px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Credit correlation / (B)</font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">21</font></td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">94</font></td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 17px"><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" style="width: 166px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Foreign exchange contracts(4) </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="5" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> (224)</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td rowspan="5" style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Option model</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable bond price / (A)(D)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">5</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">96</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 17px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: 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style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 17px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate - credit spread correlation / (A)(D)</font></td><td style="width: 2px; text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">-2</font></td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">46</font></td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 17px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate - Foreign exchange correlation / (A)(D)</font></td><td style="width: 2px; text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">25</font></td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">67</font></td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 17px"><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate volatility skew / (A)(D)</font></td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">15</font></td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to </font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">90</font></td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 14px"><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" rowspan="5" style="width: 166px; 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style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Volatility skew / (C)(D)</font></td><td style="width: 2px; text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">-5</font></td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">0</font></td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">%</font></td></tr><tr style="height: 14px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; 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style="height: 14px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td rowspan="2" style="width: 99px; text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Discounted cash flow</font></td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Capitalization rate / (C)(D) </font></td><td style="width: 2px; 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style="height: 14px"><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Equity discount rate / (C)(D) </font></td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; 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text-align:left;border-color:#000000;min-width:99px;">&#160;</td><td style="width: 2px; text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; text-align:left;border-color:#000000;min-width:206px;">&#160;</td><td style="width: 2px; text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 9px; text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; text-align:center;border-color:#000000;min-width:28px;">&#160;</td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 8px; 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border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;">&#160;</td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;">&#160;</td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 8px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" style="width: 166px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate bonds </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">$</font></td><td style="width: 85px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 127</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable pricing(2)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable bond price / (A)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">5</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">125</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td style="width: 8px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" style="width: 166px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Unfunded lending commitments </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 85px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 51</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate loan model</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Credit spread / (C)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">43</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">887</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">basis points</font></td></tr><tr style="height: 14px"><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td colspan="2" style="width: 166px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:166px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Other debt</font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 63</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable pricing(2)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable bond price / (A)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">100</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 85px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:85px;">&#160;</td><td style="width: 3px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;">&#160;</td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable bond price / (C)</font></td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">2</font></td><td style="width: 13px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">10</font></td><td style="width: 50px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 14px"><td colspan="4" style="width: 182px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:182px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Securities sold under agreements to repurchase</font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 85px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 185</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Discounted cash flow</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Funding spread / (A)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">95</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">362</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">basis points</font></td></tr><tr style="height: 17px"><td colspan="4" rowspan="2" style="width: 182px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:182px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Other secured financings </font></td><td style="width: 6px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td rowspan="2" style="width: 85px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:85px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: right;"> 470</font></td><td style="width: 3px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable pricing(2)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Comparable bond price / (A)</font></td><td style="width: 2px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 20px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:20px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">86</font></td><td style="width: 13px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">to</font></td><td style="width: 9px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 28px; border-top-style:solid;border-top-width:1px;text-align:center;border-color:#000000;min-width:28px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: center;">138</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">points</font></td></tr><tr style="height: 17px"><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 8px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:8px;">&#160;</td><td style="width: 158px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:158px;">&#160;</td><td style="width: 6px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 3px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:3px;">&#160;</td><td style="width: 99px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:99px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: left;">Discounted cash flow</font></td><td style="width: 2px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:2px;">&#160;</td><td style="width: 206px; border-bottom-style:solid;border-bottom-width:1px;text-align:left;border-color:#000000;min-width:206px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 7pt;COLOR: #000000;TEXT-ALIGN: 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text-align:right;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 88px; text-align:right;border-color:#000000;min-width:88px;">&#160;</td><td style="width: 16px; text-align:right;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 80px; text-align:right;border-color:#000000;min-width:80px;">&#160;</td><td style="width: 16px; text-align:right;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 96px; text-align:right;border-color:#000000;min-width:96px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 330px; text-align:left;border-color:#000000;min-width:330px;"><font style="FONT-STYLE: italic;FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Three Months Ended June 30, 2011</font></td><td style="width: 20px; text-align:right;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 88px; text-align:right;border-color:#000000;min-width:88px;">&#160;</td><td style="width: 16px; text-align:right;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 80px; 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margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">_____________</font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(1)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Carrying values relate only to those assets that had fair value adjustments during the quarter ended June&#160;30, 2012. 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margin-bottom: 0pt;'></p><div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 14px"><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;">&#160;</td><td style="width: 173px; text-align:left;border-color:#000000;min-width:173px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 68px; text-align:left;border-color:#000000;min-width:68px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td colspan="5" style="width: 212px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:212px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Fair Value Measurements Using:</font></td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 101px; text-align:left;border-color:#000000;min-width:101px;">&#160;</td><td style="width: 11px; 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text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 310px; text-align:left;border-color:#000000;min-width:310px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;">&#160;</td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;">&#160;</td></tr><tr style="height: 14px"><td colspan="2" style="width: 319px; 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text-align:center;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 57px; text-align:right;border-color:#000000;min-width:57px;">&#160;</td></tr><tr style="height: 18px"><td style="width: 17px; text-align:left;border-color:#000000;min-width:17px;">&#160;</td><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td colspan="2" style="width: 281px; text-align:left;border-color:#000000;min-width:281px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Auto loan asset-backed securities </font></td><td style="width: 15px; text-align:center;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 914</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 11px; 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border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:81px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 57px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:57px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,937</font></td></tr><tr style="height: 18px"><td style="width: 17px; text-align:left;border-color:#000000;min-width:17px;">&#160;</td><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 17px; text-align:left;border-color:#000000;min-width:17px;">&#160;</td><td style="width: 264px; text-align:left;border-color:#000000;min-width:264px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">Total Corporate and other debt</font></td><td style="width: 15px; 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text-align:center;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:81px;">&#160;</td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 57px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:57px;">&#160;</td></tr><tr style="height: 5px"><td style="width: 17px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:17px;">&#160;</td><td style="width: 16px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 17px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:17px;">&#160;</td><td style="width: 264px; text-align:left;border-color:#000000;min-width:264px;">&#160;</td><td style="width: 15px; text-align:center;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 65px; 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text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 52px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:52px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,760</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 5</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 525</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 49px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,285</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 7</font></td></tr><tr style="height: 17px"><td colspan="4" style="width: 298px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 250px; text-align:left;border-color:#000000;min-width:250px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 52px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:52px;">&#160;</td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 54px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 49px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 65px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:65px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 250px; text-align:left;border-color:#000000;min-width:250px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td colspan="3" style="width: 130px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:130px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">Less than 12 Months </font></td><td style="width: 14px; text-align:center;border-color:#000000;min-width:14px;">&#160;</td><td colspan="3" style="width: 132px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:132px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">12 Months or Longer</font></td><td style="width: 14px; text-align:center;border-color:#000000;min-width:14px;">&#160;</td><td colspan="3" style="width: 127px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:127px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">Total</font></td></tr><tr style="height: 45px"><td colspan="4" style="width: 298px; 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text-align:center;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 65px; text-align:center;border-color:#000000;min-width:65px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="3" style="width: 286px; text-align:left;border-color:#000000;min-width:286px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">U.S. government and agency securities:</font></td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 52px; text-align:center;border-color:#000000;min-width:52px;">&#160;</td><td style="width: 14px; text-align:center;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; text-align:center;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 14px; text-align:center;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 54px; text-align:center;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 14px; text-align:center;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; text-align:center;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 14px; text-align:center;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 49px; text-align:center;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 13px; text-align:center;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 65px; text-align:center;border-color:#000000;min-width:65px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td colspan="2" style="width: 264px; text-align:left;border-color:#000000;min-width:264px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">U.S. agency securities</font></td><td style="width: 10px; 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text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 428px; text-align:left;border-color:#000000;min-width:428px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">After 1 year but through 5 years</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 895</font></td><td style="width: 13px; 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text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 22px; text-align:center;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 428px; text-align:left;border-color:#000000;min-width:428px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">Due within 1 year</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 81</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 81</font></td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 67px; 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text-align:center;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:81px;">&#160;</td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 57px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:57px;">&#160;</td></tr><tr style="height: 5px"><td style="width: 17px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:17px;">&#160;</td><td style="width: 16px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 17px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:17px;">&#160;</td><td style="width: 264px; text-align:left;border-color:#000000;min-width:264px;">&#160;</td><td style="width: 15px; text-align:center;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 11px; text-align:center;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;">&#160;</td><td style="width: 11px; text-align:center;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 57px; text-align:right;border-color:#000000;min-width:57px;">&#160;</td></tr><tr style="height: 18px"><td style="width: 17px; text-align:left;border-color:#000000;min-width:17px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;">(1)</font></td><td colspan="13" style="width: 694px; 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text-align:right;border-color:#000000;min-width:72px;">&#160;</td><td style="width: 11px; text-align:center;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 57px; text-align:right;border-color:#000000;min-width:57px;">&#160;</td></tr><tr style="height: 18px"><td style="width: 17px; text-align:left;border-color:#000000;min-width:17px;">&#160;</td><td colspan="3" style="width: 297px; text-align:left;border-color:#000000;min-width:297px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">U.S. government and agency securities:</font></td><td style="width: 15px; text-align:center;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 11px; text-align:center;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 72px; text-align:right;border-color:#000000;min-width:72px;">&#160;</td><td style="width: 11px; text-align:center;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td><td style="width: 10px; text-align:center;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 57px; text-align:right;border-color:#000000;min-width:57px;">&#160;</td></tr><tr style="height: 18px"><td style="width: 17px; text-align:left;border-color:#000000;min-width:17px;">&#160;</td><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td colspan="2" style="width: 281px; text-align:left;border-color:#000000;min-width:281px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">U.S. Treasury securities</font></td><td style="width: 15px; 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text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td colspan="2" style="width: 264px; text-align:center;border-color:#000000;min-width:264px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: center;">Corporate bonds</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 52px; text-align:right;border-color:#000000;min-width:52px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 522</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 49px; text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 522</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 14px; text-align:center;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 250px; text-align:center;border-color:#000000;min-width:250px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: center;">Total Corporate and other debt</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 52px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:52px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 522</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 49px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 522</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td></tr><tr style="height: 17px"><td colspan="4" style="width: 298px; text-align:center;border-color:#000000;min-width:298px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: center;">Total debt securities available for sale</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 52px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:52px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,760</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 5</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 525</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 49px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:49px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,285</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 7</font></td></tr><tr style="height: 17px"><td colspan="4" style="width: 298px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 250px; text-align:left;border-color:#000000;min-width:250px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 52px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:52px;">&#160;</td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 54px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 64px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 49px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:49px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 65px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:65px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 250px; text-align:left;border-color:#000000;min-width:250px;">&#160;</td><td style="width: 10px; 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text-align:right;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">1.4%</font></td></tr><tr style="height: 18px"><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 428px; text-align:left;border-color:#000000;min-width:428px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;"> Total</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 11,414</font></td><td style="width: 13px; 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text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;text-align:left;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 428px; text-align:left;border-color:#000000;min-width:428px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">After 5 years</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 15,450</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 15,556</font></td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;">&#160;</td></tr><tr style="height: 18px"><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 428px; text-align:left;border-color:#000000;min-width:428px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;"> Total</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 15,450</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 15,556</font></td><td style="width: 6px; text-align:right;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">1.1%</font></td></tr><tr style="height: 18px"><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 428px; text-align:left;border-color:#000000;min-width:428px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;"> Total U.S. government and agency securities</font></td><td style="width: 9px; 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text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 428px; text-align:left;border-color:#000000;min-width:428px;">&#160;</td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;">&#160;</td></tr><tr style="height: 17px"><td colspan="3" style="width: 466px; text-align:left;border-color:#000000;min-width:466px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">Corporate and other debt:</font></td><td style="width: 9px; text-align:left;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td colspan="2" style="width: 450px; text-align:left;border-color:#000000;min-width:450px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Auto loan asset-backed securities:</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 428px; text-align:left;border-color:#000000;min-width:428px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">After 1 year but through 5 years</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 895</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 897</font></td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">0.8%</font></td></tr><tr style="height: 17px"><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 428px; text-align:left;border-color:#000000;min-width:428px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">After 5 years</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 19</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 19</font></td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">1.0%</font></td></tr><tr style="height: 17px"><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 428px; 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text-align:right;border-color:#000000;min-width:67px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td colspan="2" style="width: 450px; text-align:left;border-color:#000000;min-width:450px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Corporate bonds:</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 22px; text-align:center;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 428px; text-align:left;border-color:#000000;min-width:428px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">Due within 1 year</font></td><td style="width: 9px; text-align:right;border-color:#000000;min-width:9px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 81</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 81</font></td><td style="width: 6px; text-align:left;border-color:#000000;min-width:6px;">&#160;</td><td style="width: 67px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 307px; text-align:left;border-color:#000000;min-width:307px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Commitments, guarantees and other </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 315</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 777</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,007</font></td></tr><tr style="height: 18px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 17px"><td colspan="3" style="width: 319px; text-align:left;border-color:#000000;min-width:319px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Carrying value of exposure to loss&#8212;Assets:</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 307px; text-align:left;border-color:#000000;min-width:307px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Debt and equity interests(2) </font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 17,797</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,118</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 359</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 538</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,507</font></td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 307px; text-align:left;border-color:#000000;min-width:307px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Derivative and other contracts </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 109</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 6</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 308</font></td></tr><tr style="height: 18px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 295px; text-align:left;border-color:#000000;min-width:295px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total carrying value of exposure to loss&#8212;Assets </font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 17,906</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 63px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,120</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 365</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 538</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,815</font></td></tr><tr style="height: 18px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 295px; text-align:left;border-color:#000000;min-width:295px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 17px"><td colspan="3" style="width: 319px; text-align:left;border-color:#000000;min-width:319px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Carrying value of exposure to loss&#8212;Liabilities:</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 307px; text-align:left;border-color:#000000;min-width:307px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Derivative and other contracts </font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 12</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 64px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 804</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 561</font></td></tr><tr style="height: 15px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 306px; text-align:left;border-color:#000000;min-width:306px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total maximum exposure to loss </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 16,780</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 64px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,334</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 55px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:55px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,342</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; 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text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 61px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 64px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 55px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:55px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 58px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td></tr><tr style="height: 15px"><td colspan="3" style="width: 330px; text-align:left;border-color:#000000;min-width:330px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Carrying value of exposure to loss&#8212;Assets:</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 318px; text-align:left;border-color:#000000;min-width:318px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Debt and equity interests(2) </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 16,469</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 491</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 201</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 640</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,413</font></td></tr><tr style="height: 15px"><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 306px; text-align:left;border-color:#000000;min-width:306px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total carrying value of exposure to loss&#8212;Assets </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 16,570</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 64px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,148</font></td><td style="width: 13px; 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text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 55px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:55px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 58px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td></tr><tr style="height: 15px"><td colspan="3" style="width: 330px; text-align:left;border-color:#000000;min-width:330px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Carrying value of exposure to loss&#8212;Liabilities:</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 61px; 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text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 59px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:59px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 112</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 59px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:59px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 206</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 65px; 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text-align:left;border-color:#000000;min-width:21px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 352px; text-align:left;border-color:#000000;min-width:352px;">&#160;</td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td colspan="7" style="width: 239px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:239px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">At June 30, 2012</font></td></tr><tr style="height: 18px"><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 352px; text-align:left;border-color:#000000;min-width:352px;">&#160;</td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 50px; 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border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 656</font></td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 488</font></td><td style="width: 14px; text-align:right;border-color:#000000;min-width:14px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 47px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:47px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,144</font></td></tr><tr style="height: 18px"><td colspan="3" style="width: 395px; text-align:left;border-color:#000000;min-width:395px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Derivative liabilities (fair value) </font></td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 50px; text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 395</font></td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; 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text-align:left;border-color:#000000;min-width:21px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 352px; text-align:left;border-color:#000000;min-width:352px;">&#160;</td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td colspan="7" style="width: 239px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:239px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">At December 31, 2011</font></td></tr><tr style="height: 18px"><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 352px; text-align:left;border-color:#000000;min-width:352px;">&#160;</td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 50px; 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text-align:right;border-color:#000000;min-width:68px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,366</font></td></tr><tr style="height: 17px"><td style="width: 229px; text-align:left;border-color:#000000;min-width:229px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">VIE liabilities </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 91px; text-align:right;border-color:#000000;min-width:91px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 967</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 82px; text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 87</font></td><td style="width: 13px; 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border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 79px; border-top-style:solid;border-top-width:2px;border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:79px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Collateralized Debt Obligations</font></td><td style="width: 19px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 79px; border-top-style:solid;border-top-width:2px;border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:79px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Managed Real Estate Partnerships</font></td><td style="width: 19px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 74px; 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text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 79px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:79px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 79px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:79px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 74px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:74px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 65px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:65px;">&#160;</td></tr><tr style="height: 14px"><td style="width: 228px; text-align:left;border-color:#000000;min-width:228px;">&#160;</td><td style="width: 15px; 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text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,937</font></td></tr><tr style="height: 17px"><td style="width: 228px; text-align:left;border-color:#000000;min-width:228px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">VIE liabilities </font></td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 92px; text-align:right;border-color:#000000;min-width:92px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,699</font></td><td style="width: 19px; text-align:right;border-color:#000000;min-width:19px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 69</font></td><td style="width: 19px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 307px; text-align:left;border-color:#000000;min-width:307px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Debt and equity interests(2) </font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 17,797</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,118</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 359</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 896</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,512</font></td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 307px; text-align:left;border-color:#000000;min-width:307px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Derivative and other contracts </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 108</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 47</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,705</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 863</font></td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 307px; text-align:left;border-color:#000000;min-width:307px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Commitments, guarantees and other </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 315</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 777</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,007</font></td></tr><tr style="height: 18px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 295px; text-align:left;border-color:#000000;min-width:295px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total maximum exposure to loss </font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 18,220</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 63px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,165</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,064</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,673</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,382</font></td></tr><tr style="height: 18px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 295px; text-align:left;border-color:#000000;min-width:295px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 17px"><td colspan="3" style="width: 319px; text-align:left;border-color:#000000;min-width:319px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Carrying value of exposure to loss&#8212;Assets:</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 307px; text-align:left;border-color:#000000;min-width:307px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Debt and equity interests(2) </font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 17,797</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,118</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 359</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 538</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,507</font></td></tr><tr style="height: 17px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 307px; text-align:left;border-color:#000000;min-width:307px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Derivative and other contracts </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 109</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 6</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 48px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:48px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 308</font></td></tr><tr style="height: 18px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 295px; text-align:left;border-color:#000000;min-width:295px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total carrying value of exposure to loss&#8212;Assets </font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 17,906</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 63px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,120</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 365</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 538</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; 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text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 318px; text-align:left;border-color:#000000;min-width:318px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Debt and equity interests(2) </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 16,469</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 491</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 201</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 978</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,413</font></td></tr><tr style="height: 15px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 318px; text-align:left;border-color:#000000;min-width:318px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Derivative and other contracts </font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 103</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 843</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,141</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,209</font></td></tr><tr style="height: 15px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 318px; text-align:left;border-color:#000000;min-width:318px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Commitments, guarantees and other </font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 61px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 208</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 64px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 804</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 561</font></td></tr><tr style="height: 15px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 306px; text-align:left;border-color:#000000;min-width:306px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total maximum exposure to loss </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 16,780</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 64px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,334</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 55px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:55px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,342</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,782</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,183</font></td></tr><tr style="height: 15px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 306px; text-align:left;border-color:#000000;min-width:306px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 61px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 64px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 55px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:55px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 58px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td></tr><tr style="height: 15px"><td colspan="3" style="width: 330px; text-align:left;border-color:#000000;min-width:330px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Carrying value of exposure to loss&#8212;Assets:</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 318px; text-align:left;border-color:#000000;min-width:318px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Debt and equity interests(2) </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 16,469</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 491</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 55px; text-align:right;border-color:#000000;min-width:55px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 201</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 640</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,413</font></td></tr><tr style="height: 15px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="2" style="width: 318px; text-align:left;border-color:#000000;min-width:318px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Derivative and other contracts </font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 61px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 101</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 64px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 657</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 55px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:55px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 24</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 338</font></td></tr><tr style="height: 15px"><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 306px; text-align:left;border-color:#000000;min-width:306px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total carrying value of exposure to loss&#8212;Assets </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 16,570</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 64px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,148</font></td><td style="width: 13px; 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text-align:right;border-color:#000000;min-width:59px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 31</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 32</font></td></tr><tr style="height: 15px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 355px; 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text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 59px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:59px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 206</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 31</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 51px; 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text-align:right;border-color:#000000;min-width:15px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 50px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 717</font></td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; 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text-align:right;border-color:#000000;min-width:15px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 50px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 50px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:50px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 656</font></td><td style="width: 15px; text-align:right;border-color:#000000;min-width:15px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 48px; 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text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 59px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:59px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 18</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 59px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:59px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,200</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 65px; 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text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 352px; text-align:left;border-color:#000000;min-width:352px;">&#160;</td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td colspan="7" style="width: 239px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:239px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">At December 31, 2011</font></td></tr><tr style="height: 18px"><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 352px; text-align:left;border-color:#000000;min-width:352px;">&#160;</td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 50px; border-top-style:solid;border-top-width:2px;border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:50px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Level&#160;1</font></td><td style="width: 15px; 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text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 48px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 47px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:47px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;">&#160;</td><td style="width: 22px; text-align:left;border-color:#000000;min-width:22px;">&#160;</td><td style="width: 352px; text-align:left;border-color:#000000;min-width:352px;">&#160;</td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td colspan="7" style="width: 239px; text-align:center;border-color:#000000;min-width:239px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">(dollars in millions)</font></td></tr><tr style="height: 17px"><td colspan="3" style="width: 395px; text-align:left;border-color:#000000;min-width:395px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Retained interests (fair value):</font></td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;">&#160;</td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 50px; text-align:left;border-color:#000000;min-width:50px;">&#160;</td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 48px; text-align:left;border-color:#000000;min-width:48px;">&#160;</td><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 47px; text-align:left;border-color:#000000;min-width:47px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;">&#160;</td><td colspan="2" style="width: 374px; 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The Company individually evaluated for impairment</font><font style="font-family:Times New Roman;font-size:10pt;">,</font><font style="font-family:Times New Roman;font-size:10pt;"> gross </font><font style="font-family:Times New Roman;font-size:10pt;">of the allowance, </font><font style="font-family:Times New Roman;font-size:10pt;">com</font><font style="font-family:Times New Roman;font-size:10pt;">mercial a</font><font style="font-family:Times New Roman;font-size:10pt;">nd industrial loans, </font><font style="font-family:Times New Roman;font-size:10pt;">consumer</font><font style="font-family:Times New Roman;font-size:10pt;"> </font><font style="font-family:Times New Roman;font-size:10pt;">and wholesale real estate loans </font><font style="font-family:Times New Roman;font-size:10pt;">of </font><font style="font-family:Times New Roman;font-size:10pt;">$</font><font style="font-family:Times New Roman;font-size:10pt;">52</font><font style="font-family:Times New Roman;font-size:10pt;"> million,</font><font style="font-family:Times New Roman;font-size:10pt;"> </font><font style="font-family:Times New Roman;font-size:10pt;">$</font><font style="font-family:Times New Roman;font-size:10pt;">4</font><font style="font-family:Times New Roman;font-size:10pt;"> </font><font style="font-family:Times New Roman;font-size:10pt;">million</font><font style="font-family:Times New Roman;font-size:10pt;"> and $</font><font style="font-family:Times New Roman;font-size:10pt;">32</font><font style="font-family:Times New Roman;font-size:10pt;"> million</font><font style="font-family:Times New Roman;font-size:10pt;"> respectively. Commercial and industrial loans of approximately </font><font style="font-family:Times New Roman;font-size:10pt;">$</font><font style="font-family:Times New Roman;font-size:10pt;">31</font><font style="font-family:Times New Roman;font-size:10pt;"> million and wholesale real estate loans of approximately </font><font style="font-family:Times New Roman;font-size:10pt;">$</font><font style="font-family:Times New Roman;font-size:10pt;">32</font><font style="font-family:Times New Roman;font-size:10pt;"> million were impaired at </font><font style="font-family:Times New Roman;font-size:10pt;">June</font><font style="font-family:Times New Roman;font-size:10pt;"> 3</font><font style="font-family:Times New Roman;font-size:10pt;">0</font><font style="font-family:Times New Roman;font-size:10pt;">, 2012</font><font style="font-family:Times New Roman;font-size:10pt;">. </font><font style="font-family:Times New Roman;font-size:10pt;">Approximately </font><font style="font-family:Times New Roman;font-size:10pt;">99</font><font style="font-family:Times New Roman;font-size:10pt;">%</font><font style="font-family:Times New Roman;font-size:10pt;"> of the Company's loan portfolio was current at </font><font style="font-family:Times New Roman;font-size:10pt;">June</font><font style="font-family:Times New Roman;font-size:10pt;"> 3</font><font style="font-family:Times New Roman;font-size:10pt;">0</font><font style="font-family:Times New Roman;font-size:10pt;">, 2012</font><font style="font-family:Times New Roman;font-size:10pt;">. </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">At December&#160;31, 2011</font><font style="font-family:Times New Roman;font-size:10pt;">, the Company collectively evaluated for impairment gross commercial and industrial loans, consumer loans, residential real estate loans and wholesale real estate loans of $</font><font style="font-family:Times New Roman;font-size:10pt;">4</font><font style="font-family:Times New Roman;font-size:10pt;">,934</font><font style="font-family:Times New Roman;font-size:10pt;"> million, $</font><font style="font-family:Times New Roman;font-size:10pt;">5</font><font style="font-family:Times New Roman;font-size:10pt;">,072</font><font style="font-family:Times New Roman;font-size:10pt;"> million, $</font><font style="font-family:Times New Roman;font-size:10pt;">4,675</font><font style="font-family:Times New Roman;font-size:10pt;"> million and $</font><font style="font-family:Times New Roman;font-size:10pt;">278</font><font style="font-family:Times New Roman;font-size:10pt;"> million, respectively. The Company individually evaluated for impairment gross commercial and industrial loans, consumer and wholesale real estate loans of $</font><font style="font-family:Times New Roman;font-size:10pt;">163</font><font style="font-family:Times New Roman;font-size:10pt;"> million, $</font><font style="font-family:Times New Roman;font-size:10pt;">100</font><font style="font-family:Times New Roman;font-size:10pt;"> million and $</font><font style="font-family:Times New Roman;font-size:10pt;">50</font><font style="font-family:Times New Roman;font-size:10pt;"> million, respectively. Commercial and industrial loans of approximately $</font><font style="font-family:Times New Roman;font-size:10pt;">33</font><font style="font-family:Times New Roman;font-size:10pt;"> million and wholesale real estate loans of approximately $</font><font style="font-family:Times New Roman;font-size:10pt;">50</font><font style="font-family:Times New Roman;font-size:10pt;"> million we</font><font style="font-family:Times New Roman;font-size:10pt;">re impaired at December&#160;31, 2011</font><font style="font-family:Times New Roman;font-size:10pt;">. Approximately </font><font style="font-family:Times New Roman;font-size:10pt;">99</font><font style="font-family:Times New Roman;font-size:10pt;">% of the Company's loan portfolio was current at</font><font style="font-family:Times New Roman;font-size:10pt;"> December&#160;31, 2011</font><font style="font-family:Times New Roman;font-size:10pt;">. </font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The Company assigned an internal grade of &#8220;doubtful&#8221; to certain commercial </font><font style="font-family:Times New Roman;font-size:10pt;">asset-backed </font><font style="font-family:Times New Roman;font-size:10pt;">and </font><font style="font-family:Times New Roman;font-size:10pt;">wholesale real estate</font><font style="font-family:Times New Roman;font-size:10pt;"> loans totaling $</font><font style="font-family:Times New Roman;font-size:10pt;">35</font><font style="font-family:Times New Roman;font-size:10pt;"> million and $</font><font style="font-family:Times New Roman;font-size:10pt;">87</font><font style="font-family:Times New Roman;font-size:10pt;"> million at </font><font style="font-family:Times New Roman;font-size:10pt;">June</font><font style="font-family:Times New Roman;font-size:10pt;"> 3</font><font style="font-family:Times New Roman;font-size:10pt;">0</font><font style="font-family:Times New Roman;font-size:10pt;">, 2012 and December&#160;31, 2011</font><font style="font-family:Times New Roman;font-size:10pt;">, respectively. Doubtful loans can be classified as current if the borrower is making payments in accordance with the loan agreement. The Company assigned an internal grade of &#8220;pass&#8221; to the majority of </font><font style="font-family:Times New Roman;font-size:10pt;">its </font><font style="font-family:Times New Roman;font-size:10pt;">remaining </font><font style="font-family:Times New Roman;font-size:10pt;">loan portfolio</font><font style="font-family:Times New Roman;font-size:10pt;">.</font></p><p style='margin-top:9pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">For a description of the Company's loan portfolio and credit quality indicators utilized in its credit monitoring process, see Note 8 to the consolidated financial statements for the year ended December&#160;31, 2011 included in the Form&#160;10-K. </font></p><p style='margin-top:13.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-style:italic;margin-left:0px;">Employee Loans. </font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">Employee loans are granted primarily in conjunction with a program established in the Global Wealth Management Group business segment to retain and recruit certain employees. These loans are recorded in Receivables&#8212;Fees, interest and other in the </font><font style="font-family:Times New Roman;font-size:10pt;">condensed </font><font style="font-family:Times New Roman;font-size:10pt;">consolidated statements of financial condition. These loans are full recourse,</font><font style="font-family:Times New Roman;font-size:10pt;"> generally</font><font style="font-family:Times New Roman;font-size:10pt;"> require periodic payments and have r</font><font style="font-family:Times New Roman;font-size:10pt;">epayment terms ranging from one</font><font style="font-family:Times New Roman;font-size:10pt;"> to </font><font style="font-family:Times New Roman;font-size:10pt;">12</font><font style="font-family:Times New Roman;font-size:10pt;"> years. The Company establishes a reserve for loan amounts it does not consider recoverable from terminated employees, which is recorded in Compensation and benefits expense. At </font><font style="font-family:Times New Roman;font-size:10pt;">June</font><font style="font-family:Times New Roman;font-size:10pt;"> 3</font><font style="font-family:Times New Roman;font-size:10pt;">0</font><font style="font-family:Times New Roman;font-size:10pt;">, 2012</font><font style="font-family:Times New Roman;font-size:10pt;">, the Company had $</font><font style="font-family:Times New Roman;font-size:10pt;">6</font><font style="font-family:Times New Roman;font-size:10pt;">,0</font><font style="font-family:Times New Roman;font-size:10pt;">8</font><font style="font-family:Times New Roman;font-size:10pt;">9</font><font style="font-family:Times New Roman;font-size:10pt;"> </font><font style="font-family:Times New Roman;font-size:10pt;">million of employee loans, net of an</font><font style="font-family:Times New Roman;font-size:10pt;"> allowance of approximately $</font><font style="font-family:Times New Roman;font-size:10pt;">128</font><font style="font-family:Times New Roman;font-size:10pt;"> million. 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text-align:left;border-color:#000000;min-width:30px;">&#160;</td><td style="width: 368px; text-align:left;border-color:#000000;min-width:368px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 91px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">June 30, 2012</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 91px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:91px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">December 31, 2011</font></td></tr><tr style="height: 17px"><td style="width: 30px; text-align:left;border-color:#000000;min-width:30px;">&#160;</td><td style="width: 368px; text-align:left;border-color:#000000;min-width:368px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td colspan="5" style="width: 212px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:212px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">(dollars in millions)</font></td></tr><tr style="height: 17px"><td colspan="2" style="width: 398px; text-align:left;border-color:#000000;min-width:398px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Commercial and industrial</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 10px; 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margin-bottom:0pt'>&#160;</p><p style='margin-top:0pt; margin-bottom:0pt'>&#160;</p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0px;">Net Intangible Assets. </font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">&#160;</font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">Changes in the carrying amount of the Company's intangible assets for</font><font style="font-family:Times New Roman;font-size:10pt;"> the </font><font style="font-family:Times New Roman;font-size:10pt;">six months </font><font style="font-family:Times New Roman;font-size:10pt;">ended</font><font style="font-family:Times New Roman;font-size:10pt;"> </font><font style="font-family:Times New Roman;font-size:10pt;">June</font><font style="font-family:Times New Roman;font-size:10pt;"> 3</font><font style="font-family:Times New Roman;font-size:10pt;">0</font><font style="font-family:Times New Roman;font-size:10pt;">, 2012 were</font><font style="font-family:Times New Roman;font-size:10pt;"> as follows:</font></p><p style='margin-top: 0pt; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 57px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:57px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 364px; text-align:left;border-color:#000000;min-width:364px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="7" style="width: 319px; text-align:center;border-color:#000000;min-width:319px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">(dollars in millions)</font></td></tr><tr style="height: 17px"><td style="width: 364px; text-align:left;border-color:#000000;min-width:364px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">Amortizable net intangible assets at December 31, 2011 </font></td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 229</font></td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,641</font></td><td style="width: 11px; text-align:center;border-color:#000000;min-width:11px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 76px; 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text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 280</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 57px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:57px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 280</font></td></tr><tr style="height: 18px"><td style="width: 364px; text-align:left;border-color:#000000;min-width:364px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">Net intangible assets at December&#160;31, 2011</font></td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: center;">$</font></td><td style="width: 76px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 351</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 76px; 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text-align:left;border-color:#000000;min-width:364px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">Amortizable net intangible assets at December&#160;31, 2011</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 76px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 229</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 76px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,641</font></td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 57px; text-align:right;border-color:#000000;min-width:57px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (4)</font></td></tr><tr style="height: 17px"><td style="width: 364px; text-align:left;border-color:#000000;min-width:364px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Intangible assets acquired during the period </font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 57px; text-align:right;border-color:#000000;min-width:57px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4</font></td></tr><tr style="height: 17px"><td style="width: 364px; text-align:left;border-color:#000000;min-width:364px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">Amortizable net intangible assets at June 30, 2012</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 215</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,482</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 57px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:57px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,699</font></td></tr><tr style="height: 17px"><td style="width: 364px; text-align:left;border-color:#000000;min-width:364px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Mortgage servicing rights (see Note 6) </font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 8</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 57px; text-align:right;border-color:#000000;min-width:57px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 8</font></td></tr><tr style="height: 17px"><td style="width: 364px; text-align:left;border-color:#000000;min-width:364px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Indefinite-lived intangible assets</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td></tr><tr style="height: 21px"><td style="width: 164px; border-bottom-style:solid;border-bottom-width:2px;text-align:left;border-color:#000000;min-width:164px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td></tr><tr style="height: 2px"><td style="width: 17px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:17px;">&#160;</td><td style="width: 164px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:164px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 51px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 51px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 51px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 51px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 79px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:79px;">&#160;</td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:82px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:81px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:79px;">&#160;</td></tr><tr style="height: 17px"><td colspan="3" style="width: 333px; text-align:left;border-color:#000000;min-width:333px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Derivatives not designated as accounting hedges(1):</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; text-align:right;border-color:#000000;min-width:82px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 320px; text-align:left;border-color:#000000;min-width:320px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate contracts </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 867,321</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 19,052,076</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 845,668</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 19,100,997</font></td></tr><tr style="height: 17px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 320px; text-align:left;border-color:#000000;min-width:320px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Credit contracts </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 101,464</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,175,722</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 96,216</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,126,827</font></td></tr><tr style="height: 17px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 320px; text-align:left;border-color:#000000;min-width:320px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Foreign exchange contracts </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 49,907</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,814,083</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 53,477</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,892,732</font></td></tr><tr style="height: 17px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 320px; text-align:left;border-color:#000000;min-width:320px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Equity contracts </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 44,905</font></td><td style="width: 13px; 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border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 70</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,402</font></td></tr><tr style="height: 20px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 307px; text-align:left;border-color:#000000;min-width:307px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total derivatives not designated as accounting hedges </font></td><td style="width: 13px; 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text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 364px; text-align:left;border-color:#000000;min-width:364px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate contracts </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 904,725</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 21,099,876</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 880,027</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 21,005,733</font></td></tr><tr style="height: 17px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 364px; text-align:left;border-color:#000000;min-width:364px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Credit contracts </font></td><td style="width: 13px; 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border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:68px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 24,905</font></td></tr><tr style="height: 20px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 351px; text-align:left;border-color:#000000;min-width:351px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total derivatives not designated as accounting hedges </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 66px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,192,174</font></td><td style="width: 13px; 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text-align:left;border-color:#000000;min-width:377px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total derivatives </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 66px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,200,673</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 77px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:77px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 26,259,404</font></td><td style="width: 13px; 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text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 77px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:77px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 26,259,404</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 68px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:68px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 46,453</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 68px; 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margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">&#160;</font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The following tables summarize the gains or losses reported on derivative instruments designated and qualifying as accounting hedges for </font><font style="font-family:Times New Roman;font-size:10pt;">the quarters </font><font style="font-family:Times New Roman;font-size:10pt;">and six month</font><font style="font-family:Times New Roman;font-size:10pt;">s</font><font style="font-family:Times New Roman;font-size:10pt;"> </font><font style="font-family:Times New Roman;font-size:10pt;">ended </font><font style="font-family:Times New Roman;font-size:10pt;">June</font><font style="font-family:Times New Roman;font-size:10pt;"> 3</font><font style="font-family:Times New Roman;font-size:10pt;">0</font><font style="font-family:Times New Roman;font-size:10pt;">, 2012 and 2011</font><font style="font-family:Times New Roman;font-size:10pt;">,</font><font style="font-family:Times New Roman;font-size:10pt;"> respectively. </font></p><p style='margin-top:0pt; 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margin-bottom: 0pt;'></p><div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 18px"><td style="width: 318px; text-align:left;border-color:#000000;min-width:318px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="7" style="width: 366px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:366px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">At June 30, 2012</font></td></tr><tr style="height: 17px"><td style="width: 318px; text-align:left;border-color:#000000;min-width:318px;">&#160;</td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;">&#160;</td><td colspan="7" style="width: 366px; border-top-style:solid;border-top-width:2px;border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:366px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Maximum Potential Payout/Notional</font></td></tr><tr style="height: 17px"><td style="width: 318px; text-align:left;border-color:#000000;min-width:318px;">&#160;</td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;">&#160;</td><td colspan="3" style="width: 179px; border-top-style:solid;border-top-width:2px;border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:179px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Protection Sold</font></td><td style="width: 12px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="3" style="width: 175px; border-top-style:solid;border-top-width:2px;border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:175px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Protection Purchased</font></td></tr><tr style="height: 31px"><td style="width: 318px; text-align:left;border-color:#000000;min-width:318px;">&#160;</td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 82px; border-top-style:solid;border-top-width:2px;border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:82px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Notional</font></td><td style="width: 12px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 85px; border-top-style:solid;border-top-width:2px;border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:85px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Fair Value (Asset)/Liability</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 81px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 14,727</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 23,726</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 8,146</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 56,903</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 303</font></td></tr><tr style="height: 17px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">A </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 75,045</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 98,321</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 76,287</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 32,078</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 281,731</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,949</font></td></tr><tr style="height: 17px"><td style="width: 14px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 41,975</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 505,973</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,003</font></td></tr><tr style="height: 17px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Non-investment grade </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 84,407</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 105,363</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 81,343</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 27,307</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 298,420</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 16,794</font></td></tr><tr style="height: 17px"><td colspan="3" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 312,770</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 411,967</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 336,200</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 119,480</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,180,417</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 26,932</font></td></tr><tr style="height: 25px"><td colspan="3" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Index and basket credit default swaps(3):</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:67px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">AAA </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 73,314</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 50,652</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 49,310</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 15,326</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 188,602</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (1,063)</font></td></tr><tr style="height: 17px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">AA </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,525</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 13,256</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">A </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 6,115</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 6,440</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 34,045</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,380</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 48,980</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,585</font></td></tr><tr style="height: 17px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">BBB </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 33,683</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 101,638</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 171,423</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 29,284</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 977,136</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 29,732</font></td></tr><tr style="height: 18px"><td colspan="3" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total credit default swaps sold </font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 521,915</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 63px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 681,228</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; 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text-align:left;border-color:#000000;min-width:265px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total credit derivatives and</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:67px;">&#160;</td></tr><tr style="height: 18px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">other credit contracts </font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 522,619</font></td><td style="width: 12px; 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margin-bottom: 0pt;'></p><p style='margin-top:12pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">_____________</font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(1)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting. </font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(2)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts. </font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(3)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Credit ratings are </font><font style="font-family:Times New Roman;font-size:7.5pt;">calculated internally</font><font style="font-family:Times New Roman;font-size:7.5pt;">.</font><font style="font-family:Times New Roman;font-size:7.5pt;"> </font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(4)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments.</font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(5)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Fair value amount shown represents the fair value of the hybrid instruments.</font></p><p style='margin-top:0pt; margin-bottom:0pt'>&#160;</p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The table below summarizes </font><font style="font-family:Times New Roman;font-size:10pt;">the credit ratings and maturities of </font><font style="font-family:Times New Roman;font-size:10pt;">protection sold through credit default swaps and </font><font style="font-family:Times New Roman;font-size:10pt;">other credit contracts</font><font style="font-family:Times New Roman;font-size:10pt;"> at December&#160;31, 2011</font><font style="font-family:Times New Roman;font-size:10pt;">:</font><font style="font-family:Times New Roman;font-size:10pt;"> </font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">&#160;</font></p><p style='margin-top:0pt; margin-bottom:0pt'>&#160;</p><p style='margin-top: 0pt; margin-bottom: 0pt;'></p><div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 17px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 191px; text-align:left;border-color:#000000;min-width:191px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="11" style="width: 404px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:404px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Protection Sold</font></td></tr><tr style="height: 17px"><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 191px; text-align:left;border-color:#000000;min-width:191px;">&#160;</td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;">&#160;</td><td colspan="9" style="width: 327px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;">&#160;</td><td colspan="2" style="width: 207px; text-align:left;border-color:#000000;min-width:207px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">AAA</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 48,115</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 49,997</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 33,584</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 19,110</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 150,806</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (907)</font></td></tr><tr style="height: 17px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;">&#160;</td><td colspan="2" style="width: 207px; text-align:left;border-color:#000000;min-width:207px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">AA</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 6,584</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 15,349</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 9,498</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 15,745</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 47,176</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,053</font></td></tr><tr style="height: 17px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;">&#160;</td><td colspan="2" style="width: 207px; text-align:left;border-color:#000000;min-width:207px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">A</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 5,202</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 18,996</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 17,396</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 12,286</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 53,880</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,470</font></td></tr><tr style="height: 17px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;">&#160;</td><td colspan="2" style="width: 207px; text-align:left;border-color:#000000;min-width:207px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">BBB</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 8,525</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 99,004</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 235,888</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 32,057</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 375,474</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 8,365</font></td></tr><tr style="height: 17px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;">&#160;</td><td colspan="2" style="width: 207px; text-align:left;border-color:#000000;min-width:207px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Non-investment grade</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 112,451</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 141,042</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 160,537</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 65,993</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 480,023</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 35,603</font></td></tr><tr style="height: 17px"><td colspan="3" style="width: 227px; text-align:left;border-color:#000000;min-width:227px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 180,877</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 324,388</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 456,903</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 145,191</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,107,359</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 46,584</font></td></tr><tr style="height: 17px"><td colspan="3" style="width: 227px; text-align:left;border-color:#000000;min-width:227px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total credit default swaps sold</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 487,620</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 828,686</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 787,357</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 328,741</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,432,404</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 93,629</font></td></tr><tr style="height: 17px"><td colspan="3" style="width: 227px; text-align:left;border-color:#000000;min-width:227px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Other credit contracts(4)(5)</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 65</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,356</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 717</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; 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text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 53px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:53px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 50px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:50px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 50px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:50px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 11px; 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border-bottom-style:solid;border-bottom-width:2px;text-align:left;border-color:#000000;min-width:164px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td></tr><tr style="height: 2px"><td style="width: 17px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:17px;">&#160;</td><td style="width: 164px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:164px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 51px; border-top-style:solid;border-top-width:2px;text-align:center;border-color:#000000;min-width:51px;">&#160;</td><td style="width: 11px; text-align:left;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 51px; 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text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 8,835</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:81px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 82,154</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 147</font></td><td style="width: 13px; 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text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:79px;">&#160;</td></tr><tr style="height: 17px"><td colspan="3" style="width: 333px; text-align:left;border-color:#000000;min-width:333px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Derivatives not designated as accounting hedges(1):</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; text-align:right;border-color:#000000;min-width:82px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 320px; text-align:left;border-color:#000000;min-width:320px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate contracts </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 867,321</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 19,052,076</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 845,668</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 19,100,997</font></td></tr><tr style="height: 17px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 320px; text-align:left;border-color:#000000;min-width:320px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Credit contracts </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 101,464</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,175,722</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 96,216</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,126,827</font></td></tr><tr style="height: 17px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 320px; text-align:left;border-color:#000000;min-width:320px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Foreign exchange contracts </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 49,907</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,814,083</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 53,477</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,892,732</font></td></tr><tr style="height: 17px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 320px; text-align:left;border-color:#000000;min-width:320px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Equity contracts </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 44,905</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 671,162</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 49,038</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 654,605</font></td></tr><tr style="height: 17px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 320px; text-align:left;border-color:#000000;min-width:320px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Commodity contracts </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 33,517</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; text-align:right;border-color:#000000;min-width:81px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 410,648</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 33,536</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 384,360</font></td></tr><tr style="height: 17px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 320px; text-align:left;border-color:#000000;min-width:320px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Other </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 126</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:81px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,139</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 70</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,402</font></td></tr><tr style="height: 20px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 307px; text-align:left;border-color:#000000;min-width:307px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total derivatives not designated as accounting hedges </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 82px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,097,240</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 81px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:81px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 24,125,830</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 76px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,078,005</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 24,163,923</font></td></tr><tr style="height: 17px"><td colspan="3" style="width: 333px; text-align:left;border-color:#000000;min-width:333px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total derivatives </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 82px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:82px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,106,075</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 81px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:81px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 24,207,984</font></td><td style="width: 13px; 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text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;">&#160;</td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 68px; text-align:right;border-color:#000000;min-width:68px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="2" style="width: 364px; text-align:left;border-color:#000000;min-width:364px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest rate contracts </font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 904,725</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 77px; 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text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 77px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:77px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 26,259,404</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 68px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:68px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 46,453</font></td><td style="width: 13px; text-align:right;border-color:#000000;min-width:13px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 68px; 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text-align:left;border-color:#000000;min-width:393px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;"> Total </font></td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 226</font></td><td style="width: 12px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 56px; 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text-align:left;border-color:#000000;min-width:28px;">&#160;</td><td style="width: 353px; text-align:left;border-color:#000000;min-width:353px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; text-align:center;border-color:#000000;min-width:66px;">&#160;</td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; text-align:center;border-color:#000000;min-width:66px;">&#160;</td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 57px; text-align:center;border-color:#000000;min-width:57px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 381px; text-align:left;border-color:#000000;min-width:381px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Foreign exchange contracts(1) </font></td><td style="width: 12px; 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text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 37,390</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 883</font></td></tr><tr style="height: 17px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">AA </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 10,304</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 14,727</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 23,726</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 8,146</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 56,903</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 303</font></td></tr><tr style="height: 17px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">A </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 75,045</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 98,321</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 76,287</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 32,078</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 281,731</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,949</font></td></tr><tr style="height: 17px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">BBB </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 141,081</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 187,707</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 135,210</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 41,975</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 505,973</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,003</font></td></tr><tr style="height: 17px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Non-investment grade </font></td><td style="width: 12px; 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border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 27,307</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 298,420</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 16,794</font></td></tr><tr style="height: 17px"><td colspan="3" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 312,770</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 411,967</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 336,200</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 119,480</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,180,417</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 26,932</font></td></tr><tr style="height: 25px"><td colspan="3" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Index and basket credit default swaps(3):</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:67px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">AAA </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 73,314</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (1,063)</font></td></tr><tr style="height: 17px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">AA </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 4,525</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 13,256</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 977,136</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:67px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 29,732</font></td></tr><tr style="height: 18px"><td colspan="3" style="width: 265px; text-align:left;border-color:#000000;min-width:265px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total credit default swaps sold </font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 521,915</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 63px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 681,228</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 737,154</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 63px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:63px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 217,256</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,157,553</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:265px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total credit derivatives and</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 58px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:58px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 63px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:63px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 67px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:67px;">&#160;</td></tr><tr style="height: 18px"><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td colspan="2" style="width: 251px; text-align:left;border-color:#000000;min-width:251px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">other credit contracts </font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 522,619</font></td><td style="width: 12px; 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margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(3)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Credit ratings are </font><font style="font-family:Times New Roman;font-size:7.5pt;">calculated internally</font><font style="font-family:Times New Roman;font-size:7.5pt;">.</font><font style="font-family:Times New Roman;font-size:7.5pt;"> </font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(4)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments.</font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(5)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Fair value amount shown represents the fair value of the hybrid instruments.</font></p><p style='margin-top:0pt; margin-bottom:0pt'>&#160;</p><p style='margin-top: 0pt; margin-bottom: 0pt;'></p><p style='margin-top:12pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The table below summarizes </font><font style="font-family:Times New Roman;font-size:10pt;">the credit ratings and maturities of </font><font style="font-family:Times New Roman;font-size:10pt;">protection sold through credit default swaps and </font><font style="font-family:Times New Roman;font-size:10pt;">other credit contracts</font><font style="font-family:Times New Roman;font-size:10pt;"> at December&#160;31, 2011</font><font style="font-family:Times New Roman;font-size:10pt;">:</font></p><p style='margin-top: 0pt; margin-bottom: 0pt;'></p><div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 17px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 191px; text-align:left;border-color:#000000;min-width:191px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="11" style="width: 404px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:404px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Protection Sold</font></td></tr><tr style="height: 17px"><td style="width: 20px; text-align:center;border-color:#000000;min-width:20px;">&#160;</td><td style="width: 16px; text-align:left;border-color:#000000;min-width:16px;">&#160;</td><td style="width: 191px; text-align:left;border-color:#000000;min-width:191px;">&#160;</td><td style="width: 12px; text-align:center;border-color:#000000;min-width:12px;">&#160;</td><td colspan="9" style="width: 327px; border-top-style:solid;border-top-width:2px;border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:327px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Maximum Potential Payout/Notional</font></td><td style="width: 12px; 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border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 47,635</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 357,770</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 30,440</font></td></tr><tr style="height: 17px"><td colspan="3" style="width: 227px; text-align:left;border-color:#000000;min-width:227px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 183,550</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,325,045</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 47,045</font></td></tr><tr style="height: 17px"><td colspan="3" style="width: 227px; text-align:left;border-color:#000000;min-width:227px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Index and basket credit default swaps(3):</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:56px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:61px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:65px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;">&#160;</td><td colspan="2" style="width: 207px; text-align:left;border-color:#000000;min-width:207px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">AAA</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 48,115</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 49,997</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 33,584</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 19,110</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 150,806</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (907)</font></td></tr><tr style="height: 17px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;">&#160;</td><td colspan="2" style="width: 207px; text-align:left;border-color:#000000;min-width:207px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">AA</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 6,584</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 15,349</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 9,498</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 15,745</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 47,176</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,053</font></td></tr><tr style="height: 17px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;">&#160;</td><td colspan="2" style="width: 207px; text-align:left;border-color:#000000;min-width:207px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">A</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 5,202</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 18,996</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 17,396</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 12,286</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 53,880</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,470</font></td></tr><tr style="height: 17px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;">&#160;</td><td colspan="2" style="width: 207px; text-align:left;border-color:#000000;min-width:207px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">BBB</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 8,525</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 99,004</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 235,888</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 32,057</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 375,474</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 8,365</font></td></tr><tr style="height: 17px"><td style="width: 20px; text-align:left;border-color:#000000;min-width:20px;">&#160;</td><td colspan="2" style="width: 207px; text-align:left;border-color:#000000;min-width:207px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Non-investment grade</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 112,451</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 141,042</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 160,537</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 65,993</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 480,023</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 35,603</font></td></tr><tr style="height: 17px"><td colspan="3" style="width: 227px; text-align:left;border-color:#000000;min-width:227px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 180,877</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 324,388</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 456,903</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 145,191</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,107,359</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 46,584</font></td></tr><tr style="height: 17px"><td colspan="3" style="width: 227px; text-align:left;border-color:#000000;min-width:227px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total credit default swaps sold</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 487,620</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 828,686</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 787,357</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 328,741</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 61px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:61px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,432,404</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 65px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:65px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 93,629</font></td></tr><tr style="height: 17px"><td colspan="3" style="width: 227px; text-align:left;border-color:#000000;min-width:227px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Other credit contracts(4)(5)</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 56px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 65</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,356</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:54px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 717</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 54px; 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margin-bottom: 0pt;'></p><p style='margin-top:12pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">_____________</font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(1)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting. </font></p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:7.5pt;margin-left:0px;">(2)&#160;&#160;&#160;&#160;&#160;&#160;&#160;</font><font style="font-family:Times New Roman;font-size:7.5pt;">Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts. </font></p><p style='margin-top:0pt; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 54px; text-align:right;border-color:#000000;min-width:54px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 59px; text-align:right;border-color:#000000;min-width:59px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 193px; text-align:left;border-color:#000000;min-width:193px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">warranties</font></td><td style="width: 12px; 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These guarantees generally are entity or product specific and are required by investors or trading counterparties. 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Certain of the actual or threatened legal actions include claims for substantial compensatory and/or punitive damages or claims for indeterminate amounts of damages. In some cases, the entities that would otherwise be the primary defendants in such cases are bankrupt or are in financial distress. These actions have included, but are not limited to, residential mortgage and credit crisis related matters. </font><font style="font-family:Times New Roman;font-size:10pt;">Over the last several years,</font><font style="font-family:Times New Roman;font-size:10pt;"> the level of litigation </font><font style="font-family:Times New Roman;font-size:10pt;">and investigatory </font><font style="font-family:Times New Roman;font-size:10pt;">activity focused on residential mortgage and credit crisis related matters has increased materially in the financial services industry. 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O</font><font style="font-family:Times New Roman;font-size:10pt;">n</font><font style="font-family:Times New Roman;font-size:10pt;"> January 5, 2012, the c</font><font style="font-family:Times New Roman;font-size:10pt;">ourt permitted plaintiffs to amend their Complaint and assert a negligence claim against the Company. The amended </font><font style="font-family:Times New Roman;font-size:10pt;">complaint</font><font style="font-family:Times New Roman;font-size:10pt;"> was filed on January 9, 2012 and the Company moved to dismiss the negligence claim on January 17, 2012. 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Morgan Stanley&#160;&amp; Co. Incorporated et al</font><font style="font-family:Times New Roman;font-size:10pt;">. and is pending in the Supreme Court of the State of New York, New York County. The complaint relates to a $</font><font style="font-family:Times New Roman;font-size:10pt;">275</font><font style="font-family:Times New Roman;font-size:10pt;"> million credit default swap referencing the super senior portion of the STACK 2006-1 CDO. The complaint asserts claims for common law fraud, fraudulent inducement and fraudulent concealment and alleges that the Company misrepresented the risks of the STACK 2006-1 CDO to CDIB, and that the Company knew that the assets backing the CDO were of poor quality when it entered into the credit default swap with CDIB. 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text-align:left;border-color:#000000;min-width:89px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 21px; text-align:left;border-color:#000000;min-width:21px;">&#160;</td><td style="width: 301px; text-align:left;border-color:#000000;min-width:301px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">securities borrowing agreements(4)(5)</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 51px; text-align:right;border-color:#000000;min-width:51px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 57,864</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; text-align:right;border-color:#000000;min-width:56px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 56px; 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These guarantees relate to obligations of the fund's investee entities, including guarantees related to capital expenditures and principal and interest debt payments. 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The Federal Reserve establishes capital requirements for the Company, including well-capitalized standards, and evaluates the Company's compliance with such capital requirements. The Office of the Comptroller of the Currency establishes similar capital requirements and standards for the Company's national bank subsidiaries. </font></p><p style='margin-top:0pt; margin-bottom:0pt'>&#160;</p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The Company calculates its capital ratios and </font><font style="font-family:Times New Roman;font-size:10pt;">risk-weighted assets</font><font style="font-family:Times New Roman;font-size:10pt;"> (&#8220;RWA&#8221;) in accordance with the capital adequacy standards for financial holding companies adopted by the Federal Reserve. 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In December 2007, the </font><font style="font-family:Times New Roman;font-size:10pt;">U.S.</font><font style="font-family:Times New Roman;font-size:10pt;"> banking regulators published final regulation incorporating the Basel II Accord, which requires internationally active banking organizations, as well as certain of their U.S. bank subsidiaries, to implement Basel II standards over the next several years.</font><font style="font-family:Times New Roman;font-size:10pt;"> </font><font style="font-family:Times New Roman;font-size:10pt;">In July 2010, the Company began reporting its capital adequacy standards on a parallel basis to its regulators under </font><font style="font-family:Times New Roman;font-size:10pt;">Basel</font><font style="font-family:Times New Roman;font-size:10pt;"> I and Basel II as part of a phased implementation of Basel II.</font><font style="font-family:Times New Roman;font-size:10pt;"> </font></p><p style='margin-top:0pt; margin-bottom:0pt'>&#160;</p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">In December 2009, the Basel C</font><font style="font-family:Times New Roman;font-size:10pt;">ommittee </font><font style="font-family:Times New Roman;font-size:10pt;">released proposals on risk-based capital, leverage and liquidity standards, known as </font><font style="font-family:Times New Roman;font-size:10pt;">&#8220;</font><font style="font-family:Times New Roman;font-size:10pt;">Basel III</font><font style="font-family:Times New Roman;font-size:10pt;">&#8221;</font><font style="font-family:Times New Roman;font-size:10pt;">.</font><font style="font-family:Times New Roman;font-size:10pt;"> </font><font style="font-family:Times New Roman;font-size:10pt;">In June 2012, the U.S. Banking regulators proposed rules to implement many aspects of Basel III (the &#8220;proposals&#8221;). 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text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 27px; text-align:left;border-color:#000000;min-width:27px;">&#160;</td><td style="width: 354px; text-align:left;border-color:#000000;min-width:354px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">From continuing operations </font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 64px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (3)</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 64px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (1)</font></td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 60px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 58px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:58px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td colspan="2" style="width: 381px; text-align:left;border-color:#000000;min-width:381px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Income (loss) from continuing operations </font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 0.28</font></td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 64px; border-top-style:double;border-top-width:3px;text-align:center;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 64px; border-top-style:double;border-top-width:3px;text-align:center;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 60px; border-top-style:double;border-top-width:3px;text-align:center;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 58px; border-top-style:double;border-top-width:3px;text-align:center;border-color:#000000;min-width:58px;">&#160;</td></tr><tr style="height: 17px"><td colspan="3" style="width: 400px; text-align:left;border-color:#000000;min-width:400px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">Diluted EPS:</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 64px; text-align:left;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 64px; text-align:left;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 60px; text-align:left;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 58px; text-align:left;border-color:#000000;min-width:58px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td colspan="2" style="width: 381px; text-align:left;border-color:#000000;min-width:381px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Earnings (loss) applicable to Morgan Stanley common shareholders</font></td><td style="width: 11px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 69px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:69px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 58</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 64px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 84</font></td></tr></table></div> <div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 17px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 27px; text-align:left;border-color:#000000;min-width:27px;">&#160;</td><td style="width: 354px; text-align:left;border-color:#000000;min-width:354px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td colspan="3" style="width: 139px; text-align:center;border-color:#000000;min-width:139px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Three Months Ended</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td colspan="3" style="width: 129px; text-align:center;border-color:#000000;min-width:129px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">Six Months Ended</font></td></tr><tr style="height: 18px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 27px; text-align:left;border-color:#000000;min-width:27px;">&#160;</td><td style="width: 354px; text-align:left;border-color:#000000;min-width:354px;">&#160;</td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 58px; text-align:right;border-color:#000000;min-width:58px;">&#160;</td></tr><tr style="height: 20px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 27px; text-align:left;border-color:#000000;min-width:27px;">&#160;</td><td style="width: 354px; text-align:left;border-color:#000000;min-width:354px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">From continuing operations </font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 64px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (3)</font></td><td style="width: 11px; 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text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 64px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 64px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 60px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 58px; border-top-style:double;border-top-width:3px;text-align:left;border-color:#000000;min-width:58px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td colspan="2" style="width: 381px; 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border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (0.38)</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 60px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 0.24</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 58px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:58px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 0.13</font></td></tr><tr style="height: 18px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 27px; text-align:left;border-color:#000000;min-width:27px;">&#160;</td><td style="width: 354px; text-align:left;border-color:#000000;min-width:354px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 64px; border-top-style:double;border-top-width:3px;text-align:center;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 64px; border-top-style:double;border-top-width:3px;text-align:center;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 60px; border-top-style:double;border-top-width:3px;text-align:center;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 58px; border-top-style:double;border-top-width:3px;text-align:center;border-color:#000000;min-width:58px;">&#160;</td></tr><tr style="height: 17px"><td colspan="3" style="width: 400px; text-align:left;border-color:#000000;min-width:400px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;">Diluted EPS:</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 64px; text-align:left;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 64px; text-align:left;border-color:#000000;min-width:64px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 60px; text-align:left;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;">&#160;</td><td style="width: 58px; text-align:left;border-color:#000000;min-width:58px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td colspan="2" style="width: 381px; text-align:left;border-color:#000000;min-width:381px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Earnings (loss) applicable to Morgan Stanley common shareholders</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 64px; text-align:right;border-color:#000000;min-width:64px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 564</font></td><td style="width: 11px; text-align:right;border-color:#000000;min-width:11px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 64px; 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text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:76px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td colspan="6" style="width: 312px; text-align:left;border-color:#000000;min-width:312px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">before&#160;income taxes</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:76px;">&#160;</td></tr><tr style="height: 17px"><td colspan="7" style="width: 331px; 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text-align:right;border-color:#000000;min-width:76px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td colspan="6" style="width: 312px; text-align:left;border-color:#000000;min-width:312px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Gain (loss) from discontinued operations</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (46)</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 91</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; 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text-align:left;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; text-align:left;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; text-align:left;border-color:#000000;min-width:76px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td colspan="6" style="width: 312px; text-align:left;border-color:#000000;min-width:312px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">interests</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 55</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:66px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 71px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:71px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:60px;">&#160;</td></tr><tr style="height: 15px"><td style="width: 15px; 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text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td colspan="6" style="width: 319px; text-align:left;border-color:#000000;min-width:319px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">taxes</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,485</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 71px; text-align:right;border-color:#000000;min-width:71px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 317</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:334px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Provision for income taxes </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 347</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 71px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:71px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 137</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 54</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:62px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 538</font></td></tr><tr style="height: 18px"><td colspan="7" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Income from continuing operations</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,138</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 71px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:71px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 180</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 114</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 233px; text-align:left;border-color:#000000;min-width:233px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:66px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 71px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:71px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td></tr><tr style="height: 17px"><td colspan="7" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Discontinued operations(2):</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 71px; text-align:right;border-color:#000000;min-width:71px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td colspan="6" style="width: 319px; text-align:left;border-color:#000000;min-width:319px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Gain (loss) from discontinued operations </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (30)</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 71px; text-align:right;border-color:#000000;min-width:71px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 6</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (22)</font></td></tr><tr style="height: 17px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td colspan="6" style="width: 319px; text-align:left;border-color:#000000;min-width:319px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Provision for income taxes </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 71px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:71px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:62px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (26)</font></td></tr><tr style="height: 17px"><td colspan="7" style="width: 334px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:62px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,406</font></td></tr><tr style="height: 17px"><td colspan="7" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Net income applicable to noncontrolling interests</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; 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text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 233px; text-align:left;border-color:#000000;min-width:233px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:66px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 71px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:71px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 12px; 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text-align:right;border-color:#000000;min-width:71px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 6,157</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,276</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (48)</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 60px; 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text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td colspan="6" style="width: 319px; text-align:left;border-color:#000000;min-width:319px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">taxes</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,917</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 71px; text-align:right;border-color:#000000;min-width:71px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 661</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 293</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,871</font></td></tr><tr style="height: 17px"><td colspan="7" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Provision for (benefit from) income taxes </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (16)</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 233px; text-align:left;border-color:#000000;min-width:233px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:66px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 71px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:71px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td></tr><tr style="height: 17px"><td colspan="7" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Discontinued operations(2):</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; 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border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,484</font></td></tr><tr style="height: 18px"><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;">&#160;</td><td style="width: 263px; text-align:left;border-color:#000000;min-width:263px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Net interest </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (543)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 391</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (9)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (161)</font></td></tr><tr style="height: 18px"><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;">&#160;</td><td style="width: 263px; text-align:left;border-color:#000000;min-width:263px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-STYLE: italic;FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Three Months Ended June 30 2011</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest income </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,579</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 464</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 3</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (85)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,961</font></td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest expense </font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,983</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 118</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 13</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (85)</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,029</font></td></tr><tr style="height: 18px"><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;">&#160;</td><td style="width: 263px; text-align:left;border-color:#000000;min-width:263px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Net interest </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (404)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 346</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (10)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (68)</font></td></tr><tr style="height: 18px"><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;">&#160;</td><td style="width: 263px; text-align:left;border-color:#000000;min-width:263px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-STYLE: italic;FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Six Months Ended June 30 2012</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest income </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,076</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 979</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 5</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (195)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,865</font></td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest expense </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,080</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 178</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 22</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (195)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,085</font></td></tr><tr style="height: 18px"><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;">&#160;</td><td style="width: 263px; text-align:left;border-color:#000000;min-width:263px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Net interest </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (1,004)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 801</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (17)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; 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border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-STYLE: italic;FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Six Months Ended June 30 2011</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest income </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; 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border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;">&#160;</td><td style="width: 263px; text-align:left;border-color:#000000;min-width:263px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td></tr></table></div><p style='margin-top: 0pt; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 85px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:85px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 81px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:81px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:76px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 339px; text-align:left;border-color:#000000;min-width:339px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td colspan="7" style="width: 363px; text-align:center;border-color:#000000;min-width:363px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">(dollars in millions)</font></td></tr><tr style="height: 25px"><td style="width: 339px; 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margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0px;">Geographic Information. </font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">The Company operates in both </font><font style="font-family:Times New Roman;font-size:10pt;">U.S.</font><font style="font-family:Times New Roman;font-size:10pt;"> and non-U.S. markets. The Company's non-U.S. business activities are principally conducted through European and Asian locations. The net revenues</font><font style="font-family:Times New Roman;font-size:10pt;"> </font><font style="font-family:Times New Roman;font-size:10pt;">disclosed in the following table reflect the regional view of the Company's consolidated net revenues on a managed basis, based on the following methodology: </font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:24.45px;">&#8226;&#160;&#160;&#160;&#160;&#160;&#160;&#160;Institutional Securities: advisory and equity underwriting&#8212;client location, debt underwriting&#8212;revenue recording location, sales&#160;and trading&#8212;trading desk location. </font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:24.45px;">&#8226;&#160;&#160;&#160;&#160;&#160;&#160;&#160;Global Wealth Management Group: global representative coverage location. </font></p><p style='margin-top:4.5pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:24.45px;">&#8226;&#160;&#160;&#160;&#160;&#160;&#160;&#160;Asset Management: client location, except for Merchant Banking and Real Estate Investing businesses, which are based on asset location. </font></p><p style='margin-top: 0pt; margin-bottom: 0pt;'></p><div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 18px"><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;">&#160;</td><td style="width: 313px; text-align:left;border-color:#000000;min-width:313px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="3" style="width: 171px; text-align:center;border-color:#000000;min-width:171px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">Three Months Ended</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="3" style="width: 166px; text-align:center;border-color:#000000;min-width:166px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">Six Months Ended</font></td></tr><tr style="height: 16px"><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;">&#160;</td><td style="width: 313px; text-align:left;border-color:#000000;min-width:313px;">&#160;</td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="3" style="width: 171px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:171px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">June 30,</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td colspan="3" style="width: 166px; border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:166px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">June 30,</font></td></tr><tr style="height: 18px"><td colspan="2" style="width: 339px; text-align:left;border-color:#000000;min-width:339px;"><font style="FONT-WEIGHT: bold;TEXT-DECORATION: underline;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: left;">Net Revenues</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; border-top-style:solid;border-top-width:2px;border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:79px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">2012</font></td><td style="width: 13px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; border-top-style:solid;border-top-width:2px;border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:79px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">2011</font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; border-top-style:solid;border-top-width:2px;border-bottom-style:solid;border-bottom-width:2px;text-align:center;border-color:#000000;min-width:79px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 8pt;COLOR: #000000;TEXT-ALIGN: center;">2012</font></td><td style="width: 10px; 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text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 9,904</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 77px; text-align:right;border-color:#000000;min-width:77px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 12,065</font></td></tr><tr style="height: 17px"><td colspan="2" style="width: 339px; text-align:left;border-color:#000000;min-width:339px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Europe, Middle East, and Africa </font></td><td style="width: 13px; text-align:left;border-color:#000000;min-width:13px;">&#160;</td><td style="width: 79px; text-align:right;border-color:#000000;min-width:79px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 978</font></td><td style="width: 13px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:76px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 217px; text-align:left;border-color:#000000;min-width:217px;">&#160;</td><td colspan="10" style="width: 382px; text-align:center;border-color:#000000;min-width:382px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">(dollars in millions)</font></td></tr><tr style="height: 17px"><td colspan="7" style="width: 331px; text-align:left;border-color:#000000;min-width:331px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Total non-interest revenues</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 217px; text-align:left;border-color:#000000;min-width:217px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:76px;">&#160;</td></tr><tr style="height: 17px"><td colspan="7" style="width: 331px; text-align:left;border-color:#000000;min-width:331px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Discontinued operations(2):</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 76px; text-align:right;border-color:#000000;min-width:76px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td colspan="6" style="width: 312px; text-align:left;border-color:#000000;min-width:312px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Gain (loss) from discontinued operations</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (46)</font></td><td style="width: 12px; 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text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 62px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:62px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 76px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:76px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 591</font></td></tr></table></div><p style='margin-top: 0pt; margin-bottom: 0pt;'></p><div><table style="border-collapse:collapse;margin-top:20px;"><tr style="height: 55px"><td colspan="7" style="width: 334px; 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text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 233px; text-align:left;border-color:#000000;min-width:233px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:66px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 71px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:71px;">&#160;</td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td></tr><tr style="height: 17px"><td colspan="7" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Discontinued operations(2):</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; 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text-align:right;border-color:#000000;min-width:71px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 6,157</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,276</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (48)</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 60px; 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text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td colspan="6" style="width: 319px; text-align:left;border-color:#000000;min-width:319px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">taxes</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 66px; text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,917</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 71px; text-align:right;border-color:#000000;min-width:71px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 661</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 293</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 62px; text-align:right;border-color:#000000;min-width:62px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 12px; text-align:right;border-color:#000000;min-width:12px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 60px; text-align:right;border-color:#000000;min-width:60px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,871</font></td></tr><tr style="height: 17px"><td colspan="7" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Provision for (benefit from) income taxes </font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:66px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (16)</font></td><td style="width: 12px; 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text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 15px; text-align:left;border-color:#000000;min-width:15px;">&#160;</td><td style="width: 14px; text-align:left;border-color:#000000;min-width:14px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 19px; text-align:left;border-color:#000000;min-width:19px;">&#160;</td><td style="width: 233px; text-align:left;border-color:#000000;min-width:233px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:66px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 71px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:71px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 62px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:62px;">&#160;</td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 60px; border-top-style:solid;border-top-width:1px;text-align:right;border-color:#000000;min-width:60px;">&#160;</td></tr><tr style="height: 17px"><td colspan="7" style="width: 334px; text-align:left;border-color:#000000;min-width:334px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Discontinued operations(2):</font></td><td style="width: 12px; text-align:left;border-color:#000000;min-width:12px;">&#160;</td><td style="width: 66px; 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border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:solid;border-top-width:2px;text-align:left;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;">&#160;</td><td style="width: 263px; text-align:left;border-color:#000000;min-width:263px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td colspan="9" style="width: 405px; text-align:center;border-color:#000000;min-width:405px;"><font style="FONT-WEIGHT: bold;FONT-FAMILY: Times New Roman;FONT-SIZE: 7.5pt;COLOR: #000000;TEXT-ALIGN: center;">(dollars in millions)</font></td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-STYLE: italic;FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Three Months Ended June 30 2012</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:left;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest income </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; 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border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-STYLE: italic;FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Three Months Ended June 30 2011</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest income </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,579</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 464</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 3</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (85)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,961</font></td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest expense </font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 1,983</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 118</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 13</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (85)</font></td><td style="width: 10px; text-align:left;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,029</font></td></tr><tr style="height: 18px"><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;">&#160;</td><td style="width: 263px; text-align:left;border-color:#000000;min-width:263px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Net interest </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; 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text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (68)</font></td></tr><tr style="height: 18px"><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;">&#160;</td><td style="width: 263px; text-align:left;border-color:#000000;min-width:263px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-STYLE: italic;FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Six Months Ended June 30 2012</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest income </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,076</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 979</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 5</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (195)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 2,865</font></td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest expense </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,080</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 178</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 22</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (195)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-bottom-style:solid;border-bottom-width:1px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 3,085</font></td></tr><tr style="height: 18px"><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;">&#160;</td><td style="width: 263px; text-align:left;border-color:#000000;min-width:263px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Net interest </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (1,004)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> 801</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (17)</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> &#8212;</font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; border-top-style:solid;border-top-width:1px;border-bottom-style:double;border-bottom-width:3px;text-align:right;border-color:#000000;min-width:73px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;"> (220)</font></td></tr><tr style="height: 18px"><td style="width: 26px; text-align:left;border-color:#000000;min-width:26px;">&#160;</td><td style="width: 263px; text-align:left;border-color:#000000;min-width:263px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; border-top-style:double;border-top-width:3px;text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; 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text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;">&#160;</td><td style="width: 73px; text-align:right;border-color:#000000;min-width:73px;">&#160;</td></tr><tr style="height: 17px"><td colspan="2" style="width: 289px; text-align:left;border-color:#000000;min-width:289px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: left;">Interest income </font></td><td style="width: 10px; text-align:right;border-color:#000000;min-width:10px;"><font style="FONT-FAMILY: Times New Roman;FONT-SIZE: 10pt;COLOR: #000000;TEXT-ALIGN: right;">$</font></td><td style="width: 73px; 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margin-bottom:0pt'>&#160;</p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;font-weight:bold;font-style:italic;margin-left:0px;">MSSB.</font></p><p style='margin-top:0pt; margin-bottom:0pt'>&#160;</p><p style='margin-top:0pt; margin-bottom:0pt'><font style="font-family:Times New Roman;font-size:10pt;margin-left:0px;">On June 1, 2012, the Company gave notice to Citi that it </font><font style="font-family:Times New Roman;font-size:10pt;">was</font><font style="font-family:Times New Roman;font-size:10pt;"> exercising its right to purchase an additional </font><font style="font-family:Times New Roman;font-size:10pt;">14</font><font style="font-family:Times New Roman;font-size:10pt;">% interest of MSSB.&#160; This notice initiated a process </font><font style="font-family:Times New Roman;font-size:10pt;">that could take </font><font style="font-family:Times New Roman;font-size:10pt;">up to 90 days to determine the purchase price</font><font style="font-family:Times New Roman;font-size:10pt;">.</font><font style="font-family:Times New Roman;font-size:10pt;"> On July 16, 2012, the Company and Citi exchanged </font><font style="font-family:Times New Roman;font-size:10pt;">respective valuations for&#160;MSSB&#160;</font><font style="font-family:Times New Roman;font-size:10pt;">and a third party appraiser was subsequently selected to independently determine the estimated fair market value since the two firms' valuations differ by more than 10%.&#160; The third party appraisal process is to be concluded at the end of August and the Company's p</font><font style="font-family:Times New Roman;font-size:10pt;">urchase of the 14% interest is expected t</font><font style="font-family:Times New Roman;font-size:10pt;">o close&#160;in&#160;September 2012, subject to regulatory approvals.</font></p><p style='margin-top:0pt; margin-bottom:0pt'>&#160;</p><p style='margin-top:0pt; margin-bottom:0pt'>&#160;</p> 0.05 -800000000 Securities deposited with clearing organizations or segregated under federal and other regulations or requirements are sourced from Federal funds sold and securities purchased under agreements to resell and Financial instruments owned in the condensed consolidated statements of financial condition. Interest income and expense are recorded within the condensed consolidated statements of income depending on the nature of the instrument and related market conventions. When interest is included as a component of the instrument’s fair value, interest is included within Principal transactions—Trading revenues or Principal transactions—Investments revenues. Otherwise, it is included within Interest income or Interest expense. Amounts are net of allowances of $77 million and $17 million at June 30, 2012 and December 31, 2011, respectively. Gains (losses) were generally determined based on the differential between estimated expected client yields and contractual yields at each respective period end. Corporate assets have been fully allocated to the Company’s business segments. The Company holds or sells short for trading purposes equity securities issued by entities in diverse industries and of varying size. For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled “Counterparty and Cash Collateral Netting.” For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 10. Amount represents mortgage servicing rights (“MSR”) accounted for at fair value. See Note 6 for further information on MSRs. The Company holds or sells short for trading purposes equity securities issued by entities in diverse industries and of varying size. For positions with the same counterparty that cross over the levels of the fair value hierarchy, both counterparty netting and cash collateral netting are included in the column titled “Counterparty and Cash Collateral Netting.” For contracts with the same counterparty, counterparty netting among positions classified within the same level is included within that level. For further information on derivative instruments and hedging activities, see Note 10. Amount represents MSRs accounted for at fair value. See Note 6 for further information on MSRs. Fixed income/credit-related hedge funds, event-driven hedge funds, and multi-strategy hedge funds are redeemable at least on a six-month period basis primarily with a notice period of 90 days or less. At June 30, 2012, approximately 37% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 36% is redeemable every six months and 27% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds at June 30, 2012 is primarily greater than six months. At December 31, 2011, approximately 38% of the fair value amount of long-short equity hedge funds is redeemable at least quarterly, 32% is redeemable every six months and 30% of these funds have a redemption frequency of greater than six months. The notice period for long-short equity hedge funds at December 31, 2011 is primarily greater than six months. The change in the fair value of short-term and long-term borrowings (primarily structured notes) includes an adjustment to reflect the change in credit quality of the Company based upon observations of the Company’s secondary bond market spreads. Instrument-specific credit gains (losses) were determined by excluding the non-credit components of gains and losses, such as those due to changes in interest rates. These amounts do not include structured notes where the repayment of the initial principal amount fluctuates based on changes in the reference price or index. The majority of this difference between principal and fair value amounts emanates from the Company’s distressed debt trading business, which purchases distressed debt at amounts well below par. The aggregate fair value of loans that were in non-accrual status, which includes all loans 90 or more days past due, was $1.3 billion and $2.0 billion at June 30, 2012 and December 31, 2011, respectively. The aggregate fair value of loans that were 90 or more days past due was $0.8 billion and $1.5 billion at June 30, 2012 and December 31, 2011, respectively. Fair values shown represent the Company’s net exposure to counterparties related to the Company’s OTC derivative products. Amounts include centrally cleared derivatives. The table does not include listed derivatives and the effect of any related hedges utilized by the Company. Obligor credit ratings are determined by the Company’s Credit Risk Management Department. Amounts represent the netting of receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash collateral received is netted on a counterparty basis, provided legal right of offset exists. Fair values shown represent the Company’s net exposure to counterparties related to the Company’s OTC derivative products. Amounts include centrally cleared derivatives. The table does not include listed derivatives and the effect of any related hedges utilized by the Company. Obligor credit ratings are determined by the Company’s Credit Risk Management Department. Amounts represent the netting of receivable balances with payable balances for the same counterparty across maturity categories. Receivable and payable balances with the same counterparty in the same maturity category are netted within such maturity category, where appropriate. Cash collateral received is netted on a counterparty basis, provided legal right of offset exists. Notional amounts include gross notionals related to open long and short futures contracts of $77 billion and $67 billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $445 million and $150 million is included in Receivables—Brokers, dealers and clearing organizations and Payables—Brokers, dealers and clearing organizations, respectively, on the condensed consolidated statements of financial condition. Notional amounts include gross notionals related to open long and short futures contracts of $77 billion and $66 billion, respectively. The unsettled fair value on these futures contracts (excluded from the table above) of $605 million and $37 million is included in Receivables—Brokers, dealers and clearing organizations and Payables—Brokers, dealers and clearing organizations, respectively, on the condensed consolidated statements of financial condition. Gains (losses) on derivative contracts not designated as hedges are primarily included in Principal transactions—Trading. Gains (losses) associated with certain derivative contracts that have physically settled are excluded from the table above. Gains (losses) on these contracts are reflected with the associated cash instruments, which are also included in Principal transactions—Trading. Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting. Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts. Credit ratings are calculated internally. Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments. Fair value amount shown represents the fair value of the hybrid instruments. Fair value amounts are shown on a gross basis prior to cash collateral or counterparty netting. Fair value amounts of certain credit default swaps where the Company sold protection have an asset carrying value because credit spreads of the underlying reference entity or entities tightened during the terms of the contracts. Credit ratings are calculated internally. Other credit contracts include CLNs, CDOs and credit default swaps that are considered hybrid instruments. Fair value amount shown represents the fair value of the hybrid instruments. This amount includes commitments to asset-backed commercial paper conduits of $275 million at June 30, 2012, of which $138 million have maturities of less than one year and $137 million of which have maturities of one to three years. This amount includes $24.1 billion of investment grade and $4.3 billion of non-investment grade unfunded commitments accounted for as held for investment and $4.7 billion of investment grade and $2.1 billion of non-investment grade unfunded commitments accounted for as held for sale at June 30, 2012. The remainder of these lending commitments are carried at fair value. These commitments are recorded at fair value within Financial instruments owned and Financial instruments sold, not yet purchased in the condensed consolidated statements of financial condition (see Note 3). The Company enters into forward starting reverse repurchase and securities borrowing agreements (agreements that have a trade date at or prior to June 30, 2012 and settle subsequent to period-end) that are primarily secured by collateral from U.S. government agency securities and other sovereign government obligations. These agreements primarily settle within three business days and of the amount at June 30, 2012, $52.7 billion settled within three business days. Carrying amounts of derivative contracts are shown on a gross basis prior to cash collateral or counterparty netting. For further information on derivative contracts, see Note 10. Approximately $2.2 billion of standby letters of credit are also reflected in the “Commitments” table in primary and secondary lending commitments. Standby letters of credit are recorded at fair value within Financial instruments owned or Financial instruments sold, not yet purchased in the condensed consolidated statements of financial condition. Amounts include guarantees issued by consolidated real estate funds sponsored by the Company of approximately $198 million. These guarantees relate to obligations of the fund’s investee entities, including guarantees related to capital expenditures and principal and interest debt payments. Accrued losses under these guarantees of approximately $7 million are reflected as a reduction of the carrying value of the related fund investments, which are reflected in Financial instruments owned—Investments on the condensed consolidated statement of financial condition. RSUs that are considered participating securities participate in all of the earnings of the Company in the computation of basic EPS, and therefore, such RSUs are not included as incremental shares in the diluted calculation. Mortgage and asset-backed securitizations include VIE assets as follows: $10.5 billion of residential mortgages; $58.6 billion of commercial mortgages; $103.7 billion of U.S. agency collateralized mortgage obligations; and $37.8 billion of other consumer or commercial loans. Mortgage and asset-backed securitizations include VIE debt and equity interests as follows: $0.6 billion of residential mortgages; $0.6 billion of commercial mortgages; $13.5 billion of U.S. agency collateralized mortgage obligations; and $3.1 billion of other consumer or commercial loans. Mortgage and asset-backed securitizations include VIE assets as follows: $9.1 billion of residential mortgages; $81.7 billion of commercial mortgages; $121.6 billion of U.S. agency collateralized mortgage obligations; and $18.7 billion of other consumer or commercial loans. Prior period amounts were adjusted to conform to the current period’s presentation. Mortgage and asset-backed securitizations include VIE debt and equity interests as follows: $0.6 billion of residential mortgages; $1.1 billion of commercial mortgages; $13.5 billion of U.S. agency collateralized mortgage obligations; and $1.3 billion of other consumer or commercial loans. Prior period amounts were adjusted to conform to the current period’s presentation. Amounts include assets transferred by unrelated transferors. Amounts include assets transferred by unrelated transferors. Amounts include loans that are at least 90 days contractually delinquent, loans for which the borrower has filed for bankruptcy, loans in foreclosure and real estate owned. Amounts include loans that are at least 90 days contractually delinquent, loans for which the borrower has filed for bankruptcy, loans in foreclosure and real estate owned. Amounts are backed by a guarantee from the U.S. Department of Education of at least 95% of the principal balance and interest on such loans. Interest expense on Financial instruments sold, not yet purchased is reported as a reduction to Interest income on Financial instruments owned. Amounts included eliminations of intersegment activity. Amounts included in Other for the quarter and six months ended June 30, 2011 are related to the Company’s retail asset management business, CityMortgage Bank and other. Amount for the six months ended June 30, 2012 included a pre-tax gain of approximately $51 million, primarily resulting from the subsequent increase in fair value of Saxon, which had incurred impairment losses of $98 million in the quarter ended December 31, 2011, as well as approximately $20 million and $25 million of severance costs incurred in the quarter and six months ended June 30, 2012, respectively, in connection with the disposition of Saxon. Amounts are net of provision for (benefit from) income taxes of $172 million and $(68) million for the quarters ended June 30, 2012 and 2011, respectively, and $176 million and $(136) million for the six months ended June 30, 2012 and 2011, respectively. Amounts are net of provision for income taxes of $1 million for the quarter ended June 30, 2012, and $2 million and $2 million for the six months ended June 30, 2012 and 2011, respectively. Amounts are net of provision for income taxes of $30 million and $34 million for the quarters ended June 30, 2012 and 2011, respectively, and $17 million and $10 million for the six months ended June 30, 2012 and 2011, respectively. Amounts are net of provision for income taxes of $8 million and $4 million for the quarters ended June 30, 2012 and 2011, respectively, and $10 million for the six months ended June 30, 2012. Amounts represent FFELP student loan asset-backed securities, in which the loans are backed by a guarantee from the U.S. Department of Education ofat least 95% of the principal balance and interest on such loans.     Impairment losses are recorded within Other expenses. For more information on failed sales, see Note 6. Amounts include $9,236 million and $14,594 million at fair value at June 30, 2012 and December 31, 2011, respectively. Amount for the quarter and six months ended June 30, 2012 included a pre-tax gain of approximately $108 million in connection with the sale of Quilter. The December 31, 2011 deferred tax asset disallowance was adjusted by approximately $1.2 billion, resulting in a reduction to the Company’s Tier 1 common capital, Tier 1 capital, Total capital, RWAs and adjusted average assets by such amount, Tier 1 common capital ratio, Tier 1 capital ratio and Total capital ratio by approximately 30 basis points and Tier 1 leverage ratio by approximately 20 basis points. The Company also has a contingent obligation to provide financing to a clearinghouse through which it clears certain transactions. The financing is required only upon the default of a clearinghouse member. The financing takes the form of a reverse repurchase facility, with a maximum amount of approximately $3 billion. Total realized and unrealized gains (losses) are primarily included in Principal transactions—Trading in the condensed consolidated statements of income except for $673 million related to Financial instruments owned—Investments, which is included in Principal transactions—Investments. Amounts represent unrealized gains (losses) for the six months ended June 30, 2011 related to assets and liabilities still outstanding at June 30, 2011. Net derivative and other contracts represent Financial instruments owned—Derivative and other contracts net of Financial instruments sold, not yet purchased—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 10. Total realized and unrealized gains (losses) are primarily included in Principal transactions—Trading in the condensed consolidated statements of income except for $401 million related to Financial instruments owned—Investments, which is included in Principal transactions—Investments. Amounts represent unrealized gains (losses) for the quarter ended June 30, 2011 related to assets and liabilities still outstanding at June 30, 2011. Net derivative and other contracts represent Financial instruments owned—Derivative and other contracts net of Financial instruments sold, not yet purchased—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 10. Total realized and unrealized gains (losses) are primarily included in Principal transactions—Trading in the condensed consolidated statements of income except for $90 million related to Financial instruments owned—Investments, which is included in Principal transactions—Investments. Amounts represent unrealized gains (losses) for the six months ended June 30, 2012 related to assets and liabilities still outstanding at June 30, 2012. Net derivative and other contracts represent Financial instruments owned—Derivative and other contracts net of Financial instruments sold, not yet purchased—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 10. Total realized and unrealized gains (losses) are primarily included in Principal transactions—Trading in the condensed consolidated statements of income except for $18 million related to Financial instruments owned—Investments, which is included in Principal transactions—Investments. Amounts represent unrealized gains (losses) for the quarter ended June 30, 2012 related to assets and liabilities still outstanding at June 30, 2012. Net derivative and other contracts represent Financial instruments owned—Derivative and other contracts net of Financial instruments sold, not yet purchased—Derivative and other contracts. For further information on derivative instruments and hedging activities, see Note 10 The ranges of significant unobservable inputs are represented in points, percentages, basis points, times or megawatt hours. Points are a percentage of par; for example, 98 points would be 98% of par. A basis point equals 1/100th of 1%; for example, 1,255 basis points would equal 12.55%.  Of the total gains (losses) recorded in Principal Transactions—Trading for short-term and long-term borrowings for the quarter and six months ended June 30, 2012, $350 million and $(1,628) million, respectively, are attributable to changes in the credit quality of the Company and the respective remainder is attributable to changes in foreign currency rates or interest rates or movements in the reference price or index for structured notes, before the impact of related hedges. Of the total gains (losses) recorded in Principal Transactions—Trading for short-term and long-term borrowings for the quarter and six months ended June 30, 2011, $244 million and $55 million, respectively, are attributable to changes in the credit quality of the Company and the respective remainder is attributable to changes in foreign currency rates or interest rates or movements in the reference price or index for structured notes, before the impact of related hedges. Carrying values relate only to those assets that had fair value adjustments during the quarter ended June 30, 2012. These amounts do not include assets that had fair value adjustments during the six months ended June 30, 2012, unless the assets also had a fair value adjustment during the quarter ended June 30, 2012. Losses are recorded within Other expenses in the condensed consolidated statement of income except for fair value adjustments related to Loans and losses related to Other investments, which are included in Other revenues. Non-recurring changes in fair value for loans held for investment were calculated based upon the fair value of the underlying collateral. The fair value of the collateral was determined using internal expected recovery models. The non-recurring change in fair value for mortgage loans held for sale is based upon a valuation model incorporating market observable inputs. Losses recorded were determined primarily using discounted cash flow models. Carrying values relate only to those assets that had fair value adjustments during the quarter ended June 30, 2011. These amounts do not include assets that had fair value adjustments during the six months ended June 30, 2011, unless the assets also had a fair value adjustment during the quarter ended June 30, 2011. Losses are recorded within Other expenses in the condensed consolidated statement of income except for fair value adjustments related to Loans and losses related to Other investments, which are included in Other revenues. Non-recurring changes in fair value for loans held for investment were calculated based upon the fair value of the underlying collateral. The fair value of the collateral was determined using internal expected recovery models. The non-recurring change in fair value for mortgage loans held for sale is based upon a valuation model incorporating market observable inputs. Losses recorded were determined primarily using discounted cash flow models. Losses primarily related to investment management contracts and were determined primarily using discounted cash flow models. Accrued interest, fees and dividend receivables and payables where carrying value approximates fair value have been excluded. Includes all loans measured at fair value on a non-recurring basis. Tier 1 common capital ratio equals Tier 1 common capital divided by RWAs. On December 30, 2011, the Federal Reserve formalized regulatory definitions for Tier 1 common capital and Tier 1 common capital ratio. The Federal Reserve defined Tier 1 common capital as Tier 1 capital less non-common elements in Tier 1 capital, including perpetual preferred stock and related surplus, minority interest in subsidiaries, trust preferred securities and mandatory convertible preferred securities. Previously, the Company’s definition of Tier 1 common capital included all of the items noted in the Federal Reserve’s definition, but it also included an adjustment for the portion of goodwill and non-servicing intangible assets associated with MSSB’s noncontrolling interests (i.e., Citigroup, Inc.’s (“Citi”) share of MSSB’s goodwill and intangibles). The Company’s conformance to the Federal Reserve’s definition under the final rule reduced its Tier 1 common capital and Tier 1 common ratio by approximately $4.2 billion and 132 basis points, respectively at December 31, 2011. In certain management fee arrangements, the Company is entitled to receive performance-based fees (also referred to as incentive fees) when the return on assets under management exceeds certain benchmark returns or other performance targets. In such arrangements, performance fee revenue is accrued (or reversed) quarterly based on measuring account fund performance to date versus the performance benchmark stated in the investment management agreement. The amount of performance-based fee revenue at risk of reversing if fund performance falls below stated investment management agreement benchmarks was approximately $188 million at June 30, 2012 and approximately $179 million at December 31, 2011 (see Note 2 to the consolidated financial statements for the year ended December 31, 2011 included in the Form 10-K). See Notes 1 and 20 for discussion of discontinued operations. The amount of the Company’s goodwill before accumulated impairments of $700 million, which included $673 million related to the Institutional Securities business segment and $27 million related to the Asset Management business segment, was $7,310 million and $7,386 million at June 30, 2012 and December 31, 2011, respectively. The Global Wealth Management Group activity represents goodwill disposed of in connection with the sale of Quilter (see Notes 1 and 20).  Losses of $63 million and $128 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and six months ended June 30, 2012, respectively. Losses of $62 million and $109 million were recognized in income related to amounts excluded from hedge effectiveness testing during the quarter and six months ended June 30, 2011, respectively. A gain of $193 million, net of tax, related to net investment hedges was reclassified from other comprehensive income into income during both the quarter and six months ended June 30, 2012. The amount primarily related to an out of period gain, net of tax, related to the reversal of amounts recorded in cumulative other comprehensive income due to the incorrect application of hedge accounting on certain derivative contracts (see above for further information).